CME Pit-Traded Corn Future December 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 |
357-2 |
348-2 |
-9-0 |
-2.5% |
385-2 |
High |
357-4 |
349-0 |
-8-4 |
-2.4% |
386-4 |
Low |
351-4 |
343-2 |
-8-2 |
-2.3% |
359-6 |
Close |
352-6 |
344-0 |
-8-6 |
-2.5% |
360-4 |
Range |
6-0 |
5-6 |
-0-2 |
-4.2% |
26-6 |
ATR |
7-1 |
7-2 |
0-1 |
2.4% |
0-0 |
Volume |
51,543 |
95,263 |
43,720 |
84.8% |
386,964 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
362-5 |
359-1 |
347-1 |
|
R3 |
356-7 |
353-3 |
345-5 |
|
R2 |
351-1 |
351-1 |
345-0 |
|
R1 |
347-5 |
347-5 |
344-4 |
346-4 |
PP |
345-3 |
345-3 |
345-3 |
344-7 |
S1 |
341-7 |
341-7 |
343-4 |
340-6 |
S2 |
339-5 |
339-5 |
343-0 |
|
S3 |
333-7 |
336-1 |
342-3 |
|
S4 |
328-1 |
330-3 |
340-7 |
|
|
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 |
370-2 |
343-2 |
27-0 |
7.8% |
6-0 |
1.7% |
3% |
False |
True |
73,597 |
10 |
386-4 |
343-2 |
43-2 |
12.6% |
6-7 |
2.0% |
2% |
False |
True |
71,975 |
20 |
386-4 |
343-2 |
43-2 |
12.6% |
6-0 |
1.7% |
2% |
False |
True |
65,057 |
40 |
398-0 |
343-2 |
54-6 |
15.9% |
6-2 |
1.8% |
1% |
False |
True |
56,365 |
60 |
398-0 |
343-2 |
54-6 |
15.9% |
6-3 |
1.9% |
1% |
False |
True |
52,361 |
80 |
405-2 |
343-2 |
62-0 |
18.0% |
5-7 |
1.7% |
1% |
False |
True |
45,839 |
100 |
414-4 |
343-2 |
71-2 |
20.7% |
5-6 |
1.7% |
1% |
False |
True |
41,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
373-4 |
2.618 |
364-0 |
1.618 |
358-2 |
1.000 |
354-6 |
0.618 |
352-4 |
HIGH |
349-0 |
0.618 |
346-6 |
0.500 |
346-1 |
0.382 |
345-4 |
LOW |
343-2 |
0.618 |
339-6 |
1.000 |
337-4 |
1.618 |
334-0 |
2.618 |
328-2 |
4.250 |
318-6 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
346-1 |
354-4 |
PP |
345-3 |
351-0 |
S1 |
344-6 |
347-4 |
|