CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 25-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
347-6 |
345-0 |
-2-6 |
-0.8% |
366-0 |
High |
347-6 |
345-2 |
-2-4 |
-0.7% |
367-0 |
Low |
342-4 |
339-0 |
-3-4 |
-1.0% |
339-0 |
Close |
344-6 |
340-4 |
-4-2 |
-1.2% |
340-4 |
Range |
5-2 |
6-2 |
1-0 |
19.0% |
28-0 |
ATR |
7-1 |
7-1 |
-0-1 |
-0.9% |
0-0 |
Volume |
100,134 |
125,609 |
25,475 |
25.4% |
598,297 |
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
360-3 |
356-5 |
344-0 |
|
R3 |
354-1 |
350-3 |
342-2 |
|
R2 |
347-7 |
347-7 |
341-5 |
|
R1 |
344-1 |
344-1 |
341-1 |
342-7 |
PP |
341-5 |
341-5 |
341-5 |
341-0 |
S1 |
337-7 |
337-7 |
339-7 |
336-5 |
S2 |
335-3 |
335-3 |
339-3 |
|
S3 |
329-1 |
331-5 |
338-6 |
|
S4 |
322-7 |
325-3 |
337-0 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
432-7 |
414-5 |
355-7 |
|
R3 |
404-7 |
386-5 |
348-2 |
|
R2 |
376-7 |
376-7 |
345-5 |
|
R1 |
358-5 |
358-5 |
343-1 |
353-6 |
PP |
348-7 |
348-7 |
348-7 |
346-3 |
S1 |
330-5 |
330-5 |
337-7 |
325-6 |
S2 |
320-7 |
320-7 |
335-3 |
|
S3 |
292-7 |
302-5 |
332-6 |
|
S4 |
264-7 |
274-5 |
325-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
367-0 |
339-0 |
28-0 |
8.2% |
7-4 |
2.2% |
5% |
False |
True |
119,659 |
10 |
367-0 |
339-0 |
28-0 |
8.2% |
6-4 |
1.9% |
5% |
False |
True |
113,626 |
20 |
371-4 |
335-4 |
36-0 |
10.6% |
6-3 |
1.9% |
14% |
False |
False |
127,403 |
40 |
385-0 |
335-4 |
49-4 |
14.5% |
6-7 |
2.0% |
10% |
False |
False |
128,673 |
60 |
385-0 |
335-4 |
49-4 |
14.5% |
6-7 |
2.0% |
10% |
False |
False |
122,271 |
80 |
398-0 |
335-4 |
62-4 |
18.4% |
6-4 |
1.9% |
8% |
False |
False |
99,222 |
100 |
401-4 |
335-4 |
66-0 |
19.4% |
6-3 |
1.9% |
8% |
False |
False |
85,665 |
120 |
442-4 |
335-4 |
107-0 |
31.4% |
6-2 |
1.8% |
5% |
False |
False |
75,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
371-6 |
2.618 |
361-5 |
1.618 |
355-3 |
1.000 |
351-4 |
0.618 |
349-1 |
HIGH |
345-2 |
0.618 |
342-7 |
0.500 |
342-1 |
0.382 |
341-3 |
LOW |
339-0 |
0.618 |
335-1 |
1.000 |
332-6 |
1.618 |
328-7 |
2.618 |
322-5 |
4.250 |
312-4 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
342-1 |
344-4 |
PP |
341-5 |
343-1 |
S1 |
341-0 |
341-7 |
|