CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
368-4 |
368-0 |
-0-4 |
-0.1% |
386-4 |
| High |
369-0 |
368-4 |
-0-4 |
-0.1% |
386-4 |
| Low |
362-0 |
362-4 |
0-4 |
0.1% |
370-0 |
| Close |
364-0 |
362-6 |
-1-2 |
-0.3% |
371-2 |
| Range |
7-0 |
6-0 |
-1-0 |
-14.3% |
16-4 |
| ATR |
9-2 |
9-0 |
-0-2 |
-2.5% |
0-0 |
| Volume |
58,696 |
75,192 |
16,496 |
28.1% |
322,843 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
382-5 |
378-5 |
366-0 |
|
| R3 |
376-5 |
372-5 |
364-3 |
|
| R2 |
370-5 |
370-5 |
363-7 |
|
| R1 |
366-5 |
366-5 |
363-2 |
365-5 |
| PP |
364-5 |
364-5 |
364-5 |
364-0 |
| S1 |
360-5 |
360-5 |
362-2 |
359-5 |
| S2 |
358-5 |
358-5 |
361-5 |
|
| S3 |
352-5 |
354-5 |
361-1 |
|
| S4 |
346-5 |
348-5 |
359-4 |
|
|
| 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 |
6.8% |
7-4 |
2.1% |
3% |
False |
False |
62,856 |
| 10 |
396-4 |
362-0 |
34-4 |
9.5% |
7-4 |
2.1% |
2% |
False |
False |
69,121 |
| 20 |
396-4 |
333-0 |
63-4 |
17.5% |
7-5 |
2.1% |
47% |
False |
False |
81,102 |
| 40 |
396-4 |
333-0 |
63-4 |
17.5% |
6-6 |
1.8% |
47% |
False |
False |
70,557 |
| 60 |
396-4 |
333-0 |
63-4 |
17.5% |
6-4 |
1.8% |
47% |
False |
False |
55,101 |
| 80 |
396-4 |
333-0 |
63-4 |
17.5% |
6-3 |
1.8% |
47% |
False |
False |
47,971 |
| 100 |
405-0 |
333-0 |
72-0 |
19.8% |
5-6 |
1.6% |
41% |
False |
False |
40,563 |
| 120 |
406-4 |
333-0 |
73-4 |
20.3% |
5-2 |
1.4% |
40% |
False |
False |
34,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
394-0 |
|
2.618 |
384-2 |
|
1.618 |
378-2 |
|
1.000 |
374-4 |
|
0.618 |
372-2 |
|
HIGH |
368-4 |
|
0.618 |
366-2 |
|
0.500 |
365-4 |
|
0.382 |
364-6 |
|
LOW |
362-4 |
|
0.618 |
358-6 |
|
1.000 |
356-4 |
|
1.618 |
352-6 |
|
2.618 |
346-6 |
|
4.250 |
337-0 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
365-4 |
369-6 |
| PP |
364-5 |
367-3 |
| S1 |
363-5 |
365-1 |
|