CME Pit-Traded Corn Future July 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
345-0 |
345-4 |
0-4 |
0.1% |
338-0 |
| High |
347-4 |
349-6 |
2-2 |
0.6% |
349-6 |
| Low |
340-0 |
345-2 |
5-2 |
1.5% |
335-4 |
| Close |
343-2 |
349-4 |
6-2 |
1.8% |
349-4 |
| Range |
7-4 |
4-4 |
-3-0 |
-40.0% |
14-2 |
| ATR |
7-4 |
7-4 |
-0-1 |
-1.0% |
0-0 |
| Volume |
144,352 |
161,773 |
17,421 |
12.1% |
757,348 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
361-5 |
360-1 |
352-0 |
|
| R3 |
357-1 |
355-5 |
350-6 |
|
| R2 |
352-5 |
352-5 |
350-3 |
|
| R1 |
351-1 |
351-1 |
349-7 |
351-7 |
| PP |
348-1 |
348-1 |
348-1 |
348-4 |
| S1 |
346-5 |
346-5 |
349-1 |
347-3 |
| S2 |
343-5 |
343-5 |
348-5 |
|
| S3 |
339-1 |
342-1 |
348-2 |
|
| S4 |
334-5 |
337-5 |
347-0 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
387-5 |
382-7 |
357-3 |
|
| R3 |
373-3 |
368-5 |
353-3 |
|
| R2 |
359-1 |
359-1 |
352-1 |
|
| R1 |
354-3 |
354-3 |
350-6 |
356-6 |
| PP |
344-7 |
344-7 |
344-7 |
346-1 |
| S1 |
340-1 |
340-1 |
348-2 |
342-4 |
| S2 |
330-5 |
330-5 |
346-7 |
|
| S3 |
316-3 |
325-7 |
345-5 |
|
| S4 |
302-1 |
311-5 |
341-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
349-6 |
335-4 |
14-2 |
4.1% |
4-4 |
1.3% |
98% |
True |
False |
151,469 |
| 10 |
371-4 |
335-4 |
36-0 |
10.3% |
6-3 |
1.8% |
39% |
False |
False |
141,180 |
| 20 |
373-6 |
335-4 |
38-2 |
10.9% |
6-2 |
1.8% |
37% |
False |
False |
127,552 |
| 40 |
385-0 |
335-4 |
49-4 |
14.2% |
7-1 |
2.1% |
28% |
False |
False |
134,138 |
| 60 |
387-4 |
335-4 |
52-0 |
14.9% |
6-7 |
2.0% |
27% |
False |
False |
108,695 |
| 80 |
401-4 |
335-4 |
66-0 |
18.9% |
6-4 |
1.9% |
21% |
False |
False |
88,524 |
| 100 |
401-4 |
335-4 |
66-0 |
18.9% |
6-2 |
1.8% |
21% |
False |
False |
76,257 |
| 120 |
443-0 |
335-4 |
107-4 |
30.8% |
6-2 |
1.8% |
13% |
False |
False |
66,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
368-7 |
|
2.618 |
361-4 |
|
1.618 |
357-0 |
|
1.000 |
354-2 |
|
0.618 |
352-4 |
|
HIGH |
349-6 |
|
0.618 |
348-0 |
|
0.500 |
347-4 |
|
0.382 |
347-0 |
|
LOW |
345-2 |
|
0.618 |
342-4 |
|
1.000 |
340-6 |
|
1.618 |
338-0 |
|
2.618 |
333-4 |
|
4.250 |
326-1 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
348-7 |
347-4 |
| PP |
348-1 |
345-5 |
| S1 |
347-4 |
343-5 |
|