CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 28-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
381-6 |
382-4 |
0-6 |
0.2% |
398-0 |
High |
382-4 |
393-6 |
11-2 |
2.9% |
400-0 |
Low |
376-4 |
382-2 |
5-6 |
1.5% |
383-4 |
Close |
377-0 |
390-6 |
13-6 |
3.6% |
384-4 |
Range |
6-0 |
11-4 |
5-4 |
91.7% |
16-4 |
ATR |
9-2 |
9-6 |
0-4 |
5.9% |
0-0 |
Volume |
115,598 |
84,280 |
-31,318 |
-27.1% |
536,412 |
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
423-3 |
418-5 |
397-1 |
|
R3 |
411-7 |
407-1 |
393-7 |
|
R2 |
400-3 |
400-3 |
392-7 |
|
R1 |
395-5 |
395-5 |
391-6 |
398-0 |
PP |
388-7 |
388-7 |
388-7 |
390-1 |
S1 |
384-1 |
384-1 |
389-6 |
386-4 |
S2 |
377-3 |
377-3 |
388-5 |
|
S3 |
365-7 |
372-5 |
387-5 |
|
S4 |
354-3 |
361-1 |
384-3 |
|
|
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 |
6.2% |
8-6 |
2.2% |
62% |
False |
False |
102,222 |
10 |
410-0 |
375-6 |
34-2 |
8.8% |
8-4 |
2.2% |
44% |
False |
False |
114,272 |
20 |
410-0 |
367-2 |
42-6 |
10.9% |
8-1 |
2.1% |
55% |
False |
False |
122,043 |
40 |
410-0 |
343-2 |
66-6 |
17.1% |
7-0 |
1.8% |
71% |
False |
False |
93,550 |
60 |
410-0 |
343-2 |
66-6 |
17.1% |
6-7 |
1.8% |
71% |
False |
False |
78,258 |
80 |
410-0 |
343-2 |
66-6 |
17.1% |
6-6 |
1.7% |
71% |
False |
False |
69,782 |
100 |
410-0 |
343-2 |
66-6 |
17.1% |
6-3 |
1.6% |
71% |
False |
False |
61,080 |
120 |
414-4 |
343-2 |
71-2 |
18.2% |
6-1 |
1.6% |
67% |
False |
False |
54,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
442-5 |
2.618 |
423-7 |
1.618 |
412-3 |
1.000 |
405-2 |
0.618 |
400-7 |
HIGH |
393-6 |
0.618 |
389-3 |
0.500 |
388-0 |
0.382 |
386-5 |
LOW |
382-2 |
0.618 |
375-1 |
1.000 |
370-6 |
1.618 |
363-5 |
2.618 |
352-1 |
4.250 |
333-3 |
|
|
Fisher Pivots for day following 28-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
389-7 |
388-6 |
PP |
388-7 |
386-6 |
S1 |
388-0 |
384-6 |
|