CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 14-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
345-4 |
352-0 |
6-4 |
1.9% |
338-0 |
High |
349-6 |
354-0 |
4-2 |
1.2% |
349-6 |
Low |
345-2 |
350-4 |
5-2 |
1.5% |
335-4 |
Close |
349-4 |
353-6 |
4-2 |
1.2% |
349-4 |
Range |
4-4 |
3-4 |
-1-0 |
-22.2% |
14-2 |
ATR |
7-4 |
7-2 |
-0-2 |
-2.8% |
0-0 |
Volume |
161,773 |
106,329 |
-55,444 |
-34.3% |
757,348 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
363-2 |
362-0 |
355-5 |
|
R3 |
359-6 |
358-4 |
354-6 |
|
R2 |
356-2 |
356-2 |
354-3 |
|
R1 |
355-0 |
355-0 |
354-1 |
355-5 |
PP |
352-6 |
352-6 |
352-6 |
353-0 |
S1 |
351-4 |
351-4 |
353-3 |
352-1 |
S2 |
349-2 |
349-2 |
353-1 |
|
S3 |
345-6 |
348-0 |
352-6 |
|
S4 |
342-2 |
344-4 |
351-7 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
387-5 |
382-7 |
357-3 |
|
R3 |
373-3 |
368-5 |
353-3 |
|
R2 |
359-1 |
359-1 |
352-1 |
|
R1 |
354-3 |
354-3 |
350-6 |
356-6 |
PP |
344-7 |
344-7 |
344-7 |
346-1 |
S1 |
340-1 |
340-1 |
348-2 |
342-4 |
S2 |
330-5 |
330-5 |
346-7 |
|
S3 |
316-3 |
325-7 |
345-5 |
|
S4 |
302-1 |
311-5 |
341-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
354-0 |
335-6 |
18-2 |
5.2% |
4-5 |
1.3% |
99% |
True |
False |
144,887 |
10 |
359-0 |
335-4 |
23-4 |
6.6% |
5-4 |
1.5% |
78% |
False |
False |
142,086 |
20 |
373-6 |
335-4 |
38-2 |
10.8% |
6-1 |
1.7% |
48% |
False |
False |
127,696 |
40 |
385-0 |
335-4 |
49-4 |
14.0% |
7-1 |
2.0% |
37% |
False |
False |
134,860 |
60 |
386-2 |
335-4 |
50-6 |
14.3% |
6-6 |
1.9% |
36% |
False |
False |
110,047 |
80 |
401-4 |
335-4 |
66-0 |
18.7% |
6-4 |
1.8% |
28% |
False |
False |
89,572 |
100 |
401-4 |
335-4 |
66-0 |
18.7% |
6-2 |
1.8% |
28% |
False |
False |
77,126 |
120 |
443-0 |
335-4 |
107-4 |
30.4% |
6-2 |
1.7% |
17% |
False |
False |
67,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
368-7 |
2.618 |
363-1 |
1.618 |
359-5 |
1.000 |
357-4 |
0.618 |
356-1 |
HIGH |
354-0 |
0.618 |
352-5 |
0.500 |
352-2 |
0.382 |
351-7 |
LOW |
350-4 |
0.618 |
348-3 |
1.000 |
347-0 |
1.618 |
344-7 |
2.618 |
341-3 |
4.250 |
335-5 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
353-2 |
351-4 |
PP |
352-6 |
349-2 |
S1 |
352-2 |
347-0 |
|