CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 16-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
353-2 |
353-4 |
0-2 |
0.1% |
338-0 |
High |
355-0 |
360-2 |
5-2 |
1.5% |
349-6 |
Low |
351-0 |
353-2 |
2-2 |
0.6% |
335-4 |
Close |
353-6 |
356-2 |
2-4 |
0.7% |
349-4 |
Range |
4-0 |
7-0 |
3-0 |
75.0% |
14-2 |
ATR |
7-0 |
7-0 |
0-0 |
0.0% |
0-0 |
Volume |
112,712 |
99,101 |
-13,611 |
-12.1% |
757,348 |
|
Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
377-5 |
373-7 |
360-1 |
|
R3 |
370-5 |
366-7 |
358-1 |
|
R2 |
363-5 |
363-5 |
357-4 |
|
R1 |
359-7 |
359-7 |
356-7 |
361-6 |
PP |
356-5 |
356-5 |
356-5 |
357-4 |
S1 |
352-7 |
352-7 |
355-5 |
354-6 |
S2 |
349-5 |
349-5 |
355-0 |
|
S3 |
342-5 |
345-7 |
354-3 |
|
S4 |
335-5 |
338-7 |
352-3 |
|
|
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 |
360-2 |
340-0 |
20-2 |
5.7% |
5-2 |
1.5% |
80% |
True |
False |
124,853 |
10 |
360-2 |
335-4 |
24-6 |
6.9% |
5-1 |
1.4% |
84% |
True |
False |
134,455 |
20 |
373-6 |
335-4 |
38-2 |
10.7% |
6-1 |
1.7% |
54% |
False |
False |
126,277 |
40 |
385-0 |
335-4 |
49-4 |
13.9% |
7-0 |
1.9% |
42% |
False |
False |
134,459 |
60 |
385-0 |
335-4 |
49-4 |
13.9% |
6-7 |
1.9% |
42% |
False |
False |
112,796 |
80 |
401-4 |
335-4 |
66-0 |
18.5% |
6-3 |
1.8% |
31% |
False |
False |
91,446 |
100 |
401-4 |
335-4 |
66-0 |
18.5% |
6-2 |
1.7% |
31% |
False |
False |
78,885 |
120 |
443-0 |
335-4 |
107-4 |
30.2% |
6-1 |
1.7% |
19% |
False |
False |
69,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
390-0 |
2.618 |
378-5 |
1.618 |
371-5 |
1.000 |
367-2 |
0.618 |
364-5 |
HIGH |
360-2 |
0.618 |
357-5 |
0.500 |
356-6 |
0.382 |
355-7 |
LOW |
353-2 |
0.618 |
348-7 |
1.000 |
346-2 |
1.618 |
341-7 |
2.618 |
334-7 |
4.250 |
323-4 |
|
|
Fisher Pivots for day following 16-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
356-6 |
356-0 |
PP |
356-5 |
355-5 |
S1 |
356-3 |
355-3 |
|