CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 13-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
393-4 |
390-2 |
-3-2 |
-0.8% |
389-0 |
High |
395-0 |
394-6 |
-0-2 |
-0.1% |
398-0 |
Low |
390-4 |
386-2 |
-4-2 |
-1.1% |
379-2 |
Close |
391-6 |
387-0 |
-4-6 |
-1.2% |
395-2 |
Range |
4-4 |
8-4 |
4-0 |
88.9% |
18-6 |
ATR |
8-6 |
8-6 |
0-0 |
-0.2% |
0-0 |
Volume |
104,215 |
81,133 |
-23,082 |
-22.1% |
496,188 |
|
Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
414-7 |
409-3 |
391-5 |
|
R3 |
406-3 |
400-7 |
389-3 |
|
R2 |
397-7 |
397-7 |
388-4 |
|
R1 |
392-3 |
392-3 |
387-6 |
390-7 |
PP |
389-3 |
389-3 |
389-3 |
388-4 |
S1 |
383-7 |
383-7 |
386-2 |
382-3 |
S2 |
380-7 |
380-7 |
385-4 |
|
S3 |
372-3 |
375-3 |
384-5 |
|
S4 |
363-7 |
366-7 |
382-3 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
447-1 |
439-7 |
405-4 |
|
R3 |
428-3 |
421-1 |
400-3 |
|
R2 |
409-5 |
409-5 |
398-6 |
|
R1 |
402-3 |
402-3 |
397-0 |
406-0 |
PP |
390-7 |
390-7 |
390-7 |
392-5 |
S1 |
383-5 |
383-5 |
393-4 |
387-2 |
S2 |
372-1 |
372-1 |
391-6 |
|
S3 |
353-3 |
364-7 |
390-1 |
|
S4 |
334-5 |
346-1 |
385-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
398-0 |
384-4 |
13-4 |
3.5% |
6-1 |
1.6% |
19% |
False |
False |
116,873 |
10 |
398-0 |
343-2 |
54-6 |
14.1% |
7-4 |
2.0% |
80% |
False |
False |
126,083 |
20 |
398-0 |
343-2 |
54-6 |
14.1% |
7-1 |
1.8% |
80% |
False |
False |
97,272 |
40 |
398-0 |
343-2 |
54-6 |
14.1% |
6-3 |
1.6% |
80% |
False |
False |
73,434 |
60 |
398-0 |
343-2 |
54-6 |
14.1% |
6-5 |
1.7% |
80% |
False |
False |
66,237 |
80 |
404-4 |
343-2 |
61-2 |
15.8% |
6-2 |
1.6% |
71% |
False |
False |
57,472 |
100 |
414-4 |
343-2 |
71-2 |
18.4% |
6-0 |
1.6% |
61% |
False |
False |
50,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
430-7 |
2.618 |
417-0 |
1.618 |
408-4 |
1.000 |
403-2 |
0.618 |
400-0 |
HIGH |
394-6 |
0.618 |
391-4 |
0.500 |
390-4 |
0.382 |
389-4 |
LOW |
386-2 |
0.618 |
381-0 |
1.000 |
377-6 |
1.618 |
372-4 |
2.618 |
364-0 |
4.250 |
350-1 |
|
|
Fisher Pivots for day following 13-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
390-4 |
392-1 |
PP |
389-3 |
390-3 |
S1 |
388-1 |
388-6 |
|