CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 28-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
396-2 |
396-6 |
0-4 |
0.1% |
409-0 |
High |
396-2 |
405-4 |
9-2 |
2.3% |
412-0 |
Low |
390-4 |
396-6 |
6-2 |
1.6% |
397-4 |
Close |
390-4 |
403-4 |
13-0 |
3.3% |
397-6 |
Range |
5-6 |
8-6 |
3-0 |
52.2% |
14-4 |
ATR |
7-6 |
8-3 |
0-4 |
6.6% |
0-0 |
Volume |
12,826 |
13,896 |
1,070 |
8.3% |
72,097 |
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428-1 |
424-5 |
408-2 |
|
R3 |
419-3 |
415-7 |
405-7 |
|
R2 |
410-5 |
410-5 |
405-1 |
|
R1 |
407-1 |
407-1 |
404-2 |
408-7 |
PP |
401-7 |
401-7 |
401-7 |
402-6 |
S1 |
398-3 |
398-3 |
402-6 |
400-1 |
S2 |
393-1 |
393-1 |
401-7 |
|
S3 |
384-3 |
389-5 |
401-1 |
|
S4 |
375-5 |
380-7 |
398-6 |
|
|
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 |
442-6 |
2.618 |
428-3 |
1.618 |
419-5 |
1.000 |
414-2 |
0.618 |
410-7 |
HIGH |
405-4 |
0.618 |
402-1 |
0.500 |
401-1 |
0.382 |
400-1 |
LOW |
396-6 |
0.618 |
391-3 |
1.000 |
388-0 |
1.618 |
382-5 |
2.618 |
373-7 |
4.250 |
359-4 |
|
|
Fisher Pivots for day following 28-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
402-6 |
401-5 |
PP |
401-7 |
399-7 |
S1 |
401-1 |
398-0 |
|