CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 18-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
358-4 |
357-0 |
-1-4 |
-0.4% |
352-0 |
High |
359-2 |
364-0 |
4-6 |
1.3% |
364-0 |
Low |
354-0 |
356-4 |
2-4 |
0.7% |
350-4 |
Close |
357-4 |
360-6 |
3-2 |
0.9% |
360-6 |
Range |
5-2 |
7-4 |
2-2 |
42.9% |
13-4 |
ATR |
6-7 |
6-7 |
0-0 |
0.6% |
0-0 |
Volume |
117,993 |
101,835 |
-16,158 |
-13.7% |
537,970 |
|
Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
382-7 |
379-3 |
364-7 |
|
R3 |
375-3 |
371-7 |
362-6 |
|
R2 |
367-7 |
367-7 |
362-1 |
|
R1 |
364-3 |
364-3 |
361-4 |
366-1 |
PP |
360-3 |
360-3 |
360-3 |
361-2 |
S1 |
356-7 |
356-7 |
360-0 |
358-5 |
S2 |
352-7 |
352-7 |
359-3 |
|
S3 |
345-3 |
349-3 |
358-6 |
|
S4 |
337-7 |
341-7 |
356-5 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
398-7 |
393-3 |
368-1 |
|
R3 |
385-3 |
379-7 |
364-4 |
|
R2 |
371-7 |
371-7 |
363-2 |
|
R1 |
366-3 |
366-3 |
362-0 |
369-1 |
PP |
358-3 |
358-3 |
358-3 |
359-6 |
S1 |
352-7 |
352-7 |
359-4 |
355-5 |
S2 |
344-7 |
344-7 |
358-2 |
|
S3 |
331-3 |
339-3 |
357-0 |
|
S4 |
317-7 |
325-7 |
353-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
364-0 |
350-4 |
13-4 |
3.7% |
5-4 |
1.5% |
76% |
True |
False |
107,594 |
10 |
364-0 |
335-4 |
28-4 |
7.9% |
5-0 |
1.4% |
89% |
True |
False |
129,531 |
20 |
373-6 |
335-4 |
38-2 |
10.6% |
5-7 |
1.6% |
66% |
False |
False |
126,252 |
40 |
385-0 |
335-4 |
49-4 |
13.7% |
6-7 |
1.9% |
51% |
False |
False |
133,188 |
60 |
385-0 |
335-4 |
49-4 |
13.7% |
6-6 |
1.9% |
51% |
False |
False |
115,392 |
80 |
401-4 |
335-4 |
66-0 |
18.3% |
6-4 |
1.8% |
38% |
False |
False |
93,313 |
100 |
401-4 |
335-4 |
66-0 |
18.3% |
6-2 |
1.7% |
38% |
False |
False |
80,702 |
120 |
443-0 |
335-4 |
107-4 |
29.8% |
6-2 |
1.7% |
23% |
False |
False |
70,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
395-7 |
2.618 |
383-5 |
1.618 |
376-1 |
1.000 |
371-4 |
0.618 |
368-5 |
HIGH |
364-0 |
0.618 |
361-1 |
0.500 |
360-2 |
0.382 |
359-3 |
LOW |
356-4 |
0.618 |
351-7 |
1.000 |
349-0 |
1.618 |
344-3 |
2.618 |
336-7 |
4.250 |
324-5 |
|
|
Fisher Pivots for day following 18-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
360-5 |
360-0 |
PP |
360-3 |
359-3 |
S1 |
360-2 |
358-5 |
|