CME Pit-Traded Corn Future December 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 |
390-4 |
381-4 |
-9-0 |
-2.3% |
398-0 |
| High |
391-6 |
382-0 |
-9-6 |
-2.5% |
400-0 |
| Low |
383-4 |
375-6 |
-7-6 |
-2.0% |
383-4 |
| Close |
384-4 |
378-0 |
-6-4 |
-1.7% |
384-4 |
| Range |
8-2 |
6-2 |
-2-0 |
-24.2% |
16-4 |
| ATR |
9-4 |
9-4 |
0-0 |
-0.6% |
0-0 |
| Volume |
124,093 |
110,393 |
-13,700 |
-11.0% |
536,412 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
397-3 |
393-7 |
381-4 |
|
| R3 |
391-1 |
387-5 |
379-6 |
|
| R2 |
384-7 |
384-7 |
379-1 |
|
| R1 |
381-3 |
381-3 |
378-5 |
380-0 |
| PP |
378-5 |
378-5 |
378-5 |
377-7 |
| S1 |
375-1 |
375-1 |
377-3 |
373-6 |
| S2 |
372-3 |
372-3 |
376-7 |
|
| S3 |
366-1 |
368-7 |
376-2 |
|
| S4 |
359-7 |
362-5 |
374-4 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
438-7 |
428-1 |
393-5 |
|
| R3 |
422-3 |
411-5 |
389-0 |
|
| R2 |
405-7 |
405-7 |
387-4 |
|
| R1 |
395-1 |
395-1 |
386-0 |
392-2 |
| PP |
389-3 |
389-3 |
389-3 |
387-7 |
| S1 |
378-5 |
378-5 |
383-0 |
375-6 |
| S2 |
372-7 |
372-7 |
381-4 |
|
| S3 |
356-3 |
362-1 |
380-0 |
|
| S4 |
339-7 |
345-5 |
375-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
400-0 |
375-6 |
24-2 |
6.4% |
7-1 |
1.9% |
9% |
False |
True |
107,346 |
| 10 |
410-0 |
375-6 |
34-2 |
9.1% |
8-3 |
2.2% |
7% |
False |
True |
115,656 |
| 20 |
410-0 |
343-2 |
66-6 |
17.7% |
7-7 |
2.1% |
52% |
False |
False |
119,390 |
| 40 |
410-0 |
343-2 |
66-6 |
17.7% |
7-0 |
1.9% |
52% |
False |
False |
90,765 |
| 60 |
410-0 |
343-2 |
66-6 |
17.7% |
6-6 |
1.8% |
52% |
False |
False |
77,044 |
| 80 |
410-0 |
343-2 |
66-6 |
17.7% |
6-5 |
1.8% |
52% |
False |
False |
68,193 |
| 100 |
412-4 |
343-2 |
69-2 |
18.3% |
6-2 |
1.7% |
50% |
False |
False |
59,592 |
| 120 |
414-4 |
343-2 |
71-2 |
18.8% |
6-1 |
1.6% |
49% |
False |
False |
53,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
408-4 |
|
2.618 |
398-3 |
|
1.618 |
392-1 |
|
1.000 |
388-2 |
|
0.618 |
385-7 |
|
HIGH |
382-0 |
|
0.618 |
379-5 |
|
0.500 |
378-7 |
|
0.382 |
378-1 |
|
LOW |
375-6 |
|
0.618 |
371-7 |
|
1.000 |
369-4 |
|
1.618 |
365-5 |
|
2.618 |
359-3 |
|
4.250 |
349-2 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
378-7 |
387-7 |
| PP |
378-5 |
384-5 |
| S1 |
378-2 |
381-2 |
|