CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 24-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
349-0 |
347-6 |
-1-2 |
-0.4% |
352-0 |
High |
350-0 |
347-6 |
-2-2 |
-0.6% |
364-0 |
Low |
346-0 |
342-4 |
-3-4 |
-1.0% |
350-4 |
Close |
346-4 |
344-6 |
-1-6 |
-0.5% |
360-6 |
Range |
4-0 |
5-2 |
1-2 |
31.3% |
13-4 |
ATR |
7-3 |
7-1 |
-0-1 |
-2.0% |
0-0 |
Volume |
106,443 |
100,134 |
-6,309 |
-5.9% |
537,970 |
|
Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
360-6 |
358-0 |
347-5 |
|
R3 |
355-4 |
352-6 |
346-2 |
|
R2 |
350-2 |
350-2 |
345-6 |
|
R1 |
347-4 |
347-4 |
345-2 |
346-2 |
PP |
345-0 |
345-0 |
345-0 |
344-3 |
S1 |
342-2 |
342-2 |
344-2 |
341-0 |
S2 |
339-6 |
339-6 |
343-6 |
|
S3 |
334-4 |
337-0 |
343-2 |
|
S4 |
329-2 |
331-6 |
341-7 |
|
|
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 |
342-4 |
24-4 |
7.1% |
7-6 |
2.2% |
9% |
False |
True |
114,904 |
10 |
367-0 |
342-4 |
24-4 |
7.1% |
6-2 |
1.8% |
9% |
False |
True |
117,243 |
20 |
373-6 |
335-4 |
38-2 |
11.1% |
6-2 |
1.8% |
24% |
False |
False |
125,973 |
40 |
385-0 |
335-4 |
49-4 |
14.4% |
6-7 |
2.0% |
19% |
False |
False |
130,680 |
60 |
385-0 |
335-4 |
49-4 |
14.4% |
6-7 |
2.0% |
19% |
False |
False |
121,329 |
80 |
399-0 |
335-4 |
63-4 |
18.4% |
6-4 |
1.9% |
15% |
False |
False |
97,893 |
100 |
401-4 |
335-4 |
66-0 |
19.1% |
6-3 |
1.9% |
14% |
False |
False |
84,642 |
120 |
443-0 |
335-4 |
107-4 |
31.2% |
6-2 |
1.8% |
9% |
False |
False |
74,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
370-0 |
2.618 |
361-4 |
1.618 |
356-2 |
1.000 |
353-0 |
0.618 |
351-0 |
HIGH |
347-6 |
0.618 |
345-6 |
0.500 |
345-1 |
0.382 |
344-4 |
LOW |
342-4 |
0.618 |
339-2 |
1.000 |
337-2 |
1.618 |
334-0 |
2.618 |
328-6 |
4.250 |
320-2 |
|
|
Fisher Pivots for day following 24-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
345-1 |
348-5 |
PP |
345-0 |
347-3 |
S1 |
344-7 |
346-0 |
|