CME Pit-Traded Corn Future July 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
370-0 |
364-0 |
-6-0 |
-1.6% |
338-0 |
| High |
371-0 |
371-0 |
0-0 |
0.0% |
367-0 |
| Low |
360-0 |
364-0 |
4-0 |
1.1% |
324-4 |
| Close |
360-0 |
370-6 |
10-6 |
3.0% |
364-0 |
| Range |
11-0 |
7-0 |
-4-0 |
-36.4% |
42-4 |
| ATR |
9-2 |
9-3 |
0-1 |
1.3% |
0-0 |
| Volume |
19,278 |
17,886 |
-1,392 |
-7.2% |
424,709 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
389-5 |
387-1 |
374-5 |
|
| R3 |
382-5 |
380-1 |
372-5 |
|
| R2 |
375-5 |
375-5 |
372-0 |
|
| R1 |
373-1 |
373-1 |
371-3 |
374-3 |
| PP |
368-5 |
368-5 |
368-5 |
369-2 |
| S1 |
366-1 |
366-1 |
370-1 |
367-3 |
| S2 |
361-5 |
361-5 |
369-4 |
|
| S3 |
354-5 |
359-1 |
368-7 |
|
| S4 |
347-5 |
352-1 |
366-7 |
|
|
| 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 |
346-4 |
24-4 |
6.6% |
9-5 |
2.6% |
99% |
True |
False |
47,287 |
| 10 |
371-0 |
324-4 |
46-4 |
12.5% |
7-4 |
2.0% |
99% |
True |
False |
79,405 |
| 20 |
371-0 |
324-4 |
46-4 |
12.5% |
7-0 |
1.9% |
99% |
True |
False |
103,765 |
| 40 |
385-0 |
324-4 |
60-4 |
16.3% |
6-7 |
1.8% |
76% |
False |
False |
114,245 |
| 60 |
385-0 |
324-4 |
60-4 |
16.3% |
7-2 |
1.9% |
76% |
False |
False |
122,803 |
| 80 |
387-4 |
324-4 |
63-0 |
17.0% |
6-7 |
1.8% |
73% |
False |
False |
102,297 |
| 100 |
401-4 |
324-4 |
77-0 |
20.8% |
6-5 |
1.8% |
60% |
False |
False |
87,580 |
| 120 |
402-0 |
324-4 |
77-4 |
20.9% |
6-3 |
1.7% |
60% |
False |
False |
77,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
400-6 |
|
2.618 |
389-3 |
|
1.618 |
382-3 |
|
1.000 |
378-0 |
|
0.618 |
375-3 |
|
HIGH |
371-0 |
|
0.618 |
368-3 |
|
0.500 |
367-4 |
|
0.382 |
366-5 |
|
LOW |
364-0 |
|
0.618 |
359-5 |
|
1.000 |
357-0 |
|
1.618 |
352-5 |
|
2.618 |
345-5 |
|
4.250 |
334-2 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
369-5 |
369-0 |
| PP |
368-5 |
367-2 |
| S1 |
367-4 |
365-4 |
|