CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 22-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
378-4 |
385-0 |
6-4 |
1.7% |
382-4 |
High |
381-2 |
386-4 |
5-2 |
1.4% |
396-4 |
Low |
376-4 |
374-4 |
-2-0 |
-0.5% |
374-4 |
Close |
379-6 |
376-4 |
-3-2 |
-0.9% |
394-6 |
Range |
4-6 |
12-0 |
7-2 |
152.6% |
22-0 |
ATR |
9-1 |
9-3 |
0-2 |
2.2% |
0-0 |
Volume |
64,362 |
47,803 |
-16,559 |
-25.7% |
359,901 |
|
Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
415-1 |
407-7 |
383-1 |
|
R3 |
403-1 |
395-7 |
379-6 |
|
R2 |
391-1 |
391-1 |
378-6 |
|
R1 |
383-7 |
383-7 |
377-5 |
381-4 |
PP |
379-1 |
379-1 |
379-1 |
378-0 |
S1 |
371-7 |
371-7 |
375-3 |
369-4 |
S2 |
367-1 |
367-1 |
374-2 |
|
S3 |
355-1 |
359-7 |
373-2 |
|
S4 |
343-1 |
347-7 |
369-7 |
|
|
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 |
395-4 |
373-4 |
22-0 |
5.8% |
7-4 |
2.0% |
14% |
False |
False |
68,400 |
10 |
396-4 |
373-4 |
23-0 |
6.1% |
7-1 |
1.9% |
13% |
False |
False |
71,291 |
20 |
396-4 |
333-0 |
63-4 |
16.9% |
7-4 |
2.0% |
69% |
False |
False |
80,860 |
40 |
396-4 |
333-0 |
63-4 |
16.9% |
6-5 |
1.7% |
69% |
False |
False |
67,491 |
60 |
396-4 |
333-0 |
63-4 |
16.9% |
6-5 |
1.7% |
69% |
False |
False |
53,797 |
80 |
396-4 |
333-0 |
63-4 |
16.9% |
6-2 |
1.7% |
69% |
False |
False |
46,032 |
100 |
406-0 |
333-0 |
73-0 |
19.4% |
5-5 |
1.5% |
60% |
False |
False |
38,809 |
120 |
406-4 |
333-0 |
73-4 |
19.5% |
5-1 |
1.4% |
59% |
False |
False |
33,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
437-4 |
2.618 |
417-7 |
1.618 |
405-7 |
1.000 |
398-4 |
0.618 |
393-7 |
HIGH |
386-4 |
0.618 |
381-7 |
0.500 |
380-4 |
0.382 |
379-1 |
LOW |
374-4 |
0.618 |
367-1 |
1.000 |
362-4 |
1.618 |
355-1 |
2.618 |
343-1 |
4.250 |
323-4 |
|
|
Fisher Pivots for day following 22-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
380-4 |
380-0 |
PP |
379-1 |
378-7 |
S1 |
377-7 |
377-5 |
|