CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 29-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
368-4 |
382-4 |
14-0 |
3.8% |
386-4 |
High |
379-0 |
385-0 |
6-0 |
1.6% |
386-4 |
Low |
368-2 |
375-4 |
7-2 |
2.0% |
370-0 |
Close |
376-2 |
379-2 |
3-0 |
0.8% |
371-2 |
Range |
10-6 |
9-4 |
-1-2 |
-11.6% |
16-4 |
ATR |
9-4 |
9-4 |
0-0 |
0.0% |
0-0 |
Volume |
48,460 |
75,851 |
27,391 |
56.5% |
322,843 |
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
408-3 |
403-3 |
384-4 |
|
R3 |
398-7 |
393-7 |
381-7 |
|
R2 |
389-3 |
389-3 |
381-0 |
|
R1 |
384-3 |
384-3 |
380-1 |
382-1 |
PP |
379-7 |
379-7 |
379-7 |
378-6 |
S1 |
374-7 |
374-7 |
378-3 |
372-5 |
S2 |
370-3 |
370-3 |
377-4 |
|
S3 |
360-7 |
365-3 |
376-5 |
|
S4 |
351-3 |
355-7 |
374-0 |
|
|
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 |
385-0 |
362-0 |
23-0 |
6.1% |
8-1 |
2.1% |
75% |
True |
False |
65,285 |
10 |
395-4 |
362-0 |
33-4 |
8.8% |
7-7 |
2.1% |
51% |
False |
False |
66,843 |
20 |
396-4 |
360-2 |
36-2 |
9.6% |
7-7 |
2.1% |
52% |
False |
False |
76,539 |
40 |
396-4 |
333-0 |
63-4 |
16.7% |
6-7 |
1.8% |
73% |
False |
False |
71,525 |
60 |
396-4 |
333-0 |
63-4 |
16.7% |
6-6 |
1.8% |
73% |
False |
False |
56,566 |
80 |
396-4 |
333-0 |
63-4 |
16.7% |
6-5 |
1.7% |
73% |
False |
False |
49,210 |
100 |
396-4 |
333-0 |
63-4 |
16.7% |
5-6 |
1.5% |
73% |
False |
False |
41,562 |
120 |
406-4 |
333-0 |
73-4 |
19.4% |
5-3 |
1.4% |
63% |
False |
False |
35,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
425-3 |
2.618 |
409-7 |
1.618 |
400-3 |
1.000 |
394-4 |
0.618 |
390-7 |
HIGH |
385-0 |
0.618 |
381-3 |
0.500 |
380-2 |
0.382 |
379-1 |
LOW |
375-4 |
0.618 |
369-5 |
1.000 |
366-0 |
1.618 |
360-1 |
2.618 |
350-5 |
4.250 |
335-1 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
380-2 |
377-3 |
PP |
379-7 |
375-5 |
S1 |
379-5 |
373-6 |
|