CME Pit-Traded Corn Future September 2010
| 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 |
377-0 |
368-4 |
-8-4 |
-2.3% |
386-4 |
| High |
377-4 |
369-0 |
-8-4 |
-2.3% |
386-4 |
| Low |
370-0 |
362-0 |
-8-0 |
-2.2% |
370-0 |
| Close |
371-2 |
364-0 |
-7-2 |
-2.0% |
371-2 |
| Range |
7-4 |
7-0 |
-0-4 |
-6.7% |
16-4 |
| ATR |
9-2 |
9-2 |
0-0 |
0.0% |
0-0 |
| Volume |
68,229 |
58,696 |
-9,533 |
-14.0% |
322,843 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
386-0 |
382-0 |
367-7 |
|
| R3 |
379-0 |
375-0 |
365-7 |
|
| R2 |
372-0 |
372-0 |
365-2 |
|
| R1 |
368-0 |
368-0 |
364-5 |
366-4 |
| PP |
365-0 |
365-0 |
365-0 |
364-2 |
| S1 |
361-0 |
361-0 |
363-3 |
359-4 |
| S2 |
358-0 |
358-0 |
362-6 |
|
| S3 |
351-0 |
354-0 |
362-1 |
|
| S4 |
344-0 |
347-0 |
360-1 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
425-3 |
414-7 |
380-3 |
|
| R3 |
408-7 |
398-3 |
375-6 |
|
| R2 |
392-3 |
392-3 |
374-2 |
|
| R1 |
381-7 |
381-7 |
372-6 |
378-7 |
| PP |
375-7 |
375-7 |
375-7 |
374-4 |
| S1 |
365-3 |
365-3 |
369-6 |
362-3 |
| S2 |
359-3 |
359-3 |
368-2 |
|
| S3 |
342-7 |
348-7 |
366-6 |
|
| S4 |
326-3 |
332-3 |
362-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
386-4 |
362-0 |
24-4 |
6.7% |
7-0 |
1.9% |
8% |
False |
True |
62,361 |
| 10 |
396-4 |
362-0 |
34-4 |
9.5% |
7-6 |
2.1% |
6% |
False |
True |
67,004 |
| 20 |
396-4 |
333-0 |
63-4 |
17.4% |
7-5 |
2.1% |
49% |
False |
False |
80,579 |
| 40 |
396-4 |
333-0 |
63-4 |
17.4% |
6-7 |
1.9% |
49% |
False |
False |
69,384 |
| 60 |
396-4 |
333-0 |
63-4 |
17.4% |
6-5 |
1.8% |
49% |
False |
False |
54,484 |
| 80 |
396-4 |
333-0 |
63-4 |
17.4% |
6-2 |
1.7% |
49% |
False |
False |
47,251 |
| 100 |
405-0 |
333-0 |
72-0 |
19.8% |
5-6 |
1.6% |
43% |
False |
False |
39,910 |
| 120 |
406-4 |
333-0 |
73-4 |
20.2% |
5-2 |
1.4% |
42% |
False |
False |
34,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
398-6 |
|
2.618 |
387-3 |
|
1.618 |
380-3 |
|
1.000 |
376-0 |
|
0.618 |
373-3 |
|
HIGH |
369-0 |
|
0.618 |
366-3 |
|
0.500 |
365-4 |
|
0.382 |
364-5 |
|
LOW |
362-0 |
|
0.618 |
357-5 |
|
1.000 |
355-0 |
|
1.618 |
350-5 |
|
2.618 |
343-5 |
|
4.250 |
332-2 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
365-4 |
374-2 |
| PP |
365-0 |
370-7 |
| S1 |
364-4 |
367-3 |
|