CME Pit-Traded Corn Future December 2010
| 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 |
348-2 |
373-0 |
24-6 |
7.1% |
385-2 |
| High |
349-0 |
374-0 |
25-0 |
7.2% |
386-4 |
| Low |
343-2 |
367-2 |
24-0 |
7.0% |
359-6 |
| Close |
344-0 |
373-4 |
29-4 |
8.6% |
360-4 |
| Range |
5-6 |
6-6 |
1-0 |
17.4% |
26-6 |
| ATR |
7-2 |
8-7 |
1-5 |
22.2% |
0-0 |
| Volume |
95,263 |
116,167 |
20,904 |
21.9% |
386,964 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
391-7 |
389-3 |
377-2 |
|
| R3 |
385-1 |
382-5 |
375-3 |
|
| R2 |
378-3 |
378-3 |
374-6 |
|
| R1 |
375-7 |
375-7 |
374-1 |
377-1 |
| PP |
371-5 |
371-5 |
371-5 |
372-2 |
| S1 |
369-1 |
369-1 |
372-7 |
370-3 |
| S2 |
364-7 |
364-7 |
372-2 |
|
| S3 |
358-1 |
362-3 |
371-5 |
|
| S4 |
351-3 |
355-5 |
369-6 |
|
|
| 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 |
374-0 |
343-2 |
30-6 |
8.2% |
6-2 |
1.7% |
98% |
True |
False |
83,848 |
| 10 |
386-4 |
343-2 |
43-2 |
11.6% |
6-7 |
1.8% |
70% |
False |
False |
77,788 |
| 20 |
386-4 |
343-2 |
43-2 |
11.6% |
5-7 |
1.6% |
70% |
False |
False |
68,327 |
| 40 |
398-0 |
343-2 |
54-6 |
14.7% |
6-2 |
1.7% |
55% |
False |
False |
58,373 |
| 60 |
398-0 |
343-2 |
54-6 |
14.7% |
6-3 |
1.7% |
55% |
False |
False |
53,870 |
| 80 |
405-2 |
343-2 |
62-0 |
16.6% |
6-0 |
1.6% |
49% |
False |
False |
46,932 |
| 100 |
414-4 |
343-2 |
71-2 |
19.1% |
5-6 |
1.5% |
42% |
False |
False |
42,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
402-6 |
|
2.618 |
391-5 |
|
1.618 |
384-7 |
|
1.000 |
380-6 |
|
0.618 |
378-1 |
|
HIGH |
374-0 |
|
0.618 |
371-3 |
|
0.500 |
370-5 |
|
0.382 |
369-7 |
|
LOW |
367-2 |
|
0.618 |
363-1 |
|
1.000 |
360-4 |
|
1.618 |
356-3 |
|
2.618 |
349-5 |
|
4.250 |
338-4 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
372-4 |
368-4 |
| PP |
371-5 |
363-5 |
| S1 |
370-5 |
358-5 |
|