CME Pit-Traded Corn Future December 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 |
389-0 |
384-4 |
-4-4 |
-1.2% |
357-2 |
High |
391-0 |
390-0 |
-1-0 |
-0.3% |
386-6 |
Low |
379-2 |
384-4 |
5-2 |
1.4% |
343-2 |
Close |
379-2 |
389-2 |
10-0 |
2.6% |
384-4 |
Range |
11-6 |
5-4 |
-6-2 |
-53.2% |
43-4 |
ATR |
9-2 |
9-3 |
0-1 |
1.1% |
0-0 |
Volume |
97,171 |
130,146 |
32,975 |
33.9% |
630,842 |
|
Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
404-3 |
402-3 |
392-2 |
|
R3 |
398-7 |
396-7 |
390-6 |
|
R2 |
393-3 |
393-3 |
390-2 |
|
R1 |
391-3 |
391-3 |
389-6 |
392-3 |
PP |
387-7 |
387-7 |
387-7 |
388-4 |
S1 |
385-7 |
385-7 |
388-6 |
386-7 |
S2 |
382-3 |
382-3 |
388-2 |
|
S3 |
376-7 |
380-3 |
387-6 |
|
S4 |
371-3 |
374-7 |
386-2 |
|
|
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 |
367-2 |
23-6 |
6.1% |
8-7 |
2.3% |
93% |
False |
False |
142,270 |
10 |
391-0 |
343-2 |
47-6 |
12.3% |
7-3 |
1.9% |
96% |
False |
False |
107,933 |
20 |
391-0 |
343-2 |
47-6 |
12.3% |
6-6 |
1.7% |
96% |
False |
False |
87,521 |
40 |
398-0 |
343-2 |
54-6 |
14.1% |
6-3 |
1.6% |
84% |
False |
False |
68,042 |
60 |
398-0 |
343-2 |
54-6 |
14.1% |
6-5 |
1.7% |
84% |
False |
False |
61,327 |
80 |
405-2 |
343-2 |
62-0 |
15.9% |
6-2 |
1.6% |
74% |
False |
False |
52,738 |
100 |
414-4 |
343-2 |
71-2 |
18.3% |
5-7 |
1.5% |
65% |
False |
False |
47,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
413-3 |
2.618 |
404-3 |
1.618 |
398-7 |
1.000 |
395-4 |
0.618 |
393-3 |
HIGH |
390-0 |
0.618 |
387-7 |
0.500 |
387-2 |
0.382 |
386-5 |
LOW |
384-4 |
0.618 |
381-1 |
1.000 |
379-0 |
1.618 |
375-5 |
2.618 |
370-1 |
4.250 |
361-1 |
|
|
Fisher Pivots for day following 07-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
388-5 |
387-7 |
PP |
387-7 |
386-4 |
S1 |
387-2 |
385-1 |
|