CME Pit-Traded Corn Future December 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 |
381-6 |
389-0 |
7-2 |
1.9% |
357-2 |
High |
386-6 |
391-0 |
4-2 |
1.1% |
386-6 |
Low |
381-6 |
379-2 |
-2-4 |
-0.7% |
343-2 |
Close |
384-4 |
379-2 |
-5-2 |
-1.4% |
384-4 |
Range |
5-0 |
11-6 |
6-6 |
135.0% |
43-4 |
ATR |
9-1 |
9-2 |
0-2 |
2.1% |
0-0 |
Volume |
150,780 |
97,171 |
-53,609 |
-35.6% |
630,842 |
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
418-3 |
410-5 |
385-6 |
|
R3 |
406-5 |
398-7 |
382-4 |
|
R2 |
394-7 |
394-7 |
381-3 |
|
R1 |
387-1 |
387-1 |
380-3 |
385-1 |
PP |
383-1 |
383-1 |
383-1 |
382-2 |
S1 |
375-3 |
375-3 |
378-1 |
373-3 |
S2 |
371-3 |
371-3 |
377-1 |
|
S3 |
359-5 |
363-5 |
376-0 |
|
S4 |
347-7 |
351-7 |
372-6 |
|
|
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 |
391-0 |
343-2 |
47-6 |
12.6% |
9-0 |
2.4% |
75% |
True |
False |
135,294 |
10 |
391-0 |
343-2 |
47-6 |
12.6% |
7-4 |
2.0% |
75% |
True |
False |
104,122 |
20 |
391-0 |
343-2 |
47-6 |
12.6% |
6-5 |
1.8% |
75% |
True |
False |
84,189 |
40 |
398-0 |
343-2 |
54-6 |
14.4% |
6-3 |
1.7% |
66% |
False |
False |
65,758 |
60 |
398-0 |
343-2 |
54-6 |
14.4% |
6-4 |
1.7% |
66% |
False |
False |
59,679 |
80 |
405-2 |
343-2 |
62-0 |
16.3% |
6-2 |
1.6% |
58% |
False |
False |
51,522 |
100 |
414-4 |
343-2 |
71-2 |
18.8% |
5-7 |
1.6% |
51% |
False |
False |
46,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
441-0 |
2.618 |
421-6 |
1.618 |
410-0 |
1.000 |
402-6 |
0.618 |
398-2 |
HIGH |
391-0 |
0.618 |
386-4 |
0.500 |
385-1 |
0.382 |
383-6 |
LOW |
379-2 |
0.618 |
372-0 |
1.000 |
367-4 |
1.618 |
360-2 |
2.618 |
348-4 |
4.250 |
329-2 |
|
|
Fisher Pivots for day following 06-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
385-1 |
381-0 |
PP |
383-1 |
380-3 |
S1 |
381-2 |
379-7 |
|