CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 09-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
390-4 |
395-0 |
4-4 |
1.2% |
389-0 |
High |
397-2 |
398-0 |
0-6 |
0.2% |
398-0 |
Low |
390-4 |
392-4 |
2-0 |
0.5% |
379-2 |
Close |
396-2 |
395-2 |
-1-0 |
-0.3% |
395-2 |
Range |
6-6 |
5-4 |
-1-2 |
-18.5% |
18-6 |
ATR |
9-2 |
9-0 |
-0-2 |
-2.9% |
0-0 |
Volume |
110,213 |
158,658 |
48,445 |
44.0% |
496,188 |
|
Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
411-6 |
409-0 |
398-2 |
|
R3 |
406-2 |
403-4 |
396-6 |
|
R2 |
400-6 |
400-6 |
396-2 |
|
R1 |
398-0 |
398-0 |
395-6 |
399-3 |
PP |
395-2 |
395-2 |
395-2 |
396-0 |
S1 |
392-4 |
392-4 |
394-6 |
393-7 |
S2 |
389-6 |
389-6 |
394-2 |
|
S3 |
384-2 |
387-0 |
393-6 |
|
S4 |
378-6 |
381-4 |
392-2 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
447-1 |
439-7 |
405-4 |
|
R3 |
428-3 |
421-1 |
400-3 |
|
R2 |
409-5 |
409-5 |
398-6 |
|
R1 |
402-3 |
402-3 |
397-0 |
406-0 |
PP |
390-7 |
390-7 |
390-7 |
392-5 |
S1 |
383-5 |
383-5 |
393-4 |
387-2 |
S2 |
372-1 |
372-1 |
391-6 |
|
S3 |
353-3 |
364-7 |
390-1 |
|
S4 |
334-5 |
346-1 |
385-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
398-0 |
379-2 |
18-6 |
4.7% |
6-7 |
1.7% |
85% |
True |
False |
129,393 |
10 |
398-0 |
343-2 |
54-6 |
13.9% |
7-4 |
1.9% |
95% |
True |
False |
121,749 |
20 |
398-0 |
343-2 |
54-6 |
13.9% |
6-7 |
1.7% |
95% |
True |
False |
94,125 |
40 |
398-0 |
343-2 |
54-6 |
13.9% |
6-2 |
1.6% |
95% |
True |
False |
71,889 |
60 |
398-0 |
343-2 |
54-6 |
13.9% |
6-4 |
1.7% |
95% |
True |
False |
64,548 |
80 |
405-2 |
343-2 |
62-0 |
15.7% |
6-2 |
1.6% |
84% |
False |
False |
55,694 |
100 |
414-4 |
343-2 |
71-2 |
18.0% |
6-0 |
1.5% |
73% |
False |
False |
49,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
421-3 |
2.618 |
412-3 |
1.618 |
406-7 |
1.000 |
403-4 |
0.618 |
401-3 |
HIGH |
398-0 |
0.618 |
395-7 |
0.500 |
395-2 |
0.382 |
394-5 |
LOW |
392-4 |
0.618 |
389-1 |
1.000 |
387-0 |
1.618 |
383-5 |
2.618 |
378-1 |
4.250 |
369-1 |
|
|
Fisher Pivots for day following 09-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
395-2 |
393-7 |
PP |
395-2 |
392-5 |
S1 |
395-2 |
391-2 |
|