CME Pit-Traded Corn Future December 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 |
373-2 |
381-6 |
8-4 |
2.3% |
357-2 |
High |
386-4 |
386-6 |
0-2 |
0.1% |
386-6 |
Low |
371-0 |
381-6 |
10-6 |
2.9% |
343-2 |
Close |
384-4 |
384-4 |
0-0 |
0.0% |
384-4 |
Range |
15-4 |
5-0 |
-10-4 |
-67.7% |
43-4 |
ATR |
9-3 |
9-1 |
-0-3 |
-3.3% |
0-0 |
Volume |
217,089 |
150,780 |
-66,309 |
-30.5% |
630,842 |
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
399-3 |
396-7 |
387-2 |
|
R3 |
394-3 |
391-7 |
385-7 |
|
R2 |
389-3 |
389-3 |
385-3 |
|
R1 |
386-7 |
386-7 |
385-0 |
388-1 |
PP |
384-3 |
384-3 |
384-3 |
385-0 |
S1 |
381-7 |
381-7 |
384-0 |
383-1 |
S2 |
379-3 |
379-3 |
383-5 |
|
S3 |
374-3 |
376-7 |
383-1 |
|
S4 |
369-3 |
371-7 |
381-6 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
502-0 |
486-6 |
408-3 |
|
R3 |
458-4 |
443-2 |
396-4 |
|
R2 |
415-0 |
415-0 |
392-4 |
|
R1 |
399-6 |
399-6 |
388-4 |
407-3 |
PP |
371-4 |
371-4 |
371-4 |
375-2 |
S1 |
356-2 |
356-2 |
380-4 |
363-7 |
S2 |
328-0 |
328-0 |
376-4 |
|
S3 |
284-4 |
312-6 |
372-4 |
|
S4 |
241-0 |
269-2 |
360-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
386-6 |
343-2 |
43-4 |
11.3% |
7-6 |
2.0% |
95% |
True |
False |
126,168 |
10 |
386-6 |
343-2 |
43-4 |
11.3% |
7-6 |
2.0% |
95% |
True |
False |
101,780 |
20 |
386-6 |
343-2 |
43-4 |
11.3% |
6-2 |
1.6% |
95% |
True |
False |
82,043 |
40 |
398-0 |
343-2 |
54-6 |
14.2% |
6-2 |
1.6% |
75% |
False |
False |
65,444 |
60 |
398-0 |
343-2 |
54-6 |
14.2% |
6-4 |
1.7% |
75% |
False |
False |
58,739 |
80 |
405-2 |
343-2 |
62-0 |
16.1% |
6-1 |
1.6% |
67% |
False |
False |
50,841 |
100 |
414-4 |
343-2 |
71-2 |
18.5% |
5-7 |
1.5% |
58% |
False |
False |
45,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
408-0 |
2.618 |
399-7 |
1.618 |
394-7 |
1.000 |
391-6 |
0.618 |
389-7 |
HIGH |
386-6 |
0.618 |
384-7 |
0.500 |
384-2 |
0.382 |
383-5 |
LOW |
381-6 |
0.618 |
378-5 |
1.000 |
376-6 |
1.618 |
373-5 |
2.618 |
368-5 |
4.250 |
360-4 |
|
|
Fisher Pivots for day following 02-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
384-3 |
382-0 |
PP |
384-3 |
379-4 |
S1 |
384-2 |
377-0 |
|