CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 30-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
382-4 |
383-0 |
0-4 |
0.1% |
368-4 |
High |
385-0 |
393-2 |
8-2 |
2.1% |
393-2 |
Low |
375-4 |
382-2 |
6-6 |
1.8% |
362-0 |
Close |
379-2 |
392-6 |
13-4 |
3.6% |
392-6 |
Range |
9-4 |
11-0 |
1-4 |
15.8% |
31-2 |
ATR |
9-4 |
9-7 |
0-3 |
3.4% |
0-0 |
Volume |
75,851 |
76,118 |
267 |
0.4% |
334,317 |
|
Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
422-3 |
418-5 |
398-6 |
|
R3 |
411-3 |
407-5 |
395-6 |
|
R2 |
400-3 |
400-3 |
394-6 |
|
R1 |
396-5 |
396-5 |
393-6 |
398-4 |
PP |
389-3 |
389-3 |
389-3 |
390-3 |
S1 |
385-5 |
385-5 |
391-6 |
387-4 |
S2 |
378-3 |
378-3 |
390-6 |
|
S3 |
367-3 |
374-5 |
389-6 |
|
S4 |
356-3 |
363-5 |
386-6 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
476-3 |
465-7 |
410-0 |
|
R3 |
445-1 |
434-5 |
401-3 |
|
R2 |
413-7 |
413-7 |
398-4 |
|
R1 |
403-3 |
403-3 |
395-5 |
408-5 |
PP |
382-5 |
382-5 |
382-5 |
385-2 |
S1 |
372-1 |
372-1 |
389-7 |
377-3 |
S2 |
351-3 |
351-3 |
387-0 |
|
S3 |
320-1 |
340-7 |
384-1 |
|
S4 |
288-7 |
309-5 |
375-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
393-2 |
362-0 |
31-2 |
8.0% |
8-7 |
2.3% |
98% |
True |
False |
66,863 |
10 |
393-2 |
362-0 |
31-2 |
8.0% |
8-1 |
2.1% |
98% |
True |
False |
65,716 |
20 |
396-4 |
362-0 |
34-4 |
8.8% |
7-5 |
1.9% |
89% |
False |
False |
72,113 |
40 |
396-4 |
333-0 |
63-4 |
16.2% |
7-0 |
1.8% |
94% |
False |
False |
72,474 |
60 |
396-4 |
333-0 |
63-4 |
16.2% |
6-6 |
1.7% |
94% |
False |
False |
57,496 |
80 |
396-4 |
333-0 |
63-4 |
16.2% |
6-4 |
1.7% |
94% |
False |
False |
50,033 |
100 |
396-4 |
333-0 |
63-4 |
16.2% |
5-7 |
1.5% |
94% |
False |
False |
42,178 |
120 |
406-4 |
333-0 |
73-4 |
18.7% |
5-3 |
1.4% |
81% |
False |
False |
36,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
440-0 |
2.618 |
422-0 |
1.618 |
411-0 |
1.000 |
404-2 |
0.618 |
400-0 |
HIGH |
393-2 |
0.618 |
389-0 |
0.500 |
387-6 |
0.382 |
386-4 |
LOW |
382-2 |
0.618 |
375-4 |
1.000 |
371-2 |
1.618 |
364-4 |
2.618 |
353-4 |
4.250 |
335-4 |
|
|
Fisher Pivots for day following 30-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
391-1 |
388-6 |
PP |
389-3 |
384-6 |
S1 |
387-6 |
380-6 |
|