CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 21-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
375-4 |
378-4 |
3-0 |
0.8% |
382-4 |
High |
377-0 |
381-2 |
4-2 |
1.1% |
396-4 |
Low |
373-4 |
376-4 |
3-0 |
0.8% |
374-4 |
Close |
374-0 |
379-6 |
5-6 |
1.5% |
394-6 |
Range |
3-4 |
4-6 |
1-2 |
35.7% |
22-0 |
ATR |
9-2 |
9-1 |
-0-1 |
-1.6% |
0-0 |
Volume |
72,718 |
64,362 |
-8,356 |
-11.5% |
359,901 |
|
Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
393-3 |
391-3 |
382-3 |
|
R3 |
388-5 |
386-5 |
381-0 |
|
R2 |
383-7 |
383-7 |
380-5 |
|
R1 |
381-7 |
381-7 |
380-1 |
382-7 |
PP |
379-1 |
379-1 |
379-1 |
379-6 |
S1 |
377-1 |
377-1 |
379-3 |
378-1 |
S2 |
374-3 |
374-3 |
378-7 |
|
S3 |
369-5 |
372-3 |
378-4 |
|
S4 |
364-7 |
367-5 |
377-1 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
454-5 |
446-5 |
406-7 |
|
R3 |
432-5 |
424-5 |
400-6 |
|
R2 |
410-5 |
410-5 |
398-6 |
|
R1 |
402-5 |
402-5 |
396-6 |
406-5 |
PP |
388-5 |
388-5 |
388-5 |
390-4 |
S1 |
380-5 |
380-5 |
392-6 |
384-5 |
S2 |
366-5 |
366-5 |
390-6 |
|
S3 |
344-5 |
358-5 |
388-6 |
|
S4 |
322-5 |
336-5 |
382-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
396-4 |
373-4 |
23-0 |
6.1% |
6-7 |
1.8% |
27% |
False |
False |
72,968 |
10 |
396-4 |
373-4 |
23-0 |
6.1% |
6-5 |
1.7% |
27% |
False |
False |
73,324 |
20 |
396-4 |
333-0 |
63-4 |
16.7% |
7-1 |
1.9% |
74% |
False |
False |
80,880 |
40 |
396-4 |
333-0 |
63-4 |
16.7% |
6-3 |
1.7% |
74% |
False |
False |
66,811 |
60 |
396-4 |
333-0 |
63-4 |
16.7% |
6-4 |
1.7% |
74% |
False |
False |
53,428 |
80 |
396-4 |
333-0 |
63-4 |
16.7% |
6-1 |
1.6% |
74% |
False |
False |
45,502 |
100 |
406-0 |
333-0 |
73-0 |
19.2% |
5-4 |
1.5% |
64% |
False |
False |
38,365 |
120 |
406-4 |
333-0 |
73-4 |
19.4% |
5-1 |
1.3% |
64% |
False |
False |
32,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
401-4 |
2.618 |
393-5 |
1.618 |
388-7 |
1.000 |
386-0 |
0.618 |
384-1 |
HIGH |
381-2 |
0.618 |
379-3 |
0.500 |
378-7 |
0.382 |
378-3 |
LOW |
376-4 |
0.618 |
373-5 |
1.000 |
371-6 |
1.618 |
368-7 |
2.618 |
364-1 |
4.250 |
356-2 |
|
|
Fisher Pivots for day following 21-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
379-4 |
380-0 |
PP |
379-1 |
379-7 |
S1 |
378-7 |
379-7 |
|