CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 01-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
355-0 |
354-0 |
-1-0 |
-0.3% |
366-0 |
High |
357-0 |
367-0 |
10-0 |
2.8% |
367-0 |
Low |
346-4 |
352-0 |
5-4 |
1.6% |
339-0 |
Close |
354-2 |
365-4 |
11-2 |
3.2% |
340-4 |
Range |
10-4 |
15-0 |
4-4 |
42.9% |
28-0 |
ATR |
9-1 |
9-4 |
0-3 |
4.6% |
0-0 |
Volume |
116,715 |
65,209 |
-51,506 |
-44.1% |
598,297 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
406-4 |
401-0 |
373-6 |
|
R3 |
391-4 |
386-0 |
369-5 |
|
R2 |
376-4 |
376-4 |
368-2 |
|
R1 |
371-0 |
371-0 |
366-7 |
373-6 |
PP |
361-4 |
361-4 |
361-4 |
362-7 |
S1 |
356-0 |
356-0 |
364-1 |
358-6 |
S2 |
346-4 |
346-4 |
362-6 |
|
S3 |
331-4 |
341-0 |
361-3 |
|
S4 |
316-4 |
326-0 |
357-2 |
|
|
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 |
324-4 |
42-4 |
11.6% |
8-5 |
2.4% |
96% |
True |
False |
106,593 |
10 |
367-0 |
324-4 |
42-4 |
11.6% |
8-1 |
2.2% |
96% |
True |
False |
110,749 |
20 |
367-0 |
324-4 |
42-4 |
11.6% |
6-4 |
1.8% |
96% |
True |
False |
122,108 |
40 |
385-0 |
324-4 |
60-4 |
16.6% |
6-7 |
1.9% |
68% |
False |
False |
123,977 |
60 |
385-0 |
324-4 |
60-4 |
16.6% |
7-1 |
2.0% |
68% |
False |
False |
126,316 |
80 |
387-4 |
324-4 |
63-0 |
17.2% |
6-6 |
1.8% |
65% |
False |
False |
103,008 |
100 |
401-4 |
324-4 |
77-0 |
21.1% |
6-4 |
1.8% |
53% |
False |
False |
88,153 |
120 |
441-4 |
324-4 |
117-0 |
32.0% |
6-3 |
1.7% |
35% |
False |
False |
78,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
430-6 |
2.618 |
406-2 |
1.618 |
391-2 |
1.000 |
382-0 |
0.618 |
376-2 |
HIGH |
367-0 |
0.618 |
361-2 |
0.500 |
359-4 |
0.382 |
357-6 |
LOW |
352-0 |
0.618 |
342-6 |
1.000 |
337-0 |
1.618 |
327-6 |
2.618 |
312-6 |
4.250 |
288-2 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
363-4 |
358-7 |
PP |
361-4 |
352-3 |
S1 |
359-4 |
345-6 |
|