CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 17-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
353-4 |
358-4 |
5-0 |
1.4% |
338-0 |
High |
360-2 |
359-2 |
-1-0 |
-0.3% |
349-6 |
Low |
353-2 |
354-0 |
0-6 |
0.2% |
335-4 |
Close |
356-2 |
357-4 |
1-2 |
0.4% |
349-4 |
Range |
7-0 |
5-2 |
-1-6 |
-25.0% |
14-2 |
ATR |
7-0 |
6-7 |
-0-1 |
-1.8% |
0-0 |
Volume |
99,101 |
117,993 |
18,892 |
19.1% |
757,348 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
372-5 |
370-3 |
360-3 |
|
R3 |
367-3 |
365-1 |
359-0 |
|
R2 |
362-1 |
362-1 |
358-4 |
|
R1 |
359-7 |
359-7 |
358-0 |
358-3 |
PP |
356-7 |
356-7 |
356-7 |
356-2 |
S1 |
354-5 |
354-5 |
357-0 |
353-1 |
S2 |
351-5 |
351-5 |
356-4 |
|
S3 |
346-3 |
349-3 |
356-0 |
|
S4 |
341-1 |
344-1 |
354-5 |
|
|
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 |
345-2 |
15-0 |
4.2% |
4-7 |
1.4% |
82% |
False |
False |
119,581 |
10 |
360-2 |
335-4 |
24-6 |
6.9% |
5-0 |
1.4% |
89% |
False |
False |
133,467 |
20 |
373-6 |
335-4 |
38-2 |
10.7% |
6-0 |
1.7% |
58% |
False |
False |
126,933 |
40 |
385-0 |
335-4 |
49-4 |
13.8% |
6-7 |
1.9% |
44% |
False |
False |
134,370 |
60 |
385-0 |
335-4 |
49-4 |
13.8% |
6-6 |
1.9% |
44% |
False |
False |
114,087 |
80 |
401-4 |
335-4 |
66-0 |
18.5% |
6-3 |
1.8% |
33% |
False |
False |
92,329 |
100 |
401-4 |
335-4 |
66-0 |
18.5% |
6-2 |
1.7% |
33% |
False |
False |
79,834 |
120 |
443-0 |
335-4 |
107-4 |
30.1% |
6-1 |
1.7% |
20% |
False |
False |
69,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
381-4 |
2.618 |
373-0 |
1.618 |
367-6 |
1.000 |
364-4 |
0.618 |
362-4 |
HIGH |
359-2 |
0.618 |
357-2 |
0.500 |
356-5 |
0.382 |
356-0 |
LOW |
354-0 |
0.618 |
350-6 |
1.000 |
348-6 |
1.618 |
345-4 |
2.618 |
340-2 |
4.250 |
331-6 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
357-2 |
356-7 |
PP |
356-7 |
356-2 |
S1 |
356-5 |
355-5 |
|