CME Pit-Traded Corn Future July 2010
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
345-0 |
338-0 |
-7-0 |
-2.0% |
366-0 |
| High |
345-2 |
338-2 |
-7-0 |
-2.0% |
367-0 |
| Low |
339-0 |
332-2 |
-6-6 |
-2.0% |
339-0 |
| Close |
340-4 |
333-6 |
-6-6 |
-2.0% |
340-4 |
| Range |
6-2 |
6-0 |
-0-2 |
-4.0% |
28-0 |
| ATR |
7-1 |
7-2 |
0-1 |
1.1% |
0-0 |
| Volume |
125,609 |
102,191 |
-23,418 |
-18.6% |
598,297 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
352-6 |
349-2 |
337-0 |
|
| R3 |
346-6 |
343-2 |
335-3 |
|
| R2 |
340-6 |
340-6 |
334-7 |
|
| R1 |
337-2 |
337-2 |
334-2 |
336-0 |
| PP |
334-6 |
334-6 |
334-6 |
334-1 |
| S1 |
331-2 |
331-2 |
333-2 |
330-0 |
| S2 |
328-6 |
328-6 |
332-5 |
|
| S3 |
322-6 |
325-2 |
332-1 |
|
| S4 |
316-6 |
319-2 |
330-4 |
|
|
| 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 |
354-6 |
332-2 |
22-4 |
6.7% |
5-4 |
1.7% |
7% |
False |
True |
116,872 |
| 10 |
367-0 |
332-2 |
34-6 |
10.4% |
6-6 |
2.0% |
4% |
False |
True |
113,212 |
| 20 |
367-0 |
332-2 |
34-6 |
10.4% |
6-1 |
1.8% |
4% |
False |
True |
127,649 |
| 40 |
385-0 |
332-2 |
52-6 |
15.8% |
6-6 |
2.0% |
3% |
False |
True |
125,724 |
| 60 |
385-0 |
332-2 |
52-6 |
15.8% |
7-0 |
2.1% |
3% |
False |
True |
122,941 |
| 80 |
398-0 |
332-2 |
65-6 |
19.7% |
6-5 |
2.0% |
2% |
False |
True |
100,221 |
| 100 |
401-4 |
332-2 |
69-2 |
20.7% |
6-3 |
1.9% |
2% |
False |
True |
86,329 |
| 120 |
442-4 |
332-2 |
110-2 |
33.0% |
6-2 |
1.9% |
1% |
False |
True |
75,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
363-6 |
|
2.618 |
354-0 |
|
1.618 |
348-0 |
|
1.000 |
344-2 |
|
0.618 |
342-0 |
|
HIGH |
338-2 |
|
0.618 |
336-0 |
|
0.500 |
335-2 |
|
0.382 |
334-4 |
|
LOW |
332-2 |
|
0.618 |
328-4 |
|
1.000 |
326-2 |
|
1.618 |
322-4 |
|
2.618 |
316-4 |
|
4.250 |
306-6 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
335-2 |
340-0 |
| PP |
334-6 |
337-7 |
| S1 |
334-2 |
335-7 |
|