CME Pit-Traded Corn Future September 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 |
338-4 |
363-2 |
24-6 |
7.3% |
375-2 |
High |
338-4 |
363-2 |
24-6 |
7.3% |
376-0 |
Low |
333-0 |
351-6 |
18-6 |
5.6% |
348-4 |
Close |
333-2 |
362-6 |
29-4 |
8.9% |
349-4 |
Range |
5-4 |
11-4 |
6-0 |
109.1% |
27-4 |
ATR |
7-0 |
8-6 |
1-5 |
23.2% |
0-0 |
Volume |
94,329 |
121,244 |
26,915 |
28.5% |
307,482 |
|
Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
393-6 |
389-6 |
369-1 |
|
R3 |
382-2 |
378-2 |
365-7 |
|
R2 |
370-6 |
370-6 |
364-7 |
|
R1 |
366-6 |
366-6 |
363-6 |
363-0 |
PP |
359-2 |
359-2 |
359-2 |
357-3 |
S1 |
355-2 |
355-2 |
361-6 |
351-4 |
S2 |
347-6 |
347-6 |
360-5 |
|
S3 |
336-2 |
343-6 |
359-5 |
|
S4 |
324-6 |
332-2 |
356-3 |
|
|
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 |
363-2 |
333-0 |
30-2 |
8.3% |
6-7 |
1.9% |
98% |
True |
False |
82,567 |
10 |
376-0 |
333-0 |
43-0 |
11.9% |
7-1 |
2.0% |
69% |
False |
False |
69,702 |
20 |
376-0 |
333-0 |
43-0 |
11.9% |
5-7 |
1.6% |
69% |
False |
False |
66,510 |
40 |
391-0 |
333-0 |
58-0 |
16.0% |
6-1 |
1.7% |
51% |
False |
False |
46,580 |
60 |
391-0 |
333-0 |
58-0 |
16.0% |
6-1 |
1.7% |
51% |
False |
False |
40,101 |
80 |
395-4 |
333-0 |
62-4 |
17.2% |
5-2 |
1.5% |
48% |
False |
False |
32,818 |
100 |
406-4 |
333-0 |
73-4 |
20.3% |
4-7 |
1.3% |
40% |
False |
False |
27,492 |
120 |
445-0 |
333-0 |
112-0 |
30.9% |
4-6 |
1.3% |
27% |
False |
False |
23,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
412-1 |
2.618 |
393-3 |
1.618 |
381-7 |
1.000 |
374-6 |
0.618 |
370-3 |
HIGH |
363-2 |
0.618 |
358-7 |
0.500 |
357-4 |
0.382 |
356-1 |
LOW |
351-6 |
0.618 |
344-5 |
1.000 |
340-2 |
1.618 |
333-1 |
2.618 |
321-5 |
4.250 |
302-7 |
|
|
Fisher Pivots for day following 30-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
361-0 |
357-7 |
PP |
359-2 |
353-0 |
S1 |
357-4 |
348-1 |
|