CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
409-4 |
409-4 |
0-0 |
0.0% |
395-4 |
| High |
411-0 |
418-4 |
7-4 |
1.8% |
418-4 |
| Low |
402-6 |
409-4 |
6-6 |
1.7% |
390-4 |
| Close |
406-4 |
418-6 |
12-2 |
3.0% |
418-6 |
| Range |
8-2 |
9-0 |
0-6 |
9.1% |
28-0 |
| ATR |
8-3 |
8-5 |
0-2 |
3.2% |
0-0 |
| Volume |
18,686 |
19,095 |
409 |
2.2% |
77,899 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
442-5 |
439-5 |
423-6 |
|
| R3 |
433-5 |
430-5 |
421-2 |
|
| R2 |
424-5 |
424-5 |
420-3 |
|
| R1 |
421-5 |
421-5 |
419-5 |
423-1 |
| PP |
415-5 |
415-5 |
415-5 |
416-2 |
| S1 |
412-5 |
412-5 |
417-7 |
414-1 |
| S2 |
406-5 |
406-5 |
417-1 |
|
| S3 |
397-5 |
403-5 |
416-2 |
|
| S4 |
388-5 |
394-5 |
413-6 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
493-2 |
484-0 |
434-1 |
|
| R3 |
465-2 |
456-0 |
426-4 |
|
| R2 |
437-2 |
437-2 |
423-7 |
|
| R1 |
428-0 |
428-0 |
421-3 |
432-5 |
| PP |
409-2 |
409-2 |
409-2 |
411-4 |
| S1 |
400-0 |
400-0 |
416-1 |
404-5 |
| S2 |
381-2 |
381-2 |
413-5 |
|
| S3 |
353-2 |
372-0 |
411-0 |
|
| S4 |
325-2 |
344-0 |
403-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
418-4 |
390-4 |
28-0 |
6.7% |
7-3 |
1.8% |
101% |
True |
False |
15,579 |
| 10 |
418-4 |
390-4 |
28-0 |
6.7% |
6-6 |
1.6% |
101% |
True |
False |
14,999 |
| 20 |
420-0 |
390-4 |
29-4 |
7.0% |
6-2 |
1.5% |
96% |
False |
False |
13,592 |
| 40 |
420-0 |
356-6 |
63-2 |
15.1% |
5-3 |
1.3% |
98% |
False |
False |
9,552 |
| 60 |
420-0 |
356-6 |
63-2 |
15.1% |
5-1 |
1.2% |
98% |
False |
False |
7,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
456-6 |
|
2.618 |
442-0 |
|
1.618 |
433-0 |
|
1.000 |
427-4 |
|
0.618 |
424-0 |
|
HIGH |
418-4 |
|
0.618 |
415-0 |
|
0.500 |
414-0 |
|
0.382 |
413-0 |
|
LOW |
409-4 |
|
0.618 |
404-0 |
|
1.000 |
400-4 |
|
1.618 |
395-0 |
|
2.618 |
386-0 |
|
4.250 |
371-2 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
417-1 |
415-0 |
| PP |
415-5 |
411-3 |
| S1 |
414-0 |
407-5 |
|