CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 29-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
338-0 |
329-4 |
-8-4 |
-2.5% |
366-0 |
High |
338-2 |
330-0 |
-8-2 |
-2.4% |
367-0 |
Low |
332-2 |
324-4 |
-7-6 |
-2.3% |
339-0 |
Close |
333-6 |
325-0 |
-8-6 |
-2.6% |
340-4 |
Range |
6-0 |
5-4 |
-0-4 |
-8.3% |
28-0 |
ATR |
7-2 |
7-3 |
0-1 |
2.0% |
0-0 |
Volume |
102,191 |
123,243 |
21,052 |
20.6% |
598,297 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
343-0 |
339-4 |
328-0 |
|
R3 |
337-4 |
334-0 |
326-4 |
|
R2 |
332-0 |
332-0 |
326-0 |
|
R1 |
328-4 |
328-4 |
325-4 |
327-4 |
PP |
326-4 |
326-4 |
326-4 |
326-0 |
S1 |
323-0 |
323-0 |
324-4 |
322-0 |
S2 |
321-0 |
321-0 |
324-0 |
|
S3 |
315-4 |
317-4 |
323-4 |
|
S4 |
310-0 |
312-0 |
322-0 |
|
|
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 |
350-0 |
324-4 |
25-4 |
7.8% |
5-3 |
1.7% |
2% |
False |
True |
111,524 |
10 |
367-0 |
324-4 |
42-4 |
13.1% |
6-7 |
2.1% |
1% |
False |
True |
114,266 |
20 |
367-0 |
324-4 |
42-4 |
13.1% |
6-1 |
1.9% |
1% |
False |
True |
126,274 |
40 |
385-0 |
324-4 |
60-4 |
18.6% |
6-6 |
2.1% |
1% |
False |
True |
125,430 |
60 |
385-0 |
324-4 |
60-4 |
18.6% |
7-0 |
2.2% |
1% |
False |
True |
124,987 |
80 |
388-2 |
324-4 |
63-6 |
19.6% |
6-4 |
2.0% |
1% |
False |
True |
101,472 |
100 |
401-4 |
324-4 |
77-0 |
23.7% |
6-3 |
2.0% |
1% |
False |
True |
87,141 |
120 |
442-4 |
324-4 |
118-0 |
36.3% |
6-2 |
1.9% |
0% |
False |
True |
76,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
353-3 |
2.618 |
344-3 |
1.618 |
338-7 |
1.000 |
335-4 |
0.618 |
333-3 |
HIGH |
330-0 |
0.618 |
327-7 |
0.500 |
327-2 |
0.382 |
326-5 |
LOW |
324-4 |
0.618 |
321-1 |
1.000 |
319-0 |
1.618 |
315-5 |
2.618 |
310-1 |
4.250 |
301-1 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
327-2 |
334-7 |
PP |
326-4 |
331-5 |
S1 |
325-6 |
328-2 |
|