CME Pit-Traded Corn Future December 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
390-2 |
389-0 |
-1-2 |
-0.3% |
389-0 |
| High |
394-6 |
396-6 |
2-0 |
0.5% |
398-0 |
| Low |
386-2 |
389-0 |
2-6 |
0.7% |
379-2 |
| Close |
387-0 |
396-2 |
9-2 |
2.4% |
395-2 |
| Range |
8-4 |
7-6 |
-0-6 |
-8.8% |
18-6 |
| ATR |
8-6 |
8-6 |
0-1 |
0.9% |
0-0 |
| Volume |
81,133 |
132,583 |
51,450 |
63.4% |
496,188 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
417-2 |
414-4 |
400-4 |
|
| R3 |
409-4 |
406-6 |
398-3 |
|
| R2 |
401-6 |
401-6 |
397-5 |
|
| R1 |
399-0 |
399-0 |
397-0 |
400-3 |
| PP |
394-0 |
394-0 |
394-0 |
394-6 |
| S1 |
391-2 |
391-2 |
395-4 |
392-5 |
| S2 |
386-2 |
386-2 |
394-7 |
|
| S3 |
378-4 |
383-4 |
394-1 |
|
| S4 |
370-6 |
375-6 |
392-0 |
|
|
| 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 |
386-2 |
11-6 |
3.0% |
6-5 |
1.7% |
85% |
False |
False |
117,360 |
| 10 |
398-0 |
367-2 |
30-6 |
7.8% |
7-6 |
2.0% |
94% |
False |
False |
129,815 |
| 20 |
398-0 |
343-2 |
54-6 |
13.8% |
7-3 |
1.9% |
97% |
False |
False |
100,895 |
| 40 |
398-0 |
343-2 |
54-6 |
13.8% |
6-3 |
1.6% |
97% |
False |
False |
75,593 |
| 60 |
398-0 |
343-2 |
54-6 |
13.8% |
6-4 |
1.7% |
97% |
False |
False |
67,914 |
| 80 |
403-0 |
343-2 |
59-6 |
15.1% |
6-3 |
1.6% |
89% |
False |
False |
58,635 |
| 100 |
414-4 |
343-2 |
71-2 |
18.0% |
6-0 |
1.5% |
74% |
False |
False |
52,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
429-6 |
|
2.618 |
417-0 |
|
1.618 |
409-2 |
|
1.000 |
404-4 |
|
0.618 |
401-4 |
|
HIGH |
396-6 |
|
0.618 |
393-6 |
|
0.500 |
392-7 |
|
0.382 |
392-0 |
|
LOW |
389-0 |
|
0.618 |
384-2 |
|
1.000 |
381-2 |
|
1.618 |
376-4 |
|
2.618 |
368-6 |
|
4.250 |
356-0 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
395-1 |
394-5 |
| PP |
394-0 |
393-1 |
| S1 |
392-7 |
391-4 |
|