CME Pit-Traded Corn Future December 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 |
373-0 |
373-2 |
0-2 |
0.1% |
385-2 |
High |
374-0 |
386-4 |
12-4 |
3.3% |
386-4 |
Low |
367-2 |
371-0 |
3-6 |
1.0% |
359-6 |
Close |
373-4 |
384-4 |
11-0 |
2.9% |
360-4 |
Range |
6-6 |
15-4 |
8-6 |
129.6% |
26-6 |
ATR |
8-7 |
9-3 |
0-4 |
5.3% |
0-0 |
Volume |
116,167 |
217,089 |
100,922 |
86.9% |
386,964 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
427-1 |
421-3 |
393-0 |
|
R3 |
411-5 |
405-7 |
388-6 |
|
R2 |
396-1 |
396-1 |
387-3 |
|
R1 |
390-3 |
390-3 |
385-7 |
393-2 |
PP |
380-5 |
380-5 |
380-5 |
382-1 |
S1 |
374-7 |
374-7 |
383-1 |
377-6 |
S2 |
365-1 |
365-1 |
381-5 |
|
S3 |
349-5 |
359-3 |
380-2 |
|
S4 |
334-1 |
343-7 |
376-0 |
|
|
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 |
386-4 |
343-2 |
43-2 |
11.2% |
8-0 |
2.1% |
95% |
True |
False |
114,104 |
10 |
386-4 |
343-2 |
43-2 |
11.2% |
8-0 |
2.1% |
95% |
True |
False |
92,976 |
20 |
386-4 |
343-2 |
43-2 |
11.2% |
6-3 |
1.6% |
95% |
True |
False |
77,001 |
40 |
398-0 |
343-2 |
54-6 |
14.2% |
6-3 |
1.7% |
75% |
False |
False |
62,801 |
60 |
398-0 |
343-2 |
54-6 |
14.2% |
6-4 |
1.7% |
75% |
False |
False |
57,153 |
80 |
405-2 |
343-2 |
62-0 |
16.1% |
6-1 |
1.6% |
67% |
False |
False |
49,370 |
100 |
414-4 |
343-2 |
71-2 |
18.5% |
5-7 |
1.5% |
58% |
False |
False |
44,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
452-3 |
2.618 |
427-1 |
1.618 |
411-5 |
1.000 |
402-0 |
0.618 |
396-1 |
HIGH |
386-4 |
0.618 |
380-5 |
0.500 |
378-6 |
0.382 |
376-7 |
LOW |
371-0 |
0.618 |
361-3 |
1.000 |
355-4 |
1.618 |
345-7 |
2.618 |
330-3 |
4.250 |
305-1 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
382-5 |
378-0 |
PP |
380-5 |
371-3 |
S1 |
378-6 |
364-7 |
|