CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 12-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
395-0 |
393-4 |
-1-4 |
-0.4% |
389-0 |
High |
398-0 |
395-0 |
-3-0 |
-0.8% |
398-0 |
Low |
392-4 |
390-4 |
-2-0 |
-0.5% |
379-2 |
Close |
395-2 |
391-6 |
-3-4 |
-0.9% |
395-2 |
Range |
5-4 |
4-4 |
-1-0 |
-18.2% |
18-6 |
ATR |
9-0 |
8-6 |
-0-2 |
-3.4% |
0-0 |
Volume |
158,658 |
104,215 |
-54,443 |
-34.3% |
496,188 |
|
Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
405-7 |
403-3 |
394-2 |
|
R3 |
401-3 |
398-7 |
393-0 |
|
R2 |
396-7 |
396-7 |
392-5 |
|
R1 |
394-3 |
394-3 |
392-1 |
393-3 |
PP |
392-3 |
392-3 |
392-3 |
392-0 |
S1 |
389-7 |
389-7 |
391-3 |
388-7 |
S2 |
387-7 |
387-7 |
390-7 |
|
S3 |
383-3 |
385-3 |
390-4 |
|
S4 |
378-7 |
380-7 |
389-2 |
|
|
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 |
4.8% |
6-6 |
1.7% |
67% |
False |
False |
120,080 |
10 |
398-0 |
343-2 |
54-6 |
14.0% |
7-2 |
1.9% |
89% |
False |
False |
123,124 |
20 |
398-0 |
343-2 |
54-6 |
14.0% |
6-7 |
1.8% |
89% |
False |
False |
95,517 |
40 |
398-0 |
343-2 |
54-6 |
14.0% |
6-2 |
1.6% |
89% |
False |
False |
72,596 |
60 |
398-0 |
343-2 |
54-6 |
14.0% |
6-4 |
1.7% |
89% |
False |
False |
65,438 |
80 |
405-2 |
343-2 |
62-0 |
15.8% |
6-2 |
1.6% |
78% |
False |
False |
56,808 |
100 |
414-4 |
343-2 |
71-2 |
18.2% |
6-0 |
1.5% |
68% |
False |
False |
50,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
414-1 |
2.618 |
406-6 |
1.618 |
402-2 |
1.000 |
399-4 |
0.618 |
397-6 |
HIGH |
395-0 |
0.618 |
393-2 |
0.500 |
392-6 |
0.382 |
392-2 |
LOW |
390-4 |
0.618 |
387-6 |
1.000 |
386-0 |
1.618 |
383-2 |
2.618 |
378-6 |
4.250 |
371-3 |
|
|
Fisher Pivots for day following 12-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
392-6 |
394-2 |
PP |
392-3 |
393-3 |
S1 |
392-1 |
392-5 |
|