CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 29-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
382-4 |
396-4 |
14-0 |
3.7% |
398-0 |
High |
393-6 |
399-0 |
5-2 |
1.3% |
400-0 |
Low |
382-2 |
390-2 |
8-0 |
2.1% |
383-4 |
Close |
390-6 |
393-6 |
3-0 |
0.8% |
384-4 |
Range |
11-4 |
8-6 |
-2-6 |
-23.9% |
16-4 |
ATR |
9-6 |
9-5 |
-0-1 |
-0.7% |
0-0 |
Volume |
84,280 |
133,921 |
49,641 |
58.9% |
536,412 |
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
420-5 |
415-7 |
398-4 |
|
R3 |
411-7 |
407-1 |
396-1 |
|
R2 |
403-1 |
403-1 |
395-3 |
|
R1 |
398-3 |
398-3 |
394-4 |
396-3 |
PP |
394-3 |
394-3 |
394-3 |
393-2 |
S1 |
389-5 |
389-5 |
393-0 |
387-5 |
S2 |
385-5 |
385-5 |
392-1 |
|
S3 |
376-7 |
380-7 |
391-3 |
|
S4 |
368-1 |
372-1 |
389-0 |
|
|
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 |
399-0 |
375-6 |
23-2 |
5.9% |
8-1 |
2.1% |
77% |
True |
False |
113,657 |
10 |
408-2 |
375-6 |
32-4 |
8.3% |
7-7 |
2.0% |
55% |
False |
False |
116,470 |
20 |
410-0 |
371-0 |
39-0 |
9.9% |
8-2 |
2.1% |
58% |
False |
False |
122,931 |
40 |
410-0 |
343-2 |
66-6 |
17.0% |
7-0 |
1.8% |
76% |
False |
False |
95,629 |
60 |
410-0 |
343-2 |
66-6 |
17.0% |
6-7 |
1.8% |
76% |
False |
False |
79,892 |
80 |
410-0 |
343-2 |
66-6 |
17.0% |
6-7 |
1.7% |
76% |
False |
False |
71,135 |
100 |
410-0 |
343-2 |
66-6 |
17.0% |
6-3 |
1.6% |
76% |
False |
False |
62,132 |
120 |
414-4 |
343-2 |
71-2 |
18.1% |
6-1 |
1.6% |
71% |
False |
False |
55,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
436-2 |
2.618 |
421-7 |
1.618 |
413-1 |
1.000 |
407-6 |
0.618 |
404-3 |
HIGH |
399-0 |
0.618 |
395-5 |
0.500 |
394-5 |
0.382 |
393-5 |
LOW |
390-2 |
0.618 |
384-7 |
1.000 |
381-4 |
1.618 |
376-1 |
2.618 |
367-3 |
4.250 |
353-0 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
394-5 |
391-6 |
PP |
394-3 |
389-6 |
S1 |
394-0 |
387-6 |
|