CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 15-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
389-0 |
399-4 |
10-4 |
2.7% |
389-0 |
High |
396-6 |
410-0 |
13-2 |
3.3% |
398-0 |
Low |
389-0 |
395-0 |
6-0 |
1.5% |
379-2 |
Close |
396-2 |
405-2 |
9-0 |
2.3% |
395-2 |
Range |
7-6 |
15-0 |
7-2 |
93.5% |
18-6 |
ATR |
8-6 |
9-2 |
0-4 |
5.1% |
0-0 |
Volume |
132,583 |
111,937 |
-20,646 |
-15.6% |
496,188 |
|
Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
448-3 |
441-7 |
413-4 |
|
R3 |
433-3 |
426-7 |
409-3 |
|
R2 |
418-3 |
418-3 |
408-0 |
|
R1 |
411-7 |
411-7 |
406-5 |
415-1 |
PP |
403-3 |
403-3 |
403-3 |
405-0 |
S1 |
396-7 |
396-7 |
403-7 |
400-1 |
S2 |
388-3 |
388-3 |
402-4 |
|
S3 |
373-3 |
381-7 |
401-1 |
|
S4 |
358-3 |
366-7 |
397-0 |
|
|
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 |
410-0 |
386-2 |
23-6 |
5.9% |
8-2 |
2.0% |
80% |
True |
False |
117,705 |
10 |
410-0 |
371-0 |
39-0 |
9.6% |
8-5 |
2.1% |
88% |
True |
False |
129,392 |
20 |
410-0 |
343-2 |
66-6 |
16.5% |
7-6 |
1.9% |
93% |
True |
False |
103,590 |
40 |
410-0 |
343-2 |
66-6 |
16.5% |
6-6 |
1.7% |
93% |
True |
False |
77,547 |
60 |
410-0 |
343-2 |
66-6 |
16.5% |
6-6 |
1.7% |
93% |
True |
False |
69,077 |
80 |
410-0 |
343-2 |
66-6 |
16.5% |
6-4 |
1.6% |
93% |
True |
False |
59,771 |
100 |
414-4 |
343-2 |
71-2 |
17.6% |
6-0 |
1.5% |
87% |
False |
False |
52,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
473-6 |
2.618 |
449-2 |
1.618 |
434-2 |
1.000 |
425-0 |
0.618 |
419-2 |
HIGH |
410-0 |
0.618 |
404-2 |
0.500 |
402-4 |
0.382 |
400-6 |
LOW |
395-0 |
0.618 |
385-6 |
1.000 |
380-0 |
1.618 |
370-6 |
2.618 |
355-6 |
4.250 |
331-2 |
|
|
Fisher Pivots for day following 15-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
404-3 |
402-7 |
PP |
403-3 |
400-4 |
S1 |
402-4 |
398-1 |
|