CME Pit-Traded Corn Future July 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 |
364-0 |
373-4 |
9-4 |
2.6% |
338-0 |
| High |
371-0 |
377-4 |
6-4 |
1.8% |
367-0 |
| Low |
364-0 |
372-4 |
8-4 |
2.3% |
324-4 |
| Close |
370-6 |
377-4 |
6-6 |
1.8% |
364-0 |
| Range |
7-0 |
5-0 |
-2-0 |
-28.6% |
42-4 |
| ATR |
9-3 |
9-2 |
-0-2 |
-2.0% |
0-0 |
| Volume |
17,886 |
8,953 |
-8,933 |
-49.9% |
424,709 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
390-7 |
389-1 |
380-2 |
|
| R3 |
385-7 |
384-1 |
378-7 |
|
| R2 |
380-7 |
380-7 |
378-3 |
|
| R1 |
379-1 |
379-1 |
378-0 |
380-0 |
| PP |
375-7 |
375-7 |
375-7 |
376-2 |
| S1 |
374-1 |
374-1 |
377-0 |
375-0 |
| S2 |
370-7 |
370-7 |
376-5 |
|
| S3 |
365-7 |
369-1 |
376-1 |
|
| S4 |
360-7 |
364-1 |
374-6 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
479-3 |
464-1 |
387-3 |
|
| R3 |
436-7 |
421-5 |
375-6 |
|
| R2 |
394-3 |
394-3 |
371-6 |
|
| R1 |
379-1 |
379-1 |
367-7 |
386-6 |
| PP |
351-7 |
351-7 |
351-7 |
355-5 |
| S1 |
336-5 |
336-5 |
360-1 |
344-2 |
| S2 |
309-3 |
309-3 |
356-2 |
|
| S3 |
266-7 |
294-1 |
352-2 |
|
| S4 |
224-3 |
251-5 |
340-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
377-4 |
352-0 |
25-4 |
6.8% |
8-4 |
2.3% |
100% |
True |
False |
25,735 |
| 10 |
377-4 |
324-4 |
53-0 |
14.0% |
7-5 |
2.0% |
100% |
True |
False |
69,656 |
| 20 |
377-4 |
324-4 |
53-0 |
14.0% |
7-0 |
1.9% |
100% |
True |
False |
95,660 |
| 40 |
385-0 |
324-4 |
60-4 |
16.0% |
6-6 |
1.8% |
88% |
False |
False |
111,580 |
| 60 |
385-0 |
324-4 |
60-4 |
16.0% |
7-1 |
1.9% |
88% |
False |
False |
121,157 |
| 80 |
387-4 |
324-4 |
63-0 |
16.7% |
6-7 |
1.8% |
84% |
False |
False |
102,146 |
| 100 |
401-4 |
324-4 |
77-0 |
20.4% |
6-5 |
1.7% |
69% |
False |
False |
87,385 |
| 120 |
401-4 |
324-4 |
77-0 |
20.4% |
6-3 |
1.7% |
69% |
False |
False |
77,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
398-6 |
|
2.618 |
390-5 |
|
1.618 |
385-5 |
|
1.000 |
382-4 |
|
0.618 |
380-5 |
|
HIGH |
377-4 |
|
0.618 |
375-5 |
|
0.500 |
375-0 |
|
0.382 |
374-3 |
|
LOW |
372-4 |
|
0.618 |
369-3 |
|
1.000 |
367-4 |
|
1.618 |
364-3 |
|
2.618 |
359-3 |
|
4.250 |
351-2 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
376-5 |
374-5 |
| PP |
375-7 |
371-5 |
| S1 |
375-0 |
368-6 |
|