CME Pit-Traded Corn Future September 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 |
380-4 |
384-0 |
3-4 |
0.9% |
378-4 |
| High |
386-0 |
386-2 |
0-2 |
0.1% |
386-2 |
| Low |
380-0 |
381-4 |
1-4 |
0.4% |
368-0 |
| Close |
385-4 |
383-4 |
-2-0 |
-0.5% |
383-4 |
| Range |
6-0 |
4-6 |
-1-2 |
-20.8% |
18-2 |
| ATR |
9-1 |
8-6 |
-0-2 |
-3.4% |
0-0 |
| Volume |
68,136 |
98,400 |
30,264 |
44.4% |
331,969 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
398-0 |
395-4 |
386-1 |
|
| R3 |
393-2 |
390-6 |
384-6 |
|
| R2 |
388-4 |
388-4 |
384-3 |
|
| R1 |
386-0 |
386-0 |
383-7 |
384-7 |
| PP |
383-6 |
383-6 |
383-6 |
383-2 |
| S1 |
381-2 |
381-2 |
383-1 |
380-1 |
| S2 |
379-0 |
379-0 |
382-5 |
|
| S3 |
374-2 |
376-4 |
382-2 |
|
| S4 |
369-4 |
371-6 |
380-7 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
434-0 |
427-0 |
393-4 |
|
| R3 |
415-6 |
408-6 |
388-4 |
|
| R2 |
397-4 |
397-4 |
386-7 |
|
| R1 |
390-4 |
390-4 |
385-1 |
394-0 |
| PP |
379-2 |
379-2 |
379-2 |
381-0 |
| S1 |
372-2 |
372-2 |
381-7 |
375-6 |
| S2 |
361-0 |
361-0 |
380-1 |
|
| S3 |
342-6 |
354-0 |
378-4 |
|
| S4 |
324-4 |
335-6 |
373-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
386-2 |
368-0 |
18-2 |
4.8% |
6-4 |
1.7% |
85% |
True |
False |
85,039 |
| 10 |
386-2 |
333-0 |
53-2 |
13.9% |
7-6 |
2.0% |
95% |
True |
False |
94,514 |
| 20 |
386-2 |
333-0 |
53-2 |
13.9% |
6-7 |
1.8% |
95% |
True |
False |
76,570 |
| 40 |
386-2 |
333-0 |
53-2 |
13.9% |
6-2 |
1.6% |
95% |
True |
False |
57,170 |
| 60 |
391-0 |
333-0 |
58-0 |
15.1% |
6-3 |
1.7% |
87% |
False |
False |
47,599 |
| 80 |
395-4 |
333-0 |
62-4 |
16.3% |
5-6 |
1.5% |
81% |
False |
False |
39,306 |
| 100 |
406-4 |
333-0 |
73-4 |
19.2% |
5-1 |
1.3% |
69% |
False |
False |
33,050 |
| 120 |
406-4 |
333-0 |
73-4 |
19.2% |
4-6 |
1.3% |
69% |
False |
False |
28,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
406-4 |
|
2.618 |
398-5 |
|
1.618 |
393-7 |
|
1.000 |
391-0 |
|
0.618 |
389-1 |
|
HIGH |
386-2 |
|
0.618 |
384-3 |
|
0.500 |
383-7 |
|
0.382 |
383-3 |
|
LOW |
381-4 |
|
0.618 |
378-5 |
|
1.000 |
376-6 |
|
1.618 |
373-7 |
|
2.618 |
369-1 |
|
4.250 |
361-2 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
383-7 |
382-1 |
| PP |
383-6 |
380-7 |
| S1 |
383-5 |
379-4 |
|