CME Pit-Traded Corn Future December 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 |
364-4 |
357-2 |
-7-2 |
-2.0% |
385-2 |
High |
365-6 |
357-4 |
-8-2 |
-2.3% |
386-4 |
Low |
359-6 |
351-4 |
-8-2 |
-2.3% |
359-6 |
Close |
360-4 |
352-6 |
-7-6 |
-2.1% |
360-4 |
Range |
6-0 |
6-0 |
0-0 |
0.0% |
26-6 |
ATR |
7-0 |
7-1 |
0-1 |
2.0% |
0-0 |
Volume |
90,462 |
51,543 |
-38,919 |
-43.0% |
386,964 |
|
Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
371-7 |
368-3 |
356-0 |
|
R3 |
365-7 |
362-3 |
354-3 |
|
R2 |
359-7 |
359-7 |
353-7 |
|
R1 |
356-3 |
356-3 |
353-2 |
355-1 |
PP |
353-7 |
353-7 |
353-7 |
353-2 |
S1 |
350-3 |
350-3 |
352-2 |
349-1 |
S2 |
347-7 |
347-7 |
351-5 |
|
S3 |
341-7 |
344-3 |
351-1 |
|
S4 |
335-7 |
338-3 |
349-4 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
449-1 |
431-5 |
375-2 |
|
R3 |
422-3 |
404-7 |
367-7 |
|
R2 |
395-5 |
395-5 |
365-3 |
|
R1 |
378-1 |
378-1 |
363-0 |
373-4 |
PP |
368-7 |
368-7 |
368-7 |
366-5 |
S1 |
351-3 |
351-3 |
358-0 |
346-6 |
S2 |
342-1 |
342-1 |
355-5 |
|
S3 |
315-3 |
324-5 |
353-1 |
|
S4 |
288-5 |
297-7 |
345-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
374-2 |
351-4 |
22-6 |
6.4% |
6-0 |
1.7% |
5% |
False |
True |
72,950 |
10 |
386-4 |
351-4 |
35-0 |
9.9% |
6-6 |
1.9% |
4% |
False |
True |
68,460 |
20 |
386-4 |
351-4 |
35-0 |
9.9% |
6-0 |
1.7% |
4% |
False |
True |
62,500 |
40 |
398-0 |
351-4 |
46-4 |
13.2% |
6-2 |
1.8% |
3% |
False |
True |
55,226 |
60 |
398-0 |
351-4 |
46-4 |
13.2% |
6-2 |
1.8% |
3% |
False |
True |
51,204 |
80 |
412-4 |
351-4 |
61-0 |
17.3% |
6-0 |
1.7% |
2% |
False |
True |
44,923 |
100 |
414-4 |
351-4 |
63-0 |
17.9% |
5-6 |
1.6% |
2% |
False |
True |
40,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
383-0 |
2.618 |
373-2 |
1.618 |
367-2 |
1.000 |
363-4 |
0.618 |
361-2 |
HIGH |
357-4 |
0.618 |
355-2 |
0.500 |
354-4 |
0.382 |
353-6 |
LOW |
351-4 |
0.618 |
347-6 |
1.000 |
345-4 |
1.618 |
341-6 |
2.618 |
335-6 |
4.250 |
326-0 |
|
|
Fisher Pivots for day following 28-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
354-4 |
359-7 |
PP |
353-7 |
357-4 |
S1 |
353-3 |
355-1 |
|