CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 22-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
391-2 |
398-2 |
7-0 |
1.8% |
393-4 |
High |
395-0 |
400-0 |
5-0 |
1.3% |
410-0 |
Low |
390-0 |
388-2 |
-1-6 |
-0.4% |
386-2 |
Close |
393-4 |
390-2 |
-3-2 |
-0.8% |
407-2 |
Range |
5-0 |
11-6 |
6-6 |
135.0% |
23-6 |
ATR |
9-3 |
9-5 |
0-1 |
1.8% |
0-0 |
Volume |
94,840 |
76,748 |
-18,092 |
-19.1% |
613,971 |
|
Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428-1 |
420-7 |
396-6 |
|
R3 |
416-3 |
409-1 |
393-4 |
|
R2 |
404-5 |
404-5 |
392-3 |
|
R1 |
397-3 |
397-3 |
391-3 |
395-1 |
PP |
392-7 |
392-7 |
392-7 |
391-6 |
S1 |
385-5 |
385-5 |
389-1 |
383-3 |
S2 |
381-1 |
381-1 |
388-1 |
|
S3 |
369-3 |
373-7 |
387-0 |
|
S4 |
357-5 |
362-1 |
383-6 |
|
|
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 |
408-2 |
386-2 |
22-0 |
5.6% |
7-5 |
1.9% |
18% |
False |
False |
119,284 |
10 |
410-0 |
386-2 |
23-6 |
6.1% |
7-7 |
2.0% |
17% |
False |
False |
118,494 |
20 |
410-0 |
343-2 |
66-6 |
17.1% |
7-6 |
2.0% |
70% |
False |
False |
115,479 |
40 |
410-0 |
343-2 |
66-6 |
17.1% |
6-6 |
1.7% |
70% |
False |
False |
86,950 |
60 |
410-0 |
343-2 |
66-6 |
17.1% |
6-6 |
1.7% |
70% |
False |
False |
75,354 |
80 |
410-0 |
343-2 |
66-6 |
17.1% |
6-5 |
1.7% |
70% |
False |
False |
65,877 |
100 |
414-2 |
343-2 |
71-0 |
18.2% |
6-2 |
1.6% |
66% |
False |
False |
57,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
450-0 |
2.618 |
430-6 |
1.618 |
419-0 |
1.000 |
411-6 |
0.618 |
407-2 |
HIGH |
400-0 |
0.618 |
395-4 |
0.500 |
394-1 |
0.382 |
392-6 |
LOW |
388-2 |
0.618 |
381-0 |
1.000 |
376-4 |
1.618 |
369-2 |
2.618 |
357-4 |
4.250 |
338-2 |
|
|
Fisher Pivots for day following 22-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
394-1 |
393-1 |
PP |
392-7 |
392-1 |
S1 |
391-4 |
391-2 |
|