CME Pit-Traded Corn Future July 2010
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
354-0 |
349-0 |
-5-0 |
-1.4% |
352-0 |
| High |
354-6 |
350-0 |
-4-6 |
-1.3% |
364-0 |
| Low |
348-4 |
346-0 |
-2-4 |
-0.7% |
350-4 |
| Close |
351-4 |
346-4 |
-5-0 |
-1.4% |
360-6 |
| Range |
6-2 |
4-0 |
-2-2 |
-36.0% |
13-4 |
| ATR |
7-4 |
7-3 |
-0-1 |
-1.9% |
0-0 |
| Volume |
149,983 |
106,443 |
-43,540 |
-29.0% |
537,970 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
359-4 |
357-0 |
348-6 |
|
| R3 |
355-4 |
353-0 |
347-5 |
|
| R2 |
351-4 |
351-4 |
347-2 |
|
| R1 |
349-0 |
349-0 |
346-7 |
348-2 |
| PP |
347-4 |
347-4 |
347-4 |
347-1 |
| S1 |
345-0 |
345-0 |
346-1 |
344-2 |
| S2 |
343-4 |
343-4 |
345-6 |
|
| S3 |
339-4 |
341-0 |
345-3 |
|
| S4 |
335-4 |
337-0 |
344-2 |
|
|
| 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 |
346-0 |
21-0 |
6.1% |
7-6 |
2.2% |
2% |
False |
True |
118,476 |
| 10 |
367-0 |
340-0 |
27-0 |
7.8% |
6-4 |
1.9% |
24% |
False |
False |
121,664 |
| 20 |
373-6 |
335-4 |
38-2 |
11.0% |
6-1 |
1.8% |
29% |
False |
False |
127,093 |
| 40 |
385-0 |
335-4 |
49-4 |
14.3% |
7-0 |
2.0% |
22% |
False |
False |
132,058 |
| 60 |
385-0 |
335-4 |
49-4 |
14.3% |
6-7 |
2.0% |
22% |
False |
False |
120,384 |
| 80 |
399-0 |
335-4 |
63-4 |
18.3% |
6-5 |
1.9% |
17% |
False |
False |
96,993 |
| 100 |
401-4 |
335-4 |
66-0 |
19.0% |
6-3 |
1.8% |
17% |
False |
False |
83,866 |
| 120 |
443-0 |
335-4 |
107-4 |
31.0% |
6-2 |
1.8% |
10% |
False |
False |
73,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
367-0 |
|
2.618 |
360-4 |
|
1.618 |
356-4 |
|
1.000 |
354-0 |
|
0.618 |
352-4 |
|
HIGH |
350-0 |
|
0.618 |
348-4 |
|
0.500 |
348-0 |
|
0.382 |
347-4 |
|
LOW |
346-0 |
|
0.618 |
343-4 |
|
1.000 |
342-0 |
|
1.618 |
339-4 |
|
2.618 |
335-4 |
|
4.250 |
329-0 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
348-0 |
356-4 |
| PP |
347-4 |
353-1 |
| S1 |
347-0 |
349-7 |
|