CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
395-4 |
396-2 |
0-6 |
0.2% |
409-0 |
| High |
396-0 |
396-2 |
0-2 |
0.1% |
412-0 |
| Low |
391-0 |
390-4 |
-0-4 |
-0.1% |
397-4 |
| Close |
391-6 |
390-4 |
-1-2 |
-0.3% |
397-6 |
| Range |
5-0 |
5-6 |
0-6 |
15.0% |
14-4 |
| ATR |
8-0 |
7-6 |
-0-1 |
-2.0% |
0-0 |
| Volume |
13,396 |
12,826 |
-570 |
-4.3% |
72,097 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
409-5 |
405-7 |
393-5 |
|
| R3 |
403-7 |
400-1 |
392-1 |
|
| R2 |
398-1 |
398-1 |
391-4 |
|
| R1 |
394-3 |
394-3 |
391-0 |
393-3 |
| PP |
392-3 |
392-3 |
392-3 |
392-0 |
| S1 |
388-5 |
388-5 |
390-0 |
387-5 |
| S2 |
386-5 |
386-5 |
389-4 |
|
| S3 |
380-7 |
382-7 |
388-7 |
|
| S4 |
375-1 |
377-1 |
387-3 |
|
|
| 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 |
420-6 |
|
2.618 |
411-2 |
|
1.618 |
405-4 |
|
1.000 |
402-0 |
|
0.618 |
399-6 |
|
HIGH |
396-2 |
|
0.618 |
394-0 |
|
0.500 |
393-3 |
|
0.382 |
392-6 |
|
LOW |
390-4 |
|
0.618 |
387-0 |
|
1.000 |
384-6 |
|
1.618 |
381-2 |
|
2.618 |
375-4 |
|
4.250 |
366-0 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
393-3 |
397-2 |
| PP |
392-3 |
395-0 |
| S1 |
391-4 |
392-6 |
|