CME Pit-Traded Corn Future July 2010
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
329-4 |
355-0 |
25-4 |
7.7% |
366-0 |
| High |
330-0 |
357-0 |
27-0 |
8.2% |
367-0 |
| Low |
324-4 |
346-4 |
22-0 |
6.8% |
339-0 |
| Close |
325-0 |
354-2 |
29-2 |
9.0% |
340-4 |
| Range |
5-4 |
10-4 |
5-0 |
90.9% |
28-0 |
| ATR |
7-3 |
9-1 |
1-6 |
24.0% |
0-0 |
| Volume |
123,243 |
116,715 |
-6,528 |
-5.3% |
598,297 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
384-1 |
379-5 |
360-0 |
|
| R3 |
373-5 |
369-1 |
357-1 |
|
| R2 |
363-1 |
363-1 |
356-1 |
|
| R1 |
358-5 |
358-5 |
355-2 |
355-5 |
| PP |
352-5 |
352-5 |
352-5 |
351-0 |
| S1 |
348-1 |
348-1 |
353-2 |
345-1 |
| S2 |
342-1 |
342-1 |
352-3 |
|
| S3 |
331-5 |
337-5 |
351-3 |
|
| S4 |
321-1 |
327-1 |
348-4 |
|
|
| 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 |
357-0 |
324-4 |
32-4 |
9.2% |
6-6 |
1.9% |
92% |
True |
False |
113,578 |
| 10 |
367-0 |
324-4 |
42-4 |
12.0% |
7-2 |
2.0% |
70% |
False |
False |
116,027 |
| 20 |
367-0 |
324-4 |
42-4 |
12.0% |
6-1 |
1.7% |
70% |
False |
False |
125,241 |
| 40 |
385-0 |
324-4 |
60-4 |
17.1% |
6-7 |
1.9% |
49% |
False |
False |
125,645 |
| 60 |
385-0 |
324-4 |
60-4 |
17.1% |
7-1 |
2.0% |
49% |
False |
False |
126,052 |
| 80 |
387-4 |
324-4 |
63-0 |
17.8% |
6-5 |
1.9% |
47% |
False |
False |
102,467 |
| 100 |
401-4 |
324-4 |
77-0 |
21.7% |
6-3 |
1.8% |
39% |
False |
False |
87,877 |
| 120 |
442-4 |
324-4 |
118-0 |
33.3% |
6-3 |
1.8% |
25% |
False |
False |
77,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
401-5 |
|
2.618 |
384-4 |
|
1.618 |
374-0 |
|
1.000 |
367-4 |
|
0.618 |
363-4 |
|
HIGH |
357-0 |
|
0.618 |
353-0 |
|
0.500 |
351-6 |
|
0.382 |
350-4 |
|
LOW |
346-4 |
|
0.618 |
340-0 |
|
1.000 |
336-0 |
|
1.618 |
329-4 |
|
2.618 |
319-0 |
|
4.250 |
301-7 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
353-3 |
349-6 |
| PP |
352-5 |
345-2 |
| S1 |
351-6 |
340-6 |
|