CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 30-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
396-4 |
396-6 |
0-2 |
0.1% |
381-4 |
High |
399-0 |
407-0 |
8-0 |
2.0% |
407-0 |
Low |
390-2 |
396-6 |
6-4 |
1.7% |
375-6 |
Close |
393-6 |
406-6 |
13-0 |
3.3% |
406-6 |
Range |
8-6 |
10-2 |
1-4 |
17.1% |
31-2 |
ATR |
9-5 |
9-7 |
0-2 |
2.6% |
0-0 |
Volume |
133,921 |
136,278 |
2,357 |
1.8% |
580,470 |
|
Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
434-2 |
430-6 |
412-3 |
|
R3 |
424-0 |
420-4 |
409-5 |
|
R2 |
413-6 |
413-6 |
408-5 |
|
R1 |
410-2 |
410-2 |
407-6 |
412-0 |
PP |
403-4 |
403-4 |
403-4 |
404-3 |
S1 |
400-0 |
400-0 |
405-6 |
401-6 |
S2 |
393-2 |
393-2 |
404-7 |
|
S3 |
383-0 |
389-6 |
403-7 |
|
S4 |
372-6 |
379-4 |
401-1 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
490-2 |
479-6 |
424-0 |
|
R3 |
459-0 |
448-4 |
415-3 |
|
R2 |
427-6 |
427-6 |
412-4 |
|
R1 |
417-2 |
417-2 |
409-5 |
422-4 |
PP |
396-4 |
396-4 |
396-4 |
399-1 |
S1 |
386-0 |
386-0 |
403-7 |
391-2 |
S2 |
365-2 |
365-2 |
401-0 |
|
S3 |
334-0 |
354-6 |
398-1 |
|
S4 |
302-6 |
323-4 |
389-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
407-0 |
375-6 |
31-2 |
7.7% |
8-4 |
2.1% |
99% |
True |
False |
116,094 |
10 |
407-0 |
375-6 |
31-2 |
7.7% |
8-1 |
2.0% |
99% |
True |
False |
111,688 |
20 |
410-0 |
375-6 |
34-2 |
8.4% |
8-0 |
2.0% |
91% |
False |
False |
118,891 |
40 |
410-0 |
343-2 |
66-6 |
16.4% |
7-1 |
1.8% |
95% |
False |
False |
97,946 |
60 |
410-0 |
343-2 |
66-6 |
16.4% |
6-7 |
1.7% |
95% |
False |
False |
81,497 |
80 |
410-0 |
343-2 |
66-6 |
16.4% |
6-7 |
1.7% |
95% |
False |
False |
72,587 |
100 |
410-0 |
343-2 |
66-6 |
16.4% |
6-4 |
1.6% |
95% |
False |
False |
63,274 |
120 |
414-4 |
343-2 |
71-2 |
17.5% |
6-2 |
1.5% |
89% |
False |
False |
56,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
450-4 |
2.618 |
433-7 |
1.618 |
423-5 |
1.000 |
417-2 |
0.618 |
413-3 |
HIGH |
407-0 |
0.618 |
403-1 |
0.500 |
401-7 |
0.382 |
400-5 |
LOW |
396-6 |
0.618 |
390-3 |
1.000 |
386-4 |
1.618 |
380-1 |
2.618 |
369-7 |
4.250 |
353-2 |
|
|
Fisher Pivots for day following 30-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
405-1 |
402-6 |
PP |
403-4 |
398-5 |
S1 |
401-7 |
394-5 |
|