CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 06-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
362-4 |
370-0 |
7-4 |
2.1% |
338-0 |
High |
365-6 |
371-0 |
5-2 |
1.4% |
367-0 |
Low |
361-2 |
360-0 |
-1-2 |
-0.3% |
324-4 |
Close |
364-0 |
360-0 |
-4-0 |
-1.1% |
364-0 |
Range |
4-4 |
11-0 |
6-4 |
144.4% |
42-4 |
ATR |
9-1 |
9-2 |
0-1 |
1.4% |
0-0 |
Volume |
17,351 |
19,278 |
1,927 |
11.1% |
424,709 |
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396-5 |
389-3 |
366-0 |
|
R3 |
385-5 |
378-3 |
363-0 |
|
R2 |
374-5 |
374-5 |
362-0 |
|
R1 |
367-3 |
367-3 |
361-0 |
365-4 |
PP |
363-5 |
363-5 |
363-5 |
362-6 |
S1 |
356-3 |
356-3 |
359-0 |
354-4 |
S2 |
352-5 |
352-5 |
358-0 |
|
S3 |
341-5 |
345-3 |
357-0 |
|
S4 |
330-5 |
334-3 |
354-0 |
|
|
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 |
371-0 |
324-4 |
46-4 |
12.9% |
9-2 |
2.6% |
76% |
True |
False |
68,359 |
10 |
371-0 |
324-4 |
46-4 |
12.9% |
7-3 |
2.1% |
76% |
True |
False |
92,615 |
20 |
371-0 |
324-4 |
46-4 |
12.9% |
6-7 |
1.9% |
76% |
True |
False |
109,918 |
40 |
385-0 |
324-4 |
60-4 |
16.8% |
6-7 |
1.9% |
59% |
False |
False |
116,545 |
60 |
385-0 |
324-4 |
60-4 |
16.8% |
7-1 |
2.0% |
59% |
False |
False |
123,541 |
80 |
387-4 |
324-4 |
63-0 |
17.5% |
6-7 |
1.9% |
56% |
False |
False |
102,433 |
100 |
401-4 |
324-4 |
77-0 |
21.4% |
6-4 |
1.8% |
46% |
False |
False |
87,734 |
120 |
404-4 |
324-4 |
80-0 |
22.2% |
6-4 |
1.8% |
44% |
False |
False |
77,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
417-6 |
2.618 |
399-6 |
1.618 |
388-6 |
1.000 |
382-0 |
0.618 |
377-6 |
HIGH |
371-0 |
0.618 |
366-6 |
0.500 |
365-4 |
0.382 |
364-2 |
LOW |
360-0 |
0.618 |
353-2 |
1.000 |
349-0 |
1.618 |
342-2 |
2.618 |
331-2 |
4.250 |
313-2 |
|
|
Fisher Pivots for day following 06-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
365-4 |
361-4 |
PP |
363-5 |
361-0 |
S1 |
361-7 |
360-4 |
|