CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 09-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
373-4 |
377-4 |
4-0 |
1.1% |
370-0 |
High |
377-4 |
377-4 |
0-0 |
0.0% |
377-4 |
Low |
372-4 |
374-0 |
1-4 |
0.4% |
360-0 |
Close |
377-4 |
375-2 |
-2-2 |
-0.6% |
375-2 |
Range |
5-0 |
3-4 |
-1-4 |
-30.0% |
17-4 |
ATR |
9-2 |
8-7 |
-0-3 |
-4.4% |
0-0 |
Volume |
8,953 |
7,471 |
-1,482 |
-16.6% |
53,588 |
|
Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386-1 |
384-1 |
377-1 |
|
R3 |
382-5 |
380-5 |
376-2 |
|
R2 |
379-1 |
379-1 |
375-7 |
|
R1 |
377-1 |
377-1 |
375-5 |
376-3 |
PP |
375-5 |
375-5 |
375-5 |
375-2 |
S1 |
373-5 |
373-5 |
374-7 |
372-7 |
S2 |
372-1 |
372-1 |
374-5 |
|
S3 |
368-5 |
370-1 |
374-2 |
|
S4 |
365-1 |
366-5 |
373-3 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
423-3 |
416-7 |
384-7 |
|
R3 |
405-7 |
399-3 |
380-0 |
|
R2 |
388-3 |
388-3 |
378-4 |
|
R1 |
381-7 |
381-7 |
376-7 |
385-1 |
PP |
370-7 |
370-7 |
370-7 |
372-4 |
S1 |
364-3 |
364-3 |
373-5 |
367-5 |
S2 |
353-3 |
353-3 |
372-0 |
|
S3 |
335-7 |
346-7 |
370-4 |
|
S4 |
318-3 |
329-3 |
365-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
377-4 |
360-0 |
17-4 |
4.7% |
6-2 |
1.7% |
87% |
True |
False |
14,187 |
10 |
377-4 |
324-4 |
53-0 |
14.1% |
7-3 |
2.0% |
96% |
True |
False |
60,390 |
20 |
377-4 |
324-4 |
53-0 |
14.1% |
6-7 |
1.8% |
96% |
True |
False |
88,816 |
40 |
378-6 |
324-4 |
54-2 |
14.5% |
6-5 |
1.8% |
94% |
False |
False |
108,413 |
60 |
385-0 |
324-4 |
60-4 |
16.1% |
7-1 |
1.9% |
84% |
False |
False |
118,886 |
80 |
387-4 |
324-4 |
63-0 |
16.8% |
6-7 |
1.8% |
81% |
False |
False |
101,929 |
100 |
401-4 |
324-4 |
77-0 |
20.5% |
6-5 |
1.8% |
66% |
False |
False |
87,199 |
120 |
401-4 |
324-4 |
77-0 |
20.5% |
6-3 |
1.7% |
66% |
False |
False |
77,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
392-3 |
2.618 |
386-5 |
1.618 |
383-1 |
1.000 |
381-0 |
0.618 |
379-5 |
HIGH |
377-4 |
0.618 |
376-1 |
0.500 |
375-6 |
0.382 |
375-3 |
LOW |
374-0 |
0.618 |
371-7 |
1.000 |
370-4 |
1.618 |
368-3 |
2.618 |
364-7 |
4.250 |
359-1 |
|
|
Fisher Pivots for day following 09-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
375-6 |
373-6 |
PP |
375-5 |
372-2 |
S1 |
375-3 |
370-6 |
|