CME Pit-Traded Corn Future March 2011
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 |
387-4 |
385-6 |
-1-6 |
-0.5% |
398-0 |
High |
387-4 |
398-0 |
10-4 |
2.7% |
399-2 |
Low |
377-6 |
384-0 |
6-2 |
1.7% |
373-0 |
Close |
386-4 |
396-6 |
10-2 |
2.7% |
373-4 |
Range |
9-6 |
14-0 |
4-2 |
43.6% |
26-2 |
ATR |
7-5 |
8-1 |
0-4 |
5.9% |
0-0 |
Volume |
11,513 |
13,421 |
1,908 |
16.6% |
23,452 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
434-7 |
429-7 |
404-4 |
|
R3 |
420-7 |
415-7 |
400-5 |
|
R2 |
406-7 |
406-7 |
399-3 |
|
R1 |
401-7 |
401-7 |
398-0 |
404-3 |
PP |
392-7 |
392-7 |
392-7 |
394-2 |
S1 |
387-7 |
387-7 |
395-4 |
390-3 |
S2 |
378-7 |
378-7 |
394-1 |
|
S3 |
364-7 |
373-7 |
392-7 |
|
S4 |
350-7 |
359-7 |
389-0 |
|
|
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 |
457-4 |
2.618 |
434-5 |
1.618 |
420-5 |
1.000 |
412-0 |
0.618 |
406-5 |
HIGH |
398-0 |
0.618 |
392-5 |
0.500 |
391-0 |
0.382 |
389-3 |
LOW |
384-0 |
0.618 |
375-3 |
1.000 |
370-0 |
1.618 |
361-3 |
2.618 |
347-3 |
4.250 |
324-4 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
394-7 |
390-2 |
PP |
392-7 |
383-7 |
S1 |
391-0 |
377-3 |
|