CME Pit-Traded Corn Future December 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 |
384-4 |
390-4 |
6-0 |
1.6% |
357-2 |
High |
390-0 |
397-2 |
7-2 |
1.9% |
386-6 |
Low |
384-4 |
390-4 |
6-0 |
1.6% |
343-2 |
Close |
389-2 |
396-2 |
7-0 |
1.8% |
384-4 |
Range |
5-4 |
6-6 |
1-2 |
22.7% |
43-4 |
ATR |
9-3 |
9-2 |
-0-1 |
-1.1% |
0-0 |
Volume |
130,146 |
110,213 |
-19,933 |
-15.3% |
630,842 |
|
Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
414-7 |
412-3 |
400-0 |
|
R3 |
408-1 |
405-5 |
398-1 |
|
R2 |
401-3 |
401-3 |
397-4 |
|
R1 |
398-7 |
398-7 |
396-7 |
400-1 |
PP |
394-5 |
394-5 |
394-5 |
395-2 |
S1 |
392-1 |
392-1 |
395-5 |
393-3 |
S2 |
387-7 |
387-7 |
395-0 |
|
S3 |
381-1 |
385-3 |
394-3 |
|
S4 |
374-3 |
378-5 |
392-4 |
|
|
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 |
397-2 |
371-0 |
26-2 |
6.6% |
8-7 |
2.2% |
96% |
True |
False |
141,079 |
10 |
397-2 |
343-2 |
54-0 |
13.6% |
7-5 |
1.9% |
98% |
True |
False |
112,464 |
20 |
397-2 |
343-2 |
54-0 |
13.6% |
7-0 |
1.8% |
98% |
True |
False |
89,560 |
40 |
398-0 |
343-2 |
54-6 |
13.8% |
6-3 |
1.6% |
97% |
False |
False |
69,542 |
60 |
398-0 |
343-2 |
54-6 |
13.8% |
6-5 |
1.7% |
97% |
False |
False |
62,692 |
80 |
405-2 |
343-2 |
62-0 |
15.6% |
6-2 |
1.6% |
85% |
False |
False |
53,870 |
100 |
414-4 |
343-2 |
71-2 |
18.0% |
6-0 |
1.5% |
74% |
False |
False |
48,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
426-0 |
2.618 |
414-7 |
1.618 |
408-1 |
1.000 |
404-0 |
0.618 |
401-3 |
HIGH |
397-2 |
0.618 |
394-5 |
0.500 |
393-7 |
0.382 |
393-1 |
LOW |
390-4 |
0.618 |
386-3 |
1.000 |
383-6 |
1.618 |
379-5 |
2.618 |
372-7 |
4.250 |
361-6 |
|
|
Fisher Pivots for day following 08-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
395-4 |
393-5 |
PP |
394-5 |
390-7 |
S1 |
393-7 |
388-2 |
|