CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 09-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
336-0 |
339-0 |
3-0 |
0.9% |
357-4 |
High |
340-0 |
341-0 |
1-0 |
0.3% |
359-0 |
Low |
335-6 |
337-4 |
1-6 |
0.5% |
340-0 |
Close |
337-2 |
338-2 |
1-0 |
0.3% |
340-0 |
Range |
4-2 |
3-4 |
-0-6 |
-17.6% |
19-0 |
ATR |
7-5 |
7-3 |
-0-2 |
-3.7% |
0-0 |
Volume |
140,946 |
171,038 |
30,092 |
21.4% |
557,183 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
349-3 |
347-3 |
340-1 |
|
R3 |
345-7 |
343-7 |
339-2 |
|
R2 |
342-3 |
342-3 |
338-7 |
|
R1 |
340-3 |
340-3 |
338-5 |
339-5 |
PP |
338-7 |
338-7 |
338-7 |
338-4 |
S1 |
336-7 |
336-7 |
337-7 |
336-1 |
S2 |
335-3 |
335-3 |
337-5 |
|
S3 |
331-7 |
333-3 |
337-2 |
|
S4 |
328-3 |
329-7 |
336-3 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
403-3 |
390-5 |
350-4 |
|
R3 |
384-3 |
371-5 |
345-2 |
|
R2 |
365-3 |
365-3 |
343-4 |
|
R1 |
352-5 |
352-5 |
341-6 |
349-4 |
PP |
346-3 |
346-3 |
346-3 |
344-6 |
S1 |
333-5 |
333-5 |
338-2 |
330-4 |
S2 |
327-3 |
327-3 |
336-4 |
|
S3 |
308-3 |
314-5 |
334-6 |
|
S4 |
289-3 |
295-5 |
329-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
351-0 |
335-4 |
15-4 |
4.6% |
4-7 |
1.4% |
18% |
False |
False |
144,057 |
10 |
373-6 |
335-4 |
38-2 |
11.3% |
5-6 |
1.7% |
7% |
False |
False |
132,522 |
20 |
385-0 |
335-4 |
49-4 |
14.6% |
6-4 |
1.9% |
6% |
False |
False |
127,500 |
40 |
385-0 |
335-4 |
49-4 |
14.6% |
7-2 |
2.1% |
6% |
False |
False |
133,905 |
60 |
387-4 |
335-4 |
52-0 |
15.4% |
6-7 |
2.0% |
5% |
False |
False |
104,308 |
80 |
401-4 |
335-4 |
66-0 |
19.5% |
6-4 |
1.9% |
4% |
False |
False |
85,316 |
100 |
401-4 |
335-4 |
66-0 |
19.5% |
6-2 |
1.8% |
4% |
False |
False |
73,777 |
120 |
443-0 |
335-4 |
107-4 |
31.8% |
6-2 |
1.9% |
3% |
False |
False |
64,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
355-7 |
2.618 |
350-1 |
1.618 |
346-5 |
1.000 |
344-4 |
0.618 |
343-1 |
HIGH |
341-0 |
0.618 |
339-5 |
0.500 |
339-2 |
0.382 |
338-7 |
LOW |
337-4 |
0.618 |
335-3 |
1.000 |
334-0 |
1.618 |
331-7 |
2.618 |
328-3 |
4.250 |
322-5 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
339-2 |
338-2 |
PP |
338-7 |
338-2 |
S1 |
338-5 |
338-2 |
|