CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 02-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
354-0 |
362-4 |
8-4 |
2.4% |
338-0 |
High |
367-0 |
365-6 |
-1-2 |
-0.3% |
367-0 |
Low |
352-0 |
361-2 |
9-2 |
2.6% |
324-4 |
Close |
365-4 |
364-0 |
-1-4 |
-0.4% |
364-0 |
Range |
15-0 |
4-4 |
-10-4 |
-70.0% |
42-4 |
ATR |
9-4 |
9-1 |
-0-3 |
-3.8% |
0-0 |
Volume |
65,209 |
17,351 |
-47,858 |
-73.4% |
424,709 |
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
377-1 |
375-1 |
366-4 |
|
R3 |
372-5 |
370-5 |
365-2 |
|
R2 |
368-1 |
368-1 |
364-7 |
|
R1 |
366-1 |
366-1 |
364-3 |
367-1 |
PP |
363-5 |
363-5 |
363-5 |
364-2 |
S1 |
361-5 |
361-5 |
363-5 |
362-5 |
S2 |
359-1 |
359-1 |
363-1 |
|
S3 |
354-5 |
357-1 |
362-6 |
|
S4 |
350-1 |
352-5 |
361-4 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
479-3 |
464-1 |
387-3 |
|
R3 |
436-7 |
421-5 |
375-6 |
|
R2 |
394-3 |
394-3 |
371-6 |
|
R1 |
379-1 |
379-1 |
367-7 |
386-6 |
PP |
351-7 |
351-7 |
351-7 |
355-5 |
S1 |
336-5 |
336-5 |
360-1 |
344-2 |
S2 |
309-3 |
309-3 |
356-2 |
|
S3 |
266-7 |
294-1 |
352-2 |
|
S4 |
224-3 |
251-5 |
340-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
367-0 |
324-4 |
42-4 |
11.7% |
8-2 |
2.3% |
93% |
False |
False |
84,941 |
10 |
367-0 |
324-4 |
42-4 |
11.7% |
7-7 |
2.2% |
93% |
False |
False |
102,300 |
20 |
367-0 |
324-4 |
42-4 |
11.7% |
6-4 |
1.8% |
93% |
False |
False |
115,916 |
40 |
385-0 |
324-4 |
60-4 |
16.6% |
6-6 |
1.9% |
65% |
False |
False |
121,172 |
60 |
385-0 |
324-4 |
60-4 |
16.6% |
7-1 |
2.0% |
65% |
False |
False |
124,580 |
80 |
387-4 |
324-4 |
63-0 |
17.3% |
6-6 |
1.9% |
63% |
False |
False |
102,902 |
100 |
401-4 |
324-4 |
77-0 |
21.2% |
6-4 |
1.8% |
51% |
False |
False |
88,012 |
120 |
414-0 |
324-4 |
89-4 |
24.6% |
6-3 |
1.8% |
44% |
False |
False |
78,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
384-7 |
2.618 |
377-4 |
1.618 |
373-0 |
1.000 |
370-2 |
0.618 |
368-4 |
HIGH |
365-6 |
0.618 |
364-0 |
0.500 |
363-4 |
0.382 |
363-0 |
LOW |
361-2 |
0.618 |
358-4 |
1.000 |
356-6 |
1.618 |
354-0 |
2.618 |
349-4 |
4.250 |
342-1 |
|
|
Fisher Pivots for day following 02-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
363-7 |
361-5 |
PP |
363-5 |
359-1 |
S1 |
363-4 |
356-6 |
|