CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 27-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
381-4 |
381-6 |
0-2 |
0.1% |
398-0 |
High |
382-0 |
382-4 |
0-4 |
0.1% |
400-0 |
Low |
375-6 |
376-4 |
0-6 |
0.2% |
383-4 |
Close |
378-0 |
377-0 |
-1-0 |
-0.3% |
384-4 |
Range |
6-2 |
6-0 |
-0-2 |
-4.0% |
16-4 |
ATR |
9-4 |
9-2 |
-0-2 |
-2.6% |
0-0 |
Volume |
110,393 |
115,598 |
5,205 |
4.7% |
536,412 |
|
Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396-5 |
392-7 |
380-2 |
|
R3 |
390-5 |
386-7 |
378-5 |
|
R2 |
384-5 |
384-5 |
378-1 |
|
R1 |
380-7 |
380-7 |
377-4 |
379-6 |
PP |
378-5 |
378-5 |
378-5 |
378-1 |
S1 |
374-7 |
374-7 |
376-4 |
373-6 |
S2 |
372-5 |
372-5 |
375-7 |
|
S3 |
366-5 |
368-7 |
375-3 |
|
S4 |
360-5 |
362-7 |
373-6 |
|
|
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 |
375-6 |
24-2 |
6.4% |
7-4 |
2.0% |
5% |
False |
False |
104,334 |
10 |
410-0 |
375-6 |
34-2 |
9.1% |
8-1 |
2.2% |
4% |
False |
False |
119,102 |
20 |
410-0 |
343-2 |
66-6 |
17.7% |
7-7 |
2.1% |
51% |
False |
False |
122,593 |
40 |
410-0 |
343-2 |
66-6 |
17.7% |
6-7 |
1.8% |
51% |
False |
False |
92,546 |
60 |
410-0 |
343-2 |
66-6 |
17.7% |
6-6 |
1.8% |
51% |
False |
False |
77,681 |
80 |
410-0 |
343-2 |
66-6 |
17.7% |
6-6 |
1.8% |
51% |
False |
False |
69,051 |
100 |
412-4 |
343-2 |
69-2 |
18.4% |
6-3 |
1.7% |
49% |
False |
False |
60,457 |
120 |
414-4 |
343-2 |
71-2 |
18.9% |
6-1 |
1.6% |
47% |
False |
False |
54,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
408-0 |
2.618 |
398-2 |
1.618 |
392-2 |
1.000 |
388-4 |
0.618 |
386-2 |
HIGH |
382-4 |
0.618 |
380-2 |
0.500 |
379-4 |
0.382 |
378-6 |
LOW |
376-4 |
0.618 |
372-6 |
1.000 |
370-4 |
1.618 |
366-6 |
2.618 |
360-6 |
4.250 |
351-0 |
|
|
Fisher Pivots for day following 27-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
379-4 |
383-6 |
PP |
378-5 |
381-4 |
S1 |
377-7 |
379-2 |
|