CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 21-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
387-2 |
391-2 |
4-0 |
1.0% |
393-4 |
High |
390-4 |
395-0 |
4-4 |
1.2% |
410-0 |
Low |
386-2 |
390-0 |
3-6 |
1.0% |
386-2 |
Close |
387-4 |
393-4 |
6-0 |
1.5% |
407-2 |
Range |
4-2 |
5-0 |
0-6 |
17.6% |
23-6 |
ATR |
9-5 |
9-3 |
-0-1 |
-1.6% |
0-0 |
Volume |
130,660 |
94,840 |
-35,820 |
-27.4% |
613,971 |
|
Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
407-7 |
405-5 |
396-2 |
|
R3 |
402-7 |
400-5 |
394-7 |
|
R2 |
397-7 |
397-7 |
394-3 |
|
R1 |
395-5 |
395-5 |
394-0 |
396-6 |
PP |
392-7 |
392-7 |
392-7 |
393-3 |
S1 |
390-5 |
390-5 |
393-0 |
391-6 |
S2 |
387-7 |
387-7 |
392-5 |
|
S3 |
382-7 |
385-5 |
392-1 |
|
S4 |
377-7 |
380-5 |
390-6 |
|
|
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% |
8-2 |
2.1% |
31% |
False |
False |
126,322 |
10 |
410-0 |
386-2 |
23-6 |
6.0% |
7-3 |
1.9% |
31% |
False |
False |
121,841 |
20 |
410-0 |
343-2 |
66-6 |
17.0% |
7-3 |
1.9% |
75% |
False |
False |
114,887 |
40 |
410-0 |
343-2 |
66-6 |
17.0% |
6-5 |
1.7% |
75% |
False |
False |
86,176 |
60 |
410-0 |
343-2 |
66-6 |
17.0% |
6-5 |
1.7% |
75% |
False |
False |
74,849 |
80 |
410-0 |
343-2 |
66-6 |
17.0% |
6-4 |
1.6% |
75% |
False |
False |
65,119 |
100 |
414-2 |
343-2 |
71-0 |
18.0% |
6-1 |
1.6% |
71% |
False |
False |
57,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
416-2 |
2.618 |
408-1 |
1.618 |
403-1 |
1.000 |
400-0 |
0.618 |
398-1 |
HIGH |
395-0 |
0.618 |
393-1 |
0.500 |
392-4 |
0.382 |
391-7 |
LOW |
390-0 |
0.618 |
386-7 |
1.000 |
385-0 |
1.618 |
381-7 |
2.618 |
376-7 |
4.250 |
368-6 |
|
|
Fisher Pivots for day following 21-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
393-1 |
393-1 |
PP |
392-7 |
392-7 |
S1 |
392-4 |
392-4 |
|