CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
399-4 |
404-0 |
4-4 |
1.1% |
404-6 |
| High |
402-4 |
407-0 |
4-4 |
1.1% |
420-0 |
| Low |
399-2 |
404-0 |
4-6 |
1.2% |
398-4 |
| Close |
400-0 |
406-2 |
6-2 |
1.6% |
417-6 |
| Range |
3-2 |
3-0 |
-0-2 |
-7.7% |
21-4 |
| ATR |
8-1 |
8-0 |
-0-1 |
-1.0% |
0-0 |
| Volume |
18,545 |
11,297 |
-7,248 |
-39.1% |
62,198 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
414-6 |
413-4 |
407-7 |
|
| R3 |
411-6 |
410-4 |
407-1 |
|
| R2 |
408-6 |
408-6 |
406-6 |
|
| R1 |
407-4 |
407-4 |
406-4 |
408-1 |
| PP |
405-6 |
405-6 |
405-6 |
406-0 |
| S1 |
404-4 |
404-4 |
406-0 |
405-1 |
| S2 |
402-6 |
402-6 |
405-6 |
|
| S3 |
399-6 |
401-4 |
405-3 |
|
| S4 |
396-6 |
398-4 |
404-5 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
476-5 |
468-5 |
429-5 |
|
| R3 |
455-1 |
447-1 |
423-5 |
|
| R2 |
433-5 |
433-5 |
421-6 |
|
| R1 |
425-5 |
425-5 |
419-6 |
429-5 |
| PP |
412-1 |
412-1 |
412-1 |
414-0 |
| S1 |
404-1 |
404-1 |
415-6 |
408-1 |
| S2 |
390-5 |
390-5 |
413-6 |
|
| S3 |
369-1 |
382-5 |
411-7 |
|
| S4 |
347-5 |
361-1 |
405-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
419-6 |
|
2.618 |
414-7 |
|
1.618 |
411-7 |
|
1.000 |
410-0 |
|
0.618 |
408-7 |
|
HIGH |
407-0 |
|
0.618 |
405-7 |
|
0.500 |
405-4 |
|
0.382 |
405-1 |
|
LOW |
404-0 |
|
0.618 |
402-1 |
|
1.000 |
401-0 |
|
1.618 |
399-1 |
|
2.618 |
396-1 |
|
4.250 |
391-2 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
406-0 |
405-5 |
| PP |
405-6 |
404-7 |
| S1 |
405-4 |
404-2 |
|