CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 19-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
403-0 |
398-0 |
-5-0 |
-1.2% |
393-4 |
High |
408-2 |
398-6 |
-9-4 |
-2.3% |
410-0 |
Low |
400-4 |
389-4 |
-11-0 |
-2.7% |
386-2 |
Close |
407-2 |
394-0 |
-13-2 |
-3.3% |
407-2 |
Range |
7-6 |
9-2 |
1-4 |
19.4% |
23-6 |
ATR |
9-1 |
9-6 |
0-5 |
6.8% |
0-0 |
Volume |
184,103 |
110,071 |
-74,032 |
-40.2% |
613,971 |
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
421-7 |
417-1 |
399-1 |
|
R3 |
412-5 |
407-7 |
396-4 |
|
R2 |
403-3 |
403-3 |
395-6 |
|
R1 |
398-5 |
398-5 |
394-7 |
396-3 |
PP |
394-1 |
394-1 |
394-1 |
393-0 |
S1 |
389-3 |
389-3 |
393-1 |
387-1 |
S2 |
384-7 |
384-7 |
392-2 |
|
S3 |
375-5 |
380-1 |
391-4 |
|
S4 |
366-3 |
370-7 |
388-7 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
472-3 |
463-5 |
420-2 |
|
R3 |
448-5 |
439-7 |
413-6 |
|
R2 |
424-7 |
424-7 |
411-5 |
|
R1 |
416-1 |
416-1 |
409-3 |
420-4 |
PP |
401-1 |
401-1 |
401-1 |
403-3 |
S1 |
392-3 |
392-3 |
405-1 |
396-6 |
S2 |
377-3 |
377-3 |
402-7 |
|
S3 |
353-5 |
368-5 |
400-6 |
|
S4 |
329-7 |
344-7 |
394-2 |
|
|
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 |
6.0% |
9-5 |
2.4% |
33% |
False |
False |
123,965 |
10 |
410-0 |
379-2 |
30-6 |
7.8% |
8-2 |
2.1% |
48% |
False |
False |
122,023 |
20 |
410-0 |
343-2 |
66-6 |
16.9% |
8-0 |
2.0% |
76% |
False |
False |
111,901 |
40 |
410-0 |
343-2 |
66-6 |
16.9% |
6-6 |
1.7% |
76% |
False |
False |
82,885 |
60 |
410-0 |
343-2 |
66-6 |
16.9% |
6-6 |
1.7% |
76% |
False |
False |
72,723 |
80 |
410-0 |
343-2 |
66-6 |
16.9% |
6-4 |
1.7% |
76% |
False |
False |
62,948 |
100 |
414-4 |
343-2 |
71-2 |
18.1% |
6-1 |
1.6% |
71% |
False |
False |
55,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
438-0 |
2.618 |
423-0 |
1.618 |
413-6 |
1.000 |
408-0 |
0.618 |
404-4 |
HIGH |
398-6 |
0.618 |
395-2 |
0.500 |
394-1 |
0.382 |
393-0 |
LOW |
389-4 |
0.618 |
383-6 |
1.000 |
380-2 |
1.618 |
374-4 |
2.618 |
365-2 |
4.250 |
350-2 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
394-1 |
399-6 |
PP |
394-1 |
397-7 |
S1 |
394-0 |
395-7 |
|