CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 12-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
377-4 |
374-4 |
-3-0 |
-0.8% |
370-0 |
High |
377-4 |
374-4 |
-3-0 |
-0.8% |
377-4 |
Low |
374-0 |
369-6 |
-4-2 |
-1.1% |
360-0 |
Close |
375-2 |
371-2 |
-4-0 |
-1.1% |
375-2 |
Range |
3-4 |
4-6 |
1-2 |
35.7% |
17-4 |
ATR |
8-7 |
8-5 |
-0-2 |
-2.7% |
0-0 |
Volume |
7,471 |
7,015 |
-456 |
-6.1% |
53,588 |
|
Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386-1 |
383-3 |
373-7 |
|
R3 |
381-3 |
378-5 |
372-4 |
|
R2 |
376-5 |
376-5 |
372-1 |
|
R1 |
373-7 |
373-7 |
371-5 |
372-7 |
PP |
371-7 |
371-7 |
371-7 |
371-2 |
S1 |
369-1 |
369-1 |
370-7 |
368-1 |
S2 |
367-1 |
367-1 |
370-3 |
|
S3 |
362-3 |
364-3 |
370-0 |
|
S4 |
357-5 |
359-5 |
368-5 |
|
|
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% |
64% |
False |
False |
12,120 |
10 |
377-4 |
324-4 |
53-0 |
14.3% |
7-2 |
2.0% |
88% |
False |
False |
48,531 |
20 |
377-4 |
324-4 |
53-0 |
14.3% |
6-7 |
1.8% |
88% |
False |
False |
81,078 |
40 |
377-4 |
324-4 |
53-0 |
14.3% |
6-5 |
1.8% |
88% |
False |
False |
104,315 |
60 |
385-0 |
324-4 |
60-4 |
16.3% |
7-1 |
1.9% |
77% |
False |
False |
116,451 |
80 |
387-4 |
324-4 |
63-0 |
17.0% |
6-7 |
1.8% |
74% |
False |
False |
101,791 |
100 |
401-4 |
324-4 |
77-0 |
20.7% |
6-5 |
1.8% |
61% |
False |
False |
87,035 |
120 |
401-4 |
324-4 |
77-0 |
20.7% |
6-3 |
1.7% |
61% |
False |
False |
77,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
394-6 |
2.618 |
386-7 |
1.618 |
382-1 |
1.000 |
379-2 |
0.618 |
377-3 |
HIGH |
374-4 |
0.618 |
372-5 |
0.500 |
372-1 |
0.382 |
371-5 |
LOW |
369-6 |
0.618 |
366-7 |
1.000 |
365-0 |
1.618 |
362-1 |
2.618 |
357-3 |
4.250 |
349-4 |
|
|
Fisher Pivots for day following 12-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
372-1 |
373-5 |
PP |
371-7 |
372-7 |
S1 |
371-4 |
372-0 |
|