CME Pit-Traded Corn Future March 2011
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 |
361-4 |
387-4 |
26-0 |
7.2% |
398-0 |
High |
362-0 |
387-4 |
25-4 |
7.0% |
399-2 |
Low |
356-6 |
377-6 |
21-0 |
5.9% |
373-0 |
Close |
357-4 |
386-4 |
29-0 |
8.1% |
373-4 |
Range |
5-2 |
9-6 |
4-4 |
85.7% |
26-2 |
ATR |
6-0 |
7-5 |
1-6 |
28.8% |
0-0 |
Volume |
4,508 |
11,513 |
7,005 |
155.4% |
23,452 |
|
Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
413-1 |
409-5 |
391-7 |
|
R3 |
403-3 |
399-7 |
389-1 |
|
R2 |
393-5 |
393-5 |
388-2 |
|
R1 |
390-1 |
390-1 |
387-3 |
387-0 |
PP |
383-7 |
383-7 |
383-7 |
382-3 |
S1 |
380-3 |
380-3 |
385-5 |
377-2 |
S2 |
374-1 |
374-1 |
384-6 |
|
S3 |
364-3 |
370-5 |
383-7 |
|
S4 |
354-5 |
360-7 |
381-1 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
460-5 |
443-3 |
388-0 |
|
R3 |
434-3 |
417-1 |
380-6 |
|
R2 |
408-1 |
408-1 |
378-2 |
|
R1 |
390-7 |
390-7 |
375-7 |
386-3 |
PP |
381-7 |
381-7 |
381-7 |
379-6 |
S1 |
364-5 |
364-5 |
371-1 |
360-1 |
S2 |
355-5 |
355-5 |
368-6 |
|
S3 |
329-3 |
338-3 |
366-2 |
|
S4 |
303-1 |
312-1 |
359-0 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
429-0 |
2.618 |
413-0 |
1.618 |
403-2 |
1.000 |
397-2 |
0.618 |
393-4 |
HIGH |
387-4 |
0.618 |
383-6 |
0.500 |
382-5 |
0.382 |
381-4 |
LOW |
377-6 |
0.618 |
371-6 |
1.000 |
368-0 |
1.618 |
362-0 |
2.618 |
352-2 |
4.250 |
336-2 |
|
|
Fisher Pivots for day following 30-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
385-2 |
381-6 |
PP |
383-7 |
376-7 |
S1 |
382-5 |
372-1 |
|