CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 23-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
398-2 |
390-4 |
-7-6 |
-1.9% |
398-0 |
High |
400-0 |
391-6 |
-8-2 |
-2.1% |
400-0 |
Low |
388-2 |
383-4 |
-4-6 |
-1.2% |
383-4 |
Close |
390-2 |
384-4 |
-5-6 |
-1.5% |
384-4 |
Range |
11-6 |
8-2 |
-3-4 |
-29.8% |
16-4 |
ATR |
9-5 |
9-4 |
-0-1 |
-1.0% |
0-0 |
Volume |
76,748 |
124,093 |
47,345 |
61.7% |
536,412 |
|
Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
411-3 |
406-1 |
389-0 |
|
R3 |
403-1 |
397-7 |
386-6 |
|
R2 |
394-7 |
394-7 |
386-0 |
|
R1 |
389-5 |
389-5 |
385-2 |
388-1 |
PP |
386-5 |
386-5 |
386-5 |
385-6 |
S1 |
381-3 |
381-3 |
383-6 |
379-7 |
S2 |
378-3 |
378-3 |
383-0 |
|
S3 |
370-1 |
373-1 |
382-2 |
|
S4 |
361-7 |
364-7 |
380-0 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
438-7 |
428-1 |
393-5 |
|
R3 |
422-3 |
411-5 |
389-0 |
|
R2 |
405-7 |
405-7 |
387-4 |
|
R1 |
395-1 |
395-1 |
386-0 |
392-2 |
PP |
389-3 |
389-3 |
389-3 |
387-7 |
S1 |
378-5 |
378-5 |
383-0 |
375-6 |
S2 |
372-7 |
372-7 |
381-4 |
|
S3 |
356-3 |
362-1 |
380-0 |
|
S4 |
339-7 |
345-5 |
375-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
400-0 |
383-4 |
16-4 |
4.3% |
7-6 |
2.0% |
6% |
False |
True |
107,282 |
10 |
410-0 |
383-4 |
26-4 |
6.9% |
8-2 |
2.1% |
4% |
False |
True |
115,038 |
20 |
410-0 |
343-2 |
66-6 |
17.4% |
7-7 |
2.0% |
62% |
False |
False |
118,393 |
40 |
410-0 |
343-2 |
66-6 |
17.4% |
6-7 |
1.8% |
62% |
False |
False |
88,866 |
60 |
410-0 |
343-2 |
66-6 |
17.4% |
6-7 |
1.8% |
62% |
False |
False |
76,372 |
80 |
410-0 |
343-2 |
66-6 |
17.4% |
6-5 |
1.7% |
62% |
False |
False |
67,101 |
100 |
414-2 |
343-2 |
71-0 |
18.5% |
6-2 |
1.6% |
58% |
False |
False |
58,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
426-6 |
2.618 |
413-3 |
1.618 |
405-1 |
1.000 |
400-0 |
0.618 |
396-7 |
HIGH |
391-6 |
0.618 |
388-5 |
0.500 |
387-5 |
0.382 |
386-5 |
LOW |
383-4 |
0.618 |
378-3 |
1.000 |
375-2 |
1.618 |
370-1 |
2.618 |
361-7 |
4.250 |
348-4 |
|
|
Fisher Pivots for day following 23-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
387-5 |
391-6 |
PP |
386-5 |
389-3 |
S1 |
385-4 |
386-7 |
|