CME Pit-Traded Corn Future July 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
339-0 |
345-0 |
6-0 |
1.8% |
357-4 |
| High |
341-0 |
347-4 |
6-4 |
1.9% |
359-0 |
| Low |
337-4 |
340-0 |
2-4 |
0.7% |
340-0 |
| Close |
338-2 |
343-2 |
5-0 |
1.5% |
340-0 |
| Range |
3-4 |
7-4 |
4-0 |
114.3% |
19-0 |
| ATR |
7-3 |
7-4 |
0-1 |
1.8% |
0-0 |
| Volume |
171,038 |
144,352 |
-26,686 |
-15.6% |
557,183 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
366-1 |
362-1 |
347-3 |
|
| R3 |
358-5 |
354-5 |
345-2 |
|
| R2 |
351-1 |
351-1 |
344-5 |
|
| R1 |
347-1 |
347-1 |
344-0 |
345-3 |
| PP |
343-5 |
343-5 |
343-5 |
342-6 |
| S1 |
339-5 |
339-5 |
342-4 |
337-7 |
| S2 |
336-1 |
336-1 |
341-7 |
|
| S3 |
328-5 |
332-1 |
341-2 |
|
| S4 |
321-1 |
324-5 |
339-1 |
|
|
| 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 |
347-4 |
335-4 |
12-0 |
3.5% |
5-0 |
1.5% |
65% |
True |
False |
147,354 |
| 10 |
373-6 |
335-4 |
38-2 |
11.1% |
6-1 |
1.8% |
20% |
False |
False |
134,704 |
| 20 |
378-6 |
335-4 |
43-2 |
12.6% |
6-3 |
1.9% |
18% |
False |
False |
128,011 |
| 40 |
385-0 |
335-4 |
49-4 |
14.4% |
7-2 |
2.1% |
16% |
False |
False |
133,920 |
| 60 |
387-4 |
335-4 |
52-0 |
15.1% |
6-7 |
2.0% |
15% |
False |
False |
106,300 |
| 80 |
401-4 |
335-4 |
66-0 |
19.2% |
6-4 |
1.9% |
12% |
False |
False |
86,795 |
| 100 |
401-4 |
335-4 |
66-0 |
19.2% |
6-2 |
1.8% |
12% |
False |
False |
74,963 |
| 120 |
443-0 |
335-4 |
107-4 |
31.3% |
6-2 |
1.8% |
7% |
False |
False |
65,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
379-3 |
|
2.618 |
367-1 |
|
1.618 |
359-5 |
|
1.000 |
355-0 |
|
0.618 |
352-1 |
|
HIGH |
347-4 |
|
0.618 |
344-5 |
|
0.500 |
343-6 |
|
0.382 |
342-7 |
|
LOW |
340-0 |
|
0.618 |
335-3 |
|
1.000 |
332-4 |
|
1.618 |
327-7 |
|
2.618 |
320-3 |
|
4.250 |
308-1 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
343-6 |
342-6 |
| PP |
343-5 |
342-1 |
| S1 |
343-3 |
341-5 |
|