CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
411-4 |
403-4 |
-8-0 |
-1.9% |
409-0 |
| High |
412-0 |
404-0 |
-8-0 |
-1.9% |
412-0 |
| Low |
402-0 |
397-4 |
-4-4 |
-1.1% |
397-4 |
| Close |
403-4 |
397-6 |
-5-6 |
-1.4% |
397-6 |
| Range |
10-0 |
6-4 |
-3-4 |
-35.0% |
14-4 |
| ATR |
8-1 |
8-0 |
-0-1 |
-1.5% |
0-0 |
| Volume |
6,686 |
20,289 |
13,603 |
203.5% |
72,097 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
419-2 |
415-0 |
401-3 |
|
| R3 |
412-6 |
408-4 |
399-4 |
|
| R2 |
406-2 |
406-2 |
399-0 |
|
| R1 |
402-0 |
402-0 |
398-3 |
400-7 |
| PP |
399-6 |
399-6 |
399-6 |
399-2 |
| S1 |
395-4 |
395-4 |
397-1 |
394-3 |
| S2 |
393-2 |
393-2 |
396-4 |
|
| S3 |
386-6 |
389-0 |
396-0 |
|
| S4 |
380-2 |
382-4 |
394-1 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
445-7 |
436-3 |
405-6 |
|
| R3 |
431-3 |
421-7 |
401-6 |
|
| R2 |
416-7 |
416-7 |
400-3 |
|
| R1 |
407-3 |
407-3 |
399-1 |
404-7 |
| PP |
402-3 |
402-3 |
402-3 |
401-2 |
| S1 |
392-7 |
392-7 |
396-3 |
390-3 |
| S2 |
387-7 |
387-7 |
395-1 |
|
| S3 |
373-3 |
378-3 |
393-6 |
|
| S4 |
358-7 |
363-7 |
389-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
431-5 |
|
2.618 |
421-0 |
|
1.618 |
414-4 |
|
1.000 |
410-4 |
|
0.618 |
408-0 |
|
HIGH |
404-0 |
|
0.618 |
401-4 |
|
0.500 |
400-6 |
|
0.382 |
400-0 |
|
LOW |
397-4 |
|
0.618 |
393-4 |
|
1.000 |
391-0 |
|
1.618 |
387-0 |
|
2.618 |
380-4 |
|
4.250 |
369-7 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
400-6 |
404-6 |
| PP |
399-6 |
402-3 |
| S1 |
398-6 |
400-1 |
|