CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 26-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
403-4 |
395-4 |
-8-0 |
-2.0% |
409-0 |
High |
404-0 |
396-0 |
-8-0 |
-2.0% |
412-0 |
Low |
397-4 |
391-0 |
-6-4 |
-1.6% |
397-4 |
Close |
397-6 |
391-6 |
-6-0 |
-1.5% |
397-6 |
Range |
6-4 |
5-0 |
-1-4 |
-23.1% |
14-4 |
ATR |
8-0 |
8-0 |
-0-1 |
-1.2% |
0-0 |
Volume |
20,289 |
13,396 |
-6,893 |
-34.0% |
72,097 |
|
Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
407-7 |
404-7 |
394-4 |
|
R3 |
402-7 |
399-7 |
393-1 |
|
R2 |
397-7 |
397-7 |
392-5 |
|
R1 |
394-7 |
394-7 |
392-2 |
393-7 |
PP |
392-7 |
392-7 |
392-7 |
392-4 |
S1 |
389-7 |
389-7 |
391-2 |
388-7 |
S2 |
387-7 |
387-7 |
390-7 |
|
S3 |
382-7 |
384-7 |
390-3 |
|
S4 |
377-7 |
379-7 |
389-0 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
445-7 |
436-3 |
405-6 |
|
R3 |
431-3 |
421-7 |
401-6 |
|
R2 |
416-7 |
416-7 |
400-3 |
|
R1 |
407-3 |
407-3 |
399-1 |
404-7 |
PP |
402-3 |
402-3 |
402-3 |
401-2 |
S1 |
392-7 |
392-7 |
396-3 |
390-3 |
S2 |
387-7 |
387-7 |
395-1 |
|
S3 |
373-3 |
378-3 |
393-6 |
|
S4 |
358-7 |
363-7 |
389-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
417-2 |
2.618 |
409-1 |
1.618 |
404-1 |
1.000 |
401-0 |
0.618 |
399-1 |
HIGH |
396-0 |
0.618 |
394-1 |
0.500 |
393-4 |
0.382 |
392-7 |
LOW |
391-0 |
0.618 |
387-7 |
1.000 |
386-0 |
1.618 |
382-7 |
2.618 |
377-7 |
4.250 |
369-6 |
|
|
Fisher Pivots for day following 26-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
393-4 |
401-4 |
PP |
392-7 |
398-2 |
S1 |
392-3 |
395-0 |
|