CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 20-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
409-0 |
399-4 |
-9-4 |
-2.3% |
404-6 |
High |
409-2 |
402-4 |
-6-6 |
-1.6% |
420-0 |
Low |
401-0 |
399-2 |
-1-6 |
-0.4% |
398-4 |
Close |
406-0 |
400-0 |
-6-0 |
-1.5% |
417-6 |
Range |
8-2 |
3-2 |
-5-0 |
-60.6% |
21-4 |
ATR |
8-2 |
8-1 |
-0-1 |
-1.3% |
0-0 |
Volume |
15,280 |
18,545 |
3,265 |
21.4% |
62,198 |
|
Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
410-3 |
408-3 |
401-6 |
|
R3 |
407-1 |
405-1 |
400-7 |
|
R2 |
403-7 |
403-7 |
400-5 |
|
R1 |
401-7 |
401-7 |
400-2 |
402-7 |
PP |
400-5 |
400-5 |
400-5 |
401-0 |
S1 |
398-5 |
398-5 |
399-6 |
399-5 |
S2 |
397-3 |
397-3 |
399-3 |
|
S3 |
394-1 |
395-3 |
399-1 |
|
S4 |
390-7 |
392-1 |
398-2 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
476-5 |
468-5 |
429-5 |
|
R3 |
455-1 |
447-1 |
423-5 |
|
R2 |
433-5 |
433-5 |
421-6 |
|
R1 |
425-5 |
425-5 |
419-6 |
429-5 |
PP |
412-1 |
412-1 |
412-1 |
414-0 |
S1 |
404-1 |
404-1 |
415-6 |
408-1 |
S2 |
390-5 |
390-5 |
413-6 |
|
S3 |
369-1 |
382-5 |
411-7 |
|
S4 |
347-5 |
361-1 |
405-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
416-2 |
2.618 |
411-0 |
1.618 |
407-6 |
1.000 |
405-6 |
0.618 |
404-4 |
HIGH |
402-4 |
0.618 |
401-2 |
0.500 |
400-7 |
0.382 |
400-4 |
LOW |
399-2 |
0.618 |
397-2 |
1.000 |
396-0 |
1.618 |
394-0 |
2.618 |
390-6 |
4.250 |
385-4 |
|
|
Fisher Pivots for day following 20-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
400-7 |
408-5 |
PP |
400-5 |
405-6 |
S1 |
400-2 |
402-7 |
|