CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 13-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
374-4 |
370-4 |
-4-0 |
-1.1% |
370-0 |
High |
374-4 |
373-0 |
-1-4 |
-0.4% |
377-4 |
Low |
369-6 |
366-0 |
-3-6 |
-1.0% |
360-0 |
Close |
371-2 |
366-6 |
-4-4 |
-1.2% |
375-2 |
Range |
4-6 |
7-0 |
2-2 |
47.4% |
17-4 |
ATR |
8-5 |
8-4 |
-0-1 |
-1.3% |
0-0 |
Volume |
7,015 |
6,507 |
-508 |
-7.2% |
53,588 |
|
Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
389-5 |
385-1 |
370-5 |
|
R3 |
382-5 |
378-1 |
368-5 |
|
R2 |
375-5 |
375-5 |
368-0 |
|
R1 |
371-1 |
371-1 |
367-3 |
369-7 |
PP |
368-5 |
368-5 |
368-5 |
368-0 |
S1 |
364-1 |
364-1 |
366-1 |
362-7 |
S2 |
361-5 |
361-5 |
365-4 |
|
S3 |
354-5 |
357-1 |
364-7 |
|
S4 |
347-5 |
350-1 |
362-7 |
|
|
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 |
364-0 |
13-4 |
3.7% |
5-4 |
1.5% |
20% |
False |
False |
9,566 |
10 |
377-4 |
324-4 |
53-0 |
14.5% |
7-3 |
2.0% |
80% |
False |
False |
38,962 |
20 |
377-4 |
324-4 |
53-0 |
14.5% |
7-0 |
1.9% |
80% |
False |
False |
76,087 |
40 |
377-4 |
324-4 |
53-0 |
14.5% |
6-5 |
1.8% |
80% |
False |
False |
101,892 |
60 |
385-0 |
324-4 |
60-4 |
16.5% |
7-1 |
1.9% |
70% |
False |
False |
115,269 |
80 |
386-2 |
324-4 |
61-6 |
16.8% |
6-7 |
1.9% |
68% |
False |
False |
101,557 |
100 |
401-4 |
324-4 |
77-0 |
21.0% |
6-5 |
1.8% |
55% |
False |
False |
86,875 |
120 |
401-4 |
324-4 |
77-0 |
21.0% |
6-3 |
1.7% |
55% |
False |
False |
76,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
402-6 |
2.618 |
391-3 |
1.618 |
384-3 |
1.000 |
380-0 |
0.618 |
377-3 |
HIGH |
373-0 |
0.618 |
370-3 |
0.500 |
369-4 |
0.382 |
368-5 |
LOW |
366-0 |
0.618 |
361-5 |
1.000 |
359-0 |
1.618 |
354-5 |
2.618 |
347-5 |
4.250 |
336-2 |
|
|
Fisher Pivots for day following 13-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
369-4 |
371-6 |
PP |
368-5 |
370-1 |
S1 |
367-5 |
368-3 |
|