CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 21-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
357-0 |
366-0 |
9-0 |
2.5% |
352-0 |
High |
364-0 |
367-0 |
3-0 |
0.8% |
364-0 |
Low |
356-4 |
351-4 |
-5-0 |
-1.4% |
350-4 |
Close |
360-6 |
355-0 |
-5-6 |
-1.6% |
360-6 |
Range |
7-4 |
15-4 |
8-0 |
106.7% |
13-4 |
ATR |
6-7 |
7-4 |
0-5 |
8.8% |
0-0 |
Volume |
101,835 |
116,128 |
14,293 |
14.0% |
537,970 |
|
Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
404-3 |
395-1 |
363-4 |
|
R3 |
388-7 |
379-5 |
359-2 |
|
R2 |
373-3 |
373-3 |
357-7 |
|
R1 |
364-1 |
364-1 |
356-3 |
361-0 |
PP |
357-7 |
357-7 |
357-7 |
356-2 |
S1 |
348-5 |
348-5 |
353-5 |
345-4 |
S2 |
342-3 |
342-3 |
352-1 |
|
S3 |
326-7 |
333-1 |
350-6 |
|
S4 |
311-3 |
317-5 |
346-4 |
|
|
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 |
367-0 |
351-0 |
16-0 |
4.5% |
7-7 |
2.2% |
25% |
True |
False |
109,553 |
10 |
367-0 |
335-6 |
31-2 |
8.8% |
6-2 |
1.8% |
62% |
True |
False |
127,220 |
20 |
373-6 |
335-4 |
38-2 |
10.8% |
6-1 |
1.7% |
51% |
False |
False |
126,444 |
40 |
385-0 |
335-4 |
49-4 |
13.9% |
7-1 |
2.0% |
39% |
False |
False |
132,858 |
60 |
385-0 |
335-4 |
49-4 |
13.9% |
6-7 |
1.9% |
39% |
False |
False |
116,960 |
80 |
401-4 |
335-4 |
66-0 |
18.6% |
6-5 |
1.9% |
30% |
False |
False |
94,508 |
100 |
401-4 |
335-4 |
66-0 |
18.6% |
6-3 |
1.8% |
30% |
False |
False |
81,693 |
120 |
443-0 |
335-4 |
107-4 |
30.3% |
6-2 |
1.8% |
18% |
False |
False |
71,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
432-7 |
2.618 |
407-5 |
1.618 |
392-1 |
1.000 |
382-4 |
0.618 |
376-5 |
HIGH |
367-0 |
0.618 |
361-1 |
0.500 |
359-2 |
0.382 |
357-3 |
LOW |
351-4 |
0.618 |
341-7 |
1.000 |
336-0 |
1.618 |
326-3 |
2.618 |
310-7 |
4.250 |
285-5 |
|
|
Fisher Pivots for day following 21-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
359-2 |
359-2 |
PP |
357-7 |
357-7 |
S1 |
356-3 |
356-3 |
|