CME Pit-Traded Corn Future September 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 |
363-2 |
363-0 |
-0-2 |
-0.1% |
375-2 |
High |
363-2 |
376-4 |
13-2 |
3.6% |
376-0 |
Low |
351-6 |
360-2 |
8-4 |
2.4% |
348-4 |
Close |
362-6 |
373-2 |
10-4 |
2.9% |
349-4 |
Range |
11-4 |
16-2 |
4-6 |
41.3% |
27-4 |
ATR |
8-6 |
9-2 |
0-4 |
6.2% |
0-0 |
Volume |
121,244 |
164,649 |
43,405 |
35.8% |
307,482 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
418-6 |
412-2 |
382-2 |
|
R3 |
402-4 |
396-0 |
377-6 |
|
R2 |
386-2 |
386-2 |
376-2 |
|
R1 |
379-6 |
379-6 |
374-6 |
383-0 |
PP |
370-0 |
370-0 |
370-0 |
371-5 |
S1 |
363-4 |
363-4 |
371-6 |
366-6 |
S2 |
353-6 |
353-6 |
370-2 |
|
S3 |
337-4 |
347-2 |
368-6 |
|
S4 |
321-2 |
331-0 |
364-2 |
|
|
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 |
376-4 |
333-0 |
43-4 |
11.7% |
9-0 |
2.4% |
93% |
True |
False |
103,988 |
10 |
376-4 |
333-0 |
43-4 |
11.7% |
8-2 |
2.2% |
93% |
True |
False |
80,725 |
20 |
376-4 |
333-0 |
43-4 |
11.7% |
6-3 |
1.7% |
93% |
True |
False |
72,836 |
40 |
391-0 |
333-0 |
58-0 |
15.5% |
6-3 |
1.7% |
69% |
False |
False |
50,188 |
60 |
391-0 |
333-0 |
58-0 |
15.5% |
6-2 |
1.7% |
69% |
False |
False |
42,673 |
80 |
395-4 |
333-0 |
62-4 |
16.7% |
5-4 |
1.5% |
64% |
False |
False |
34,695 |
100 |
406-4 |
333-0 |
73-4 |
19.7% |
5-0 |
1.3% |
55% |
False |
False |
29,102 |
120 |
444-6 |
333-0 |
111-6 |
29.9% |
4-6 |
1.3% |
36% |
False |
False |
25,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
445-4 |
2.618 |
419-0 |
1.618 |
402-6 |
1.000 |
392-6 |
0.618 |
386-4 |
HIGH |
376-4 |
0.618 |
370-2 |
0.500 |
368-3 |
0.382 |
366-4 |
LOW |
360-2 |
0.618 |
350-2 |
1.000 |
344-0 |
1.618 |
334-0 |
2.618 |
317-6 |
4.250 |
291-2 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
371-5 |
367-1 |
PP |
370-0 |
360-7 |
S1 |
368-3 |
354-6 |
|