CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 15-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
352-0 |
353-2 |
1-2 |
0.4% |
338-0 |
High |
354-0 |
355-0 |
1-0 |
0.3% |
349-6 |
Low |
350-4 |
351-0 |
0-4 |
0.1% |
335-4 |
Close |
353-6 |
353-6 |
0-0 |
0.0% |
349-4 |
Range |
3-4 |
4-0 |
0-4 |
14.3% |
14-2 |
ATR |
7-2 |
7-0 |
-0-2 |
-3.2% |
0-0 |
Volume |
106,329 |
112,712 |
6,383 |
6.0% |
757,348 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
365-2 |
363-4 |
356-0 |
|
R3 |
361-2 |
359-4 |
354-7 |
|
R2 |
357-2 |
357-2 |
354-4 |
|
R1 |
355-4 |
355-4 |
354-1 |
356-3 |
PP |
353-2 |
353-2 |
353-2 |
353-6 |
S1 |
351-4 |
351-4 |
353-3 |
352-3 |
S2 |
349-2 |
349-2 |
353-0 |
|
S3 |
345-2 |
347-4 |
352-5 |
|
S4 |
341-2 |
343-4 |
351-4 |
|
|
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 |
355-0 |
337-4 |
17-4 |
4.9% |
4-5 |
1.3% |
93% |
True |
False |
139,240 |
10 |
357-4 |
335-4 |
22-0 |
6.2% |
5-3 |
1.5% |
83% |
False |
False |
138,282 |
20 |
373-6 |
335-4 |
38-2 |
10.8% |
6-0 |
1.7% |
48% |
False |
False |
126,957 |
40 |
385-0 |
335-4 |
49-4 |
14.0% |
7-0 |
2.0% |
37% |
False |
False |
135,113 |
60 |
385-4 |
335-4 |
50-0 |
14.1% |
6-6 |
1.9% |
37% |
False |
False |
111,395 |
80 |
401-4 |
335-4 |
66-0 |
18.7% |
6-4 |
1.8% |
28% |
False |
False |
90,610 |
100 |
401-4 |
335-4 |
66-0 |
18.7% |
6-2 |
1.8% |
28% |
False |
False |
78,072 |
120 |
443-0 |
335-4 |
107-4 |
30.4% |
6-1 |
1.7% |
17% |
False |
False |
68,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
372-0 |
2.618 |
365-4 |
1.618 |
361-4 |
1.000 |
359-0 |
0.618 |
357-4 |
HIGH |
355-0 |
0.618 |
353-4 |
0.500 |
353-0 |
0.382 |
352-4 |
LOW |
351-0 |
0.618 |
348-4 |
1.000 |
347-0 |
1.618 |
344-4 |
2.618 |
340-4 |
4.250 |
334-0 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
353-4 |
352-4 |
PP |
353-2 |
351-3 |
S1 |
353-0 |
350-1 |
|