CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
404-0 |
411-4 |
7-4 |
1.9% |
404-6 |
| High |
407-0 |
412-0 |
5-0 |
1.2% |
420-0 |
| Low |
404-0 |
402-0 |
-2-0 |
-0.5% |
398-4 |
| Close |
406-2 |
403-4 |
-2-6 |
-0.7% |
417-6 |
| Range |
3-0 |
10-0 |
7-0 |
233.3% |
21-4 |
| ATR |
8-0 |
8-1 |
0-1 |
1.7% |
0-0 |
| Volume |
11,297 |
6,686 |
-4,611 |
-40.8% |
62,198 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
435-7 |
429-5 |
409-0 |
|
| R3 |
425-7 |
419-5 |
406-2 |
|
| R2 |
415-7 |
415-7 |
405-3 |
|
| R1 |
409-5 |
409-5 |
404-3 |
407-6 |
| PP |
405-7 |
405-7 |
405-7 |
404-7 |
| S1 |
399-5 |
399-5 |
402-5 |
397-6 |
| S2 |
395-7 |
395-7 |
401-5 |
|
| S3 |
385-7 |
389-5 |
400-6 |
|
| S4 |
375-7 |
379-5 |
398-0 |
|
|
| 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 |
454-4 |
|
2.618 |
438-1 |
|
1.618 |
428-1 |
|
1.000 |
422-0 |
|
0.618 |
418-1 |
|
HIGH |
412-0 |
|
0.618 |
408-1 |
|
0.500 |
407-0 |
|
0.382 |
405-7 |
|
LOW |
402-0 |
|
0.618 |
395-7 |
|
1.000 |
392-0 |
|
1.618 |
385-7 |
|
2.618 |
375-7 |
|
4.250 |
359-4 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
407-0 |
405-5 |
| PP |
405-7 |
404-7 |
| S1 |
404-5 |
404-2 |
|