CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 22-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
366-0 |
354-0 |
-12-0 |
-3.3% |
352-0 |
High |
367-0 |
354-6 |
-12-2 |
-3.3% |
364-0 |
Low |
351-4 |
348-4 |
-3-0 |
-0.9% |
350-4 |
Close |
355-0 |
351-4 |
-3-4 |
-1.0% |
360-6 |
Range |
15-4 |
6-2 |
-9-2 |
-59.7% |
13-4 |
ATR |
7-4 |
7-4 |
-0-1 |
-1.0% |
0-0 |
Volume |
116,128 |
149,983 |
33,855 |
29.2% |
537,970 |
|
Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
370-3 |
367-1 |
355-0 |
|
R3 |
364-1 |
360-7 |
353-2 |
|
R2 |
357-7 |
357-7 |
352-5 |
|
R1 |
354-5 |
354-5 |
352-1 |
353-1 |
PP |
351-5 |
351-5 |
351-5 |
350-6 |
S1 |
348-3 |
348-3 |
350-7 |
346-7 |
S2 |
345-3 |
345-3 |
350-3 |
|
S3 |
339-1 |
342-1 |
349-6 |
|
S4 |
332-7 |
335-7 |
348-0 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
398-7 |
393-3 |
368-1 |
|
R3 |
385-3 |
379-7 |
364-4 |
|
R2 |
371-7 |
371-7 |
363-2 |
|
R1 |
366-3 |
366-3 |
362-0 |
369-1 |
PP |
358-3 |
358-3 |
358-3 |
359-6 |
S1 |
352-7 |
352-7 |
359-4 |
355-5 |
S2 |
344-7 |
344-7 |
358-2 |
|
S3 |
331-3 |
339-3 |
357-0 |
|
S4 |
317-7 |
325-7 |
353-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
367-0 |
348-4 |
18-4 |
5.3% |
8-2 |
2.4% |
16% |
False |
True |
117,008 |
10 |
367-0 |
337-4 |
29-4 |
8.4% |
6-4 |
1.8% |
47% |
False |
False |
128,124 |
20 |
373-6 |
335-4 |
38-2 |
10.9% |
6-2 |
1.8% |
42% |
False |
False |
126,583 |
40 |
385-0 |
335-4 |
49-4 |
14.1% |
7-0 |
2.0% |
32% |
False |
False |
133,139 |
60 |
385-0 |
335-4 |
49-4 |
14.1% |
6-7 |
2.0% |
32% |
False |
False |
118,934 |
80 |
401-4 |
335-4 |
66-0 |
18.8% |
6-5 |
1.9% |
24% |
False |
False |
96,095 |
100 |
401-4 |
335-4 |
66-0 |
18.8% |
6-3 |
1.8% |
24% |
False |
False |
82,958 |
120 |
443-0 |
335-4 |
107-4 |
30.6% |
6-3 |
1.8% |
15% |
False |
False |
72,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
381-2 |
2.618 |
371-1 |
1.618 |
364-7 |
1.000 |
361-0 |
0.618 |
358-5 |
HIGH |
354-6 |
0.618 |
352-3 |
0.500 |
351-5 |
0.382 |
350-7 |
LOW |
348-4 |
0.618 |
344-5 |
1.000 |
342-2 |
1.618 |
338-3 |
2.618 |
332-1 |
4.250 |
322-0 |
|
|
Fisher Pivots for day following 22-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
351-5 |
357-6 |
PP |
351-5 |
355-5 |
S1 |
351-4 |
353-5 |
|