CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 12-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
384-0 |
382-4 |
-1-4 |
-0.4% |
378-4 |
High |
386-2 |
382-6 |
-3-4 |
-0.9% |
386-2 |
Low |
381-4 |
378-6 |
-2-6 |
-0.7% |
368-0 |
Close |
383-4 |
379-6 |
-3-6 |
-1.0% |
383-4 |
Range |
4-6 |
4-0 |
-0-6 |
-15.8% |
18-2 |
ATR |
8-6 |
8-4 |
-0-2 |
-3.3% |
0-0 |
Volume |
98,400 |
71,392 |
-27,008 |
-27.4% |
331,969 |
|
Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
392-3 |
390-1 |
382-0 |
|
R3 |
388-3 |
386-1 |
380-7 |
|
R2 |
384-3 |
384-3 |
380-4 |
|
R1 |
382-1 |
382-1 |
380-1 |
381-2 |
PP |
380-3 |
380-3 |
380-3 |
380-0 |
S1 |
378-1 |
378-1 |
379-3 |
377-2 |
S2 |
376-3 |
376-3 |
379-0 |
|
S3 |
372-3 |
374-1 |
378-5 |
|
S4 |
368-3 |
370-1 |
377-4 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
434-0 |
427-0 |
393-4 |
|
R3 |
415-6 |
408-6 |
388-4 |
|
R2 |
397-4 |
397-4 |
386-7 |
|
R1 |
390-4 |
390-4 |
385-1 |
394-0 |
PP |
379-2 |
379-2 |
379-2 |
381-0 |
S1 |
372-2 |
372-2 |
381-7 |
375-6 |
S2 |
361-0 |
361-0 |
380-1 |
|
S3 |
342-6 |
354-0 |
378-4 |
|
S4 |
324-4 |
335-6 |
373-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
386-2 |
368-0 |
18-2 |
4.8% |
6-4 |
1.7% |
64% |
False |
False |
80,672 |
10 |
386-2 |
333-0 |
53-2 |
14.0% |
7-5 |
2.0% |
88% |
False |
False |
94,154 |
20 |
386-2 |
333-0 |
53-2 |
14.0% |
6-7 |
1.8% |
88% |
False |
False |
76,035 |
40 |
386-2 |
333-0 |
53-2 |
14.0% |
6-2 |
1.6% |
88% |
False |
False |
58,072 |
60 |
391-0 |
333-0 |
58-0 |
15.3% |
6-3 |
1.7% |
81% |
False |
False |
48,260 |
80 |
395-4 |
333-0 |
62-4 |
16.5% |
5-6 |
1.5% |
75% |
False |
False |
40,084 |
100 |
406-4 |
333-0 |
73-4 |
19.4% |
5-1 |
1.4% |
64% |
False |
False |
33,736 |
120 |
406-4 |
333-0 |
73-4 |
19.4% |
4-6 |
1.3% |
64% |
False |
False |
28,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
399-6 |
2.618 |
393-2 |
1.618 |
389-2 |
1.000 |
386-6 |
0.618 |
385-2 |
HIGH |
382-6 |
0.618 |
381-2 |
0.500 |
380-6 |
0.382 |
380-2 |
LOW |
378-6 |
0.618 |
376-2 |
1.000 |
374-6 |
1.618 |
372-2 |
2.618 |
368-2 |
4.250 |
361-6 |
|
|
Fisher Pivots for day following 12-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
380-6 |
382-4 |
PP |
380-3 |
381-5 |
S1 |
380-1 |
380-5 |
|