CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
400-4 |
411-0 |
10-4 |
2.6% |
401-0 |
| High |
407-6 |
420-0 |
12-2 |
3.0% |
408-4 |
| Low |
400-4 |
411-0 |
10-4 |
2.6% |
395-4 |
| Close |
408-0 |
416-0 |
8-0 |
2.0% |
407-0 |
| Range |
7-2 |
9-0 |
1-6 |
24.1% |
13-0 |
| ATR |
7-3 |
7-5 |
0-3 |
4.6% |
0-0 |
| Volume |
15,075 |
9,310 |
-5,765 |
-38.2% |
48,903 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
442-5 |
438-3 |
421-0 |
|
| R3 |
433-5 |
429-3 |
418-4 |
|
| R2 |
424-5 |
424-5 |
417-5 |
|
| R1 |
420-3 |
420-3 |
416-7 |
422-4 |
| PP |
415-5 |
415-5 |
415-5 |
416-6 |
| S1 |
411-3 |
411-3 |
415-1 |
413-4 |
| S2 |
406-5 |
406-5 |
414-3 |
|
| S3 |
397-5 |
402-3 |
413-4 |
|
| S4 |
388-5 |
393-3 |
411-0 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
442-5 |
437-7 |
414-1 |
|
| R3 |
429-5 |
424-7 |
410-5 |
|
| R2 |
416-5 |
416-5 |
409-3 |
|
| R1 |
411-7 |
411-7 |
408-2 |
414-2 |
| PP |
403-5 |
403-5 |
403-5 |
404-7 |
| S1 |
398-7 |
398-7 |
405-6 |
401-2 |
| S2 |
390-5 |
390-5 |
404-5 |
|
| S3 |
377-5 |
385-7 |
403-3 |
|
| S4 |
364-5 |
372-7 |
399-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
458-2 |
|
2.618 |
443-4 |
|
1.618 |
434-4 |
|
1.000 |
429-0 |
|
0.618 |
425-4 |
|
HIGH |
420-0 |
|
0.618 |
416-4 |
|
0.500 |
415-4 |
|
0.382 |
414-4 |
|
LOW |
411-0 |
|
0.618 |
405-4 |
|
1.000 |
402-0 |
|
1.618 |
396-4 |
|
2.618 |
387-4 |
|
4.250 |
372-6 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
415-7 |
413-6 |
| PP |
415-5 |
411-4 |
| S1 |
415-4 |
409-2 |
|