CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 08-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
374-0 |
380-4 |
6-4 |
1.7% |
346-4 |
High |
379-0 |
386-0 |
7-0 |
1.8% |
376-4 |
Low |
372-6 |
380-0 |
7-2 |
1.9% |
333-0 |
Close |
378-2 |
385-4 |
7-2 |
1.9% |
372-4 |
Range |
6-2 |
6-0 |
-0-2 |
-4.0% |
43-4 |
ATR |
9-2 |
9-1 |
-0-1 |
-1.1% |
0-0 |
Volume |
93,664 |
68,136 |
-25,528 |
-27.3% |
538,184 |
|
Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
401-7 |
399-5 |
388-6 |
|
R3 |
395-7 |
393-5 |
387-1 |
|
R2 |
389-7 |
389-7 |
386-5 |
|
R1 |
387-5 |
387-5 |
386-0 |
388-6 |
PP |
383-7 |
383-7 |
383-7 |
384-3 |
S1 |
381-5 |
381-5 |
385-0 |
382-6 |
S2 |
377-7 |
377-7 |
384-3 |
|
S3 |
371-7 |
375-5 |
383-7 |
|
S4 |
365-7 |
369-5 |
382-2 |
|
|
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 |
386-0 |
360-2 |
25-6 |
6.7% |
8-7 |
2.3% |
98% |
True |
False |
98,289 |
10 |
386-0 |
333-0 |
53-0 |
13.7% |
7-7 |
2.0% |
99% |
True |
False |
90,428 |
20 |
386-0 |
333-0 |
53-0 |
13.7% |
7-0 |
1.8% |
99% |
True |
False |
75,856 |
40 |
391-0 |
333-0 |
58-0 |
15.0% |
6-3 |
1.6% |
91% |
False |
False |
55,310 |
60 |
391-0 |
333-0 |
58-0 |
15.0% |
6-3 |
1.7% |
91% |
False |
False |
46,523 |
80 |
395-4 |
333-0 |
62-4 |
16.2% |
5-6 |
1.5% |
84% |
False |
False |
38,189 |
100 |
406-4 |
333-0 |
73-4 |
19.1% |
5-1 |
1.3% |
71% |
False |
False |
32,103 |
120 |
406-4 |
333-0 |
73-4 |
19.1% |
4-6 |
1.2% |
71% |
False |
False |
27,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
411-4 |
2.618 |
401-6 |
1.618 |
395-6 |
1.000 |
392-0 |
0.618 |
389-6 |
HIGH |
386-0 |
0.618 |
383-6 |
0.500 |
383-0 |
0.382 |
382-2 |
LOW |
380-0 |
0.618 |
376-2 |
1.000 |
374-0 |
1.618 |
370-2 |
2.618 |
364-2 |
4.250 |
354-4 |
|
|
Fisher Pivots for day following 08-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
384-5 |
382-5 |
PP |
383-7 |
379-7 |
S1 |
383-0 |
377-0 |
|