CME Pit-Traded Corn Future September 2010
| 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 |
368-0 |
368-4 |
0-4 |
0.1% |
386-4 |
| High |
368-4 |
379-0 |
10-4 |
2.8% |
386-4 |
| Low |
362-4 |
368-2 |
5-6 |
1.6% |
370-0 |
| Close |
362-6 |
376-2 |
13-4 |
3.7% |
371-2 |
| Range |
6-0 |
10-6 |
4-6 |
79.2% |
16-4 |
| ATR |
9-0 |
9-4 |
0-4 |
5.8% |
0-0 |
| Volume |
75,192 |
48,460 |
-26,732 |
-35.6% |
322,843 |
|
| Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
406-6 |
402-2 |
382-1 |
|
| R3 |
396-0 |
391-4 |
379-2 |
|
| R2 |
385-2 |
385-2 |
378-2 |
|
| R1 |
380-6 |
380-6 |
377-2 |
383-0 |
| PP |
374-4 |
374-4 |
374-4 |
375-5 |
| S1 |
370-0 |
370-0 |
375-2 |
372-2 |
| S2 |
363-6 |
363-6 |
374-2 |
|
| S3 |
353-0 |
359-2 |
373-2 |
|
| S4 |
342-2 |
348-4 |
370-3 |
|
|
| 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 |
6.5% |
8-5 |
2.3% |
58% |
False |
False |
59,676 |
| 10 |
396-4 |
362-0 |
34-4 |
9.2% |
7-6 |
2.1% |
41% |
False |
False |
66,322 |
| 20 |
396-4 |
351-6 |
44-6 |
11.9% |
8-0 |
2.1% |
55% |
False |
False |
78,809 |
| 40 |
396-4 |
333-0 |
63-4 |
16.9% |
6-7 |
1.8% |
68% |
False |
False |
70,678 |
| 60 |
396-4 |
333-0 |
63-4 |
16.9% |
6-5 |
1.8% |
68% |
False |
False |
55,538 |
| 80 |
396-4 |
333-0 |
63-4 |
16.9% |
6-4 |
1.7% |
68% |
False |
False |
48,466 |
| 100 |
397-0 |
333-0 |
64-0 |
17.0% |
5-6 |
1.5% |
68% |
False |
False |
40,938 |
| 120 |
406-4 |
333-0 |
73-4 |
19.5% |
5-2 |
1.4% |
59% |
False |
False |
35,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
424-6 |
|
2.618 |
407-1 |
|
1.618 |
396-3 |
|
1.000 |
389-6 |
|
0.618 |
385-5 |
|
HIGH |
379-0 |
|
0.618 |
374-7 |
|
0.500 |
373-5 |
|
0.382 |
372-3 |
|
LOW |
368-2 |
|
0.618 |
361-5 |
|
1.000 |
357-4 |
|
1.618 |
350-7 |
|
2.618 |
340-1 |
|
4.250 |
322-4 |
|
|
| Fisher Pivots for day following 28-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
375-3 |
374-3 |
| PP |
374-4 |
372-3 |
| S1 |
373-5 |
370-4 |
|