CME Pit-Traded Corn Future September 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 |
346-4 |
338-4 |
-8-0 |
-2.3% |
375-2 |
High |
347-0 |
338-4 |
-8-4 |
-2.4% |
376-0 |
Low |
341-0 |
333-0 |
-8-0 |
-2.3% |
348-4 |
Close |
342-2 |
333-2 |
-9-0 |
-2.6% |
349-4 |
Range |
6-0 |
5-4 |
-0-4 |
-8.3% |
27-4 |
ATR |
6-7 |
7-0 |
0-1 |
2.5% |
0-0 |
Volume |
64,732 |
94,329 |
29,597 |
45.7% |
307,482 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
351-3 |
347-7 |
336-2 |
|
R3 |
345-7 |
342-3 |
334-6 |
|
R2 |
340-3 |
340-3 |
334-2 |
|
R1 |
336-7 |
336-7 |
333-6 |
335-7 |
PP |
334-7 |
334-7 |
334-7 |
334-4 |
S1 |
331-3 |
331-3 |
332-6 |
330-3 |
S2 |
329-3 |
329-3 |
332-2 |
|
S3 |
323-7 |
325-7 |
331-6 |
|
S4 |
318-3 |
320-3 |
330-2 |
|
|
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 |
359-2 |
333-0 |
26-2 |
7.9% |
5-4 |
1.7% |
1% |
False |
True |
67,960 |
10 |
376-0 |
333-0 |
43-0 |
12.9% |
6-5 |
2.0% |
1% |
False |
True |
62,731 |
20 |
376-0 |
333-0 |
43-0 |
12.9% |
5-6 |
1.7% |
1% |
False |
True |
62,548 |
40 |
391-0 |
333-0 |
58-0 |
17.4% |
6-0 |
1.8% |
0% |
False |
True |
43,903 |
60 |
391-0 |
333-0 |
58-0 |
17.4% |
6-0 |
1.8% |
0% |
False |
True |
38,352 |
80 |
397-0 |
333-0 |
64-0 |
19.2% |
5-2 |
1.6% |
0% |
False |
True |
31,470 |
100 |
406-4 |
333-0 |
73-4 |
22.1% |
4-6 |
1.4% |
0% |
False |
True |
26,363 |
120 |
445-0 |
333-0 |
112-0 |
33.6% |
4-5 |
1.4% |
0% |
False |
True |
22,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
361-7 |
2.618 |
352-7 |
1.618 |
347-3 |
1.000 |
344-0 |
0.618 |
341-7 |
HIGH |
338-4 |
0.618 |
336-3 |
0.500 |
335-6 |
0.382 |
335-1 |
LOW |
333-0 |
0.618 |
329-5 |
1.000 |
327-4 |
1.618 |
324-1 |
2.618 |
318-5 |
4.250 |
309-5 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
335-6 |
343-5 |
PP |
334-7 |
340-1 |
S1 |
334-1 |
336-6 |
|