CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 23-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
385-0 |
377-0 |
-8-0 |
-2.1% |
386-4 |
High |
386-4 |
377-4 |
-9-0 |
-2.3% |
386-4 |
Low |
374-4 |
370-0 |
-4-4 |
-1.2% |
370-0 |
Close |
376-4 |
371-2 |
-5-2 |
-1.4% |
371-2 |
Range |
12-0 |
7-4 |
-4-4 |
-37.5% |
16-4 |
ATR |
9-3 |
9-2 |
-0-1 |
-1.4% |
0-0 |
Volume |
47,803 |
68,229 |
20,426 |
42.7% |
322,843 |
|
Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
395-3 |
390-7 |
375-3 |
|
R3 |
387-7 |
383-3 |
373-2 |
|
R2 |
380-3 |
380-3 |
372-5 |
|
R1 |
375-7 |
375-7 |
372-0 |
374-3 |
PP |
372-7 |
372-7 |
372-7 |
372-2 |
S1 |
368-3 |
368-3 |
370-4 |
366-7 |
S2 |
365-3 |
365-3 |
369-7 |
|
S3 |
357-7 |
360-7 |
369-2 |
|
S4 |
350-3 |
353-3 |
367-1 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
425-3 |
414-7 |
380-3 |
|
R3 |
408-7 |
398-3 |
375-6 |
|
R2 |
392-3 |
392-3 |
374-2 |
|
R1 |
381-7 |
381-7 |
372-6 |
378-7 |
PP |
375-7 |
375-7 |
375-7 |
374-4 |
S1 |
365-3 |
365-3 |
369-6 |
362-3 |
S2 |
359-3 |
359-3 |
368-2 |
|
S3 |
342-7 |
348-7 |
366-6 |
|
S4 |
326-3 |
332-3 |
362-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
386-4 |
370-0 |
16-4 |
4.4% |
7-4 |
2.0% |
8% |
False |
True |
64,568 |
10 |
396-4 |
370-0 |
26-4 |
7.1% |
7-4 |
2.0% |
5% |
False |
True |
68,274 |
20 |
396-4 |
333-0 |
63-4 |
17.1% |
7-5 |
2.1% |
60% |
False |
False |
81,394 |
40 |
396-4 |
333-0 |
63-4 |
17.1% |
6-6 |
1.8% |
60% |
False |
False |
68,593 |
60 |
396-4 |
333-0 |
63-4 |
17.1% |
6-5 |
1.8% |
60% |
False |
False |
54,371 |
80 |
396-4 |
333-0 |
63-4 |
17.1% |
6-2 |
1.7% |
60% |
False |
False |
46,724 |
100 |
406-0 |
333-0 |
73-0 |
19.7% |
5-5 |
1.5% |
52% |
False |
False |
39,414 |
120 |
406-4 |
333-0 |
73-4 |
19.8% |
5-2 |
1.4% |
52% |
False |
False |
33,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
409-3 |
2.618 |
397-1 |
1.618 |
389-5 |
1.000 |
385-0 |
0.618 |
382-1 |
HIGH |
377-4 |
0.618 |
374-5 |
0.500 |
373-6 |
0.382 |
372-7 |
LOW |
370-0 |
0.618 |
365-3 |
1.000 |
362-4 |
1.618 |
357-7 |
2.618 |
350-3 |
4.250 |
338-1 |
|
|
Fisher Pivots for day following 23-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
373-6 |
378-2 |
PP |
372-7 |
375-7 |
S1 |
372-1 |
373-5 |
|