CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 07-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
378-4 |
374-0 |
-4-4 |
-1.2% |
346-4 |
High |
379-4 |
379-0 |
-0-4 |
-0.1% |
376-4 |
Low |
368-0 |
372-6 |
4-6 |
1.3% |
333-0 |
Close |
368-0 |
378-2 |
10-2 |
2.8% |
372-4 |
Range |
11-4 |
6-2 |
-5-2 |
-45.7% |
43-4 |
ATR |
9-1 |
9-2 |
0-1 |
1.5% |
0-0 |
Volume |
71,769 |
93,664 |
21,895 |
30.5% |
538,184 |
|
Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
395-3 |
393-1 |
381-6 |
|
R3 |
389-1 |
386-7 |
380-0 |
|
R2 |
382-7 |
382-7 |
379-3 |
|
R1 |
380-5 |
380-5 |
378-7 |
381-6 |
PP |
376-5 |
376-5 |
376-5 |
377-2 |
S1 |
374-3 |
374-3 |
377-5 |
375-4 |
S2 |
370-3 |
370-3 |
377-1 |
|
S3 |
364-1 |
368-1 |
376-4 |
|
S4 |
357-7 |
361-7 |
374-6 |
|
|
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 |
351-6 |
27-6 |
7.3% |
10-0 |
2.6% |
95% |
False |
False |
108,911 |
10 |
379-4 |
333-0 |
46-4 |
12.3% |
7-6 |
2.0% |
97% |
False |
False |
88,435 |
20 |
379-4 |
333-0 |
46-4 |
12.3% |
6-7 |
1.8% |
97% |
False |
False |
77,545 |
40 |
391-0 |
333-0 |
58-0 |
15.3% |
6-3 |
1.7% |
78% |
False |
False |
54,134 |
60 |
391-0 |
333-0 |
58-0 |
15.3% |
6-3 |
1.7% |
78% |
False |
False |
45,791 |
80 |
395-4 |
333-0 |
62-4 |
16.5% |
5-5 |
1.5% |
72% |
False |
False |
37,416 |
100 |
406-4 |
333-0 |
73-4 |
19.4% |
5-0 |
1.3% |
62% |
False |
False |
31,452 |
120 |
409-6 |
333-0 |
76-6 |
20.3% |
4-6 |
1.3% |
59% |
False |
False |
27,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
405-4 |
2.618 |
395-3 |
1.618 |
389-1 |
1.000 |
385-2 |
0.618 |
382-7 |
HIGH |
379-0 |
0.618 |
376-5 |
0.500 |
375-7 |
0.382 |
375-1 |
LOW |
372-6 |
0.618 |
368-7 |
1.000 |
366-4 |
1.618 |
362-5 |
2.618 |
356-3 |
4.250 |
346-2 |
|
|
Fisher Pivots for day following 07-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
377-4 |
376-6 |
PP |
376-5 |
375-2 |
S1 |
375-7 |
373-6 |
|