CME Pit-Traded Corn Future December 2010
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 |
398-0 |
387-2 |
-10-6 |
-2.7% |
393-4 |
High |
398-6 |
390-4 |
-8-2 |
-2.1% |
410-0 |
Low |
389-4 |
386-2 |
-3-2 |
-0.8% |
386-2 |
Close |
394-0 |
387-4 |
-6-4 |
-1.6% |
407-2 |
Range |
9-2 |
4-2 |
-5-0 |
-54.1% |
23-6 |
ATR |
9-6 |
9-5 |
-0-1 |
-1.5% |
0-0 |
Volume |
110,071 |
130,660 |
20,589 |
18.7% |
613,971 |
|
Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
400-7 |
398-3 |
389-7 |
|
R3 |
396-5 |
394-1 |
388-5 |
|
R2 |
392-3 |
392-3 |
388-2 |
|
R1 |
389-7 |
389-7 |
387-7 |
391-1 |
PP |
388-1 |
388-1 |
388-1 |
388-6 |
S1 |
385-5 |
385-5 |
387-1 |
386-7 |
S2 |
383-7 |
383-7 |
386-6 |
|
S3 |
379-5 |
381-3 |
386-3 |
|
S4 |
375-3 |
377-1 |
385-1 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
472-3 |
463-5 |
420-2 |
|
R3 |
448-5 |
439-7 |
413-6 |
|
R2 |
424-7 |
424-7 |
411-5 |
|
R1 |
416-1 |
416-1 |
409-3 |
420-4 |
PP |
401-1 |
401-1 |
401-1 |
403-3 |
S1 |
392-3 |
392-3 |
405-1 |
396-6 |
S2 |
377-3 |
377-3 |
402-7 |
|
S3 |
353-5 |
368-5 |
400-6 |
|
S4 |
329-7 |
344-7 |
394-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
410-0 |
386-2 |
23-6 |
6.1% |
8-6 |
2.3% |
5% |
False |
True |
133,870 |
10 |
410-0 |
384-4 |
25-4 |
6.6% |
7-4 |
1.9% |
12% |
False |
False |
125,371 |
20 |
410-0 |
343-2 |
66-6 |
17.2% |
7-4 |
1.9% |
66% |
False |
False |
114,746 |
40 |
410-0 |
343-2 |
66-6 |
17.2% |
6-5 |
1.7% |
66% |
False |
False |
85,065 |
60 |
410-0 |
343-2 |
66-6 |
17.2% |
6-6 |
1.7% |
66% |
False |
False |
73,960 |
80 |
410-0 |
343-2 |
66-6 |
17.2% |
6-4 |
1.7% |
66% |
False |
False |
64,307 |
100 |
414-4 |
343-2 |
71-2 |
18.4% |
6-1 |
1.6% |
62% |
False |
False |
56,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
408-4 |
2.618 |
401-5 |
1.618 |
397-3 |
1.000 |
394-6 |
0.618 |
393-1 |
HIGH |
390-4 |
0.618 |
388-7 |
0.500 |
388-3 |
0.382 |
387-7 |
LOW |
386-2 |
0.618 |
383-5 |
1.000 |
382-0 |
1.618 |
379-3 |
2.618 |
375-1 |
4.250 |
368-2 |
|
|
Fisher Pivots for day following 20-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
388-3 |
397-2 |
PP |
388-1 |
394-0 |
S1 |
387-6 |
390-6 |
|