CME Pit-Traded Corn Future September 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 |
354-0 |
346-4 |
-7-4 |
-2.1% |
375-2 |
High |
354-2 |
347-0 |
-7-2 |
-2.0% |
376-0 |
Low |
348-4 |
341-0 |
-7-4 |
-2.2% |
348-4 |
Close |
349-4 |
342-2 |
-7-2 |
-2.1% |
349-4 |
Range |
5-6 |
6-0 |
0-2 |
4.3% |
27-4 |
ATR |
6-6 |
6-7 |
0-1 |
1.8% |
0-0 |
Volume |
74,987 |
64,732 |
-10,255 |
-13.7% |
307,482 |
|
Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
361-3 |
357-7 |
345-4 |
|
R3 |
355-3 |
351-7 |
343-7 |
|
R2 |
349-3 |
349-3 |
343-3 |
|
R1 |
345-7 |
345-7 |
342-6 |
344-5 |
PP |
343-3 |
343-3 |
343-3 |
342-6 |
S1 |
339-7 |
339-7 |
341-6 |
338-5 |
S2 |
337-3 |
337-3 |
341-1 |
|
S3 |
331-3 |
333-7 |
340-5 |
|
S4 |
325-3 |
327-7 |
339-0 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
440-4 |
422-4 |
364-5 |
|
R3 |
413-0 |
395-0 |
357-0 |
|
R2 |
385-4 |
385-4 |
354-4 |
|
R1 |
367-4 |
367-4 |
352-0 |
362-6 |
PP |
358-0 |
358-0 |
358-0 |
355-5 |
S1 |
340-0 |
340-0 |
347-0 |
335-2 |
S2 |
330-4 |
330-4 |
344-4 |
|
S3 |
303-0 |
312-4 |
342-0 |
|
S4 |
275-4 |
285-0 |
334-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
364-0 |
341-0 |
23-0 |
6.7% |
5-5 |
1.7% |
5% |
False |
True |
62,207 |
10 |
376-0 |
341-0 |
35-0 |
10.2% |
6-3 |
1.9% |
4% |
False |
True |
58,256 |
20 |
376-0 |
341-0 |
35-0 |
10.2% |
5-6 |
1.7% |
4% |
False |
True |
60,011 |
40 |
391-0 |
341-0 |
50-0 |
14.6% |
6-0 |
1.7% |
3% |
False |
True |
42,100 |
60 |
391-0 |
341-0 |
50-0 |
14.6% |
6-0 |
1.7% |
3% |
False |
True |
36,927 |
80 |
405-0 |
341-0 |
64-0 |
18.7% |
5-2 |
1.5% |
2% |
False |
True |
30,428 |
100 |
406-4 |
341-0 |
65-4 |
19.1% |
4-6 |
1.4% |
2% |
False |
True |
25,467 |
120 |
445-0 |
341-0 |
104-0 |
30.4% |
4-5 |
1.3% |
1% |
False |
True |
21,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
372-4 |
2.618 |
362-6 |
1.618 |
356-6 |
1.000 |
353-0 |
0.618 |
350-6 |
HIGH |
347-0 |
0.618 |
344-6 |
0.500 |
344-0 |
0.382 |
343-2 |
LOW |
341-0 |
0.618 |
337-2 |
1.000 |
335-0 |
1.618 |
331-2 |
2.618 |
325-2 |
4.250 |
315-4 |
|
|
Fisher Pivots for day following 28-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
344-0 |
348-7 |
PP |
343-3 |
346-5 |
S1 |
342-7 |
344-4 |
|