CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 06-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
371-4 |
378-4 |
7-0 |
1.9% |
346-4 |
High |
374-6 |
379-4 |
4-6 |
1.3% |
376-4 |
Low |
370-4 |
368-0 |
-2-4 |
-0.7% |
333-0 |
Close |
372-4 |
368-0 |
-4-4 |
-1.2% |
372-4 |
Range |
4-2 |
11-4 |
7-2 |
170.6% |
43-4 |
ATR |
8-7 |
9-1 |
0-1 |
2.1% |
0-0 |
Volume |
93,230 |
71,769 |
-21,461 |
-23.0% |
538,184 |
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
406-3 |
398-5 |
374-3 |
|
R3 |
394-7 |
387-1 |
371-1 |
|
R2 |
383-3 |
383-3 |
370-1 |
|
R1 |
375-5 |
375-5 |
369-0 |
373-6 |
PP |
371-7 |
371-7 |
371-7 |
370-7 |
S1 |
364-1 |
364-1 |
367-0 |
362-2 |
S2 |
360-3 |
360-3 |
365-7 |
|
S3 |
348-7 |
352-5 |
364-7 |
|
S4 |
337-3 |
341-1 |
361-5 |
|
|
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 |
379-4 |
333-0 |
46-4 |
12.6% |
9-6 |
2.7% |
75% |
True |
False |
109,044 |
10 |
379-4 |
333-0 |
46-4 |
12.6% |
7-6 |
2.1% |
75% |
True |
False |
85,625 |
20 |
379-4 |
333-0 |
46-4 |
12.6% |
6-6 |
1.8% |
75% |
True |
False |
76,352 |
40 |
391-0 |
333-0 |
58-0 |
15.8% |
6-3 |
1.7% |
60% |
False |
False |
52,453 |
60 |
391-0 |
333-0 |
58-0 |
15.8% |
6-2 |
1.7% |
60% |
False |
False |
44,581 |
80 |
395-4 |
333-0 |
62-4 |
17.0% |
5-5 |
1.5% |
56% |
False |
False |
36,379 |
100 |
406-4 |
333-0 |
73-4 |
20.0% |
5-0 |
1.4% |
48% |
False |
False |
30,582 |
120 |
412-2 |
333-0 |
79-2 |
21.5% |
4-7 |
1.3% |
44% |
False |
False |
26,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
428-3 |
2.618 |
409-5 |
1.618 |
398-1 |
1.000 |
391-0 |
0.618 |
386-5 |
HIGH |
379-4 |
0.618 |
375-1 |
0.500 |
373-6 |
0.382 |
372-3 |
LOW |
368-0 |
0.618 |
360-7 |
1.000 |
356-4 |
1.618 |
349-3 |
2.618 |
337-7 |
4.250 |
319-1 |
|
|
Fisher Pivots for day following 06-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
373-6 |
369-7 |
PP |
371-7 |
369-2 |
S1 |
369-7 |
368-5 |
|