CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 02-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
363-0 |
371-4 |
8-4 |
2.3% |
346-4 |
High |
376-4 |
374-6 |
-1-6 |
-0.5% |
376-4 |
Low |
360-2 |
370-4 |
10-2 |
2.8% |
333-0 |
Close |
373-2 |
372-4 |
-0-6 |
-0.2% |
372-4 |
Range |
16-2 |
4-2 |
-12-0 |
-73.8% |
43-4 |
ATR |
9-2 |
8-7 |
-0-3 |
-3.9% |
0-0 |
Volume |
164,649 |
93,230 |
-71,419 |
-43.4% |
538,184 |
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385-3 |
383-1 |
374-7 |
|
R3 |
381-1 |
378-7 |
373-5 |
|
R2 |
376-7 |
376-7 |
373-2 |
|
R1 |
374-5 |
374-5 |
372-7 |
375-6 |
PP |
372-5 |
372-5 |
372-5 |
373-1 |
S1 |
370-3 |
370-3 |
372-1 |
371-4 |
S2 |
368-3 |
368-3 |
371-6 |
|
S3 |
364-1 |
366-1 |
371-3 |
|
S4 |
359-7 |
361-7 |
370-1 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
491-1 |
475-3 |
396-3 |
|
R3 |
447-5 |
431-7 |
384-4 |
|
R2 |
404-1 |
404-1 |
380-4 |
|
R1 |
388-3 |
388-3 |
376-4 |
396-2 |
PP |
360-5 |
360-5 |
360-5 |
364-5 |
S1 |
344-7 |
344-7 |
368-4 |
352-6 |
S2 |
317-1 |
317-1 |
364-4 |
|
S3 |
273-5 |
301-3 |
360-4 |
|
S4 |
230-1 |
257-7 |
348-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
376-4 |
333-0 |
43-4 |
11.7% |
8-6 |
2.3% |
91% |
False |
False |
107,636 |
10 |
376-4 |
333-0 |
43-4 |
11.7% |
8-1 |
2.2% |
91% |
False |
False |
84,566 |
20 |
376-4 |
333-0 |
43-4 |
11.7% |
6-2 |
1.7% |
91% |
False |
False |
75,067 |
40 |
391-0 |
333-0 |
58-0 |
15.6% |
6-2 |
1.7% |
68% |
False |
False |
51,874 |
60 |
391-0 |
333-0 |
58-0 |
15.6% |
6-2 |
1.7% |
68% |
False |
False |
43,722 |
80 |
395-4 |
333-0 |
62-4 |
16.8% |
5-4 |
1.5% |
63% |
False |
False |
35,671 |
100 |
406-4 |
333-0 |
73-4 |
19.7% |
5-0 |
1.3% |
54% |
False |
False |
29,951 |
120 |
418-0 |
333-0 |
85-0 |
22.8% |
4-6 |
1.3% |
46% |
False |
False |
25,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
392-6 |
2.618 |
385-7 |
1.618 |
381-5 |
1.000 |
379-0 |
0.618 |
377-3 |
HIGH |
374-6 |
0.618 |
373-1 |
0.500 |
372-5 |
0.382 |
372-1 |
LOW |
370-4 |
0.618 |
367-7 |
1.000 |
366-2 |
1.618 |
363-5 |
2.618 |
359-3 |
4.250 |
352-4 |
|
|
Fisher Pivots for day following 02-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
372-5 |
369-6 |
PP |
372-5 |
366-7 |
S1 |
372-4 |
364-1 |
|