CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 09-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
345-0 |
347-4 |
2-4 |
0.7% |
367-4 |
High |
348-4 |
349-4 |
1-0 |
0.3% |
368-4 |
Low |
344-4 |
346-2 |
1-6 |
0.5% |
349-4 |
Close |
346-0 |
347-0 |
1-0 |
0.3% |
349-2 |
Range |
4-0 |
3-2 |
-0-6 |
-18.8% |
19-0 |
ATR |
7-1 |
6-7 |
-0-2 |
-3.6% |
0-0 |
Volume |
69,798 |
101,925 |
32,127 |
46.0% |
172,343 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
357-3 |
355-3 |
348-6 |
|
R3 |
354-1 |
352-1 |
347-7 |
|
R2 |
350-7 |
350-7 |
347-5 |
|
R1 |
348-7 |
348-7 |
347-2 |
348-2 |
PP |
347-5 |
347-5 |
347-5 |
347-2 |
S1 |
345-5 |
345-5 |
346-6 |
345-0 |
S2 |
344-3 |
344-3 |
346-3 |
|
S3 |
341-1 |
342-3 |
346-1 |
|
S4 |
337-7 |
339-1 |
345-2 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
412-6 |
400-0 |
359-6 |
|
R3 |
393-6 |
381-0 |
354-4 |
|
R2 |
374-6 |
374-6 |
352-6 |
|
R1 |
362-0 |
362-0 |
351-0 |
358-7 |
PP |
355-6 |
355-6 |
355-6 |
354-2 |
S1 |
343-0 |
343-0 |
347-4 |
339-7 |
S2 |
336-6 |
336-6 |
345-6 |
|
S3 |
317-6 |
324-0 |
344-0 |
|
S4 |
298-6 |
305-0 |
338-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
361-0 |
344-4 |
16-4 |
4.8% |
4-5 |
1.3% |
15% |
False |
False |
60,908 |
10 |
383-4 |
344-4 |
39-0 |
11.2% |
5-1 |
1.5% |
6% |
False |
False |
46,963 |
20 |
391-0 |
344-4 |
46-4 |
13.4% |
5-6 |
1.7% |
5% |
False |
False |
34,764 |
40 |
391-0 |
344-4 |
46-4 |
13.4% |
6-1 |
1.8% |
5% |
False |
False |
31,856 |
60 |
395-4 |
344-4 |
51-0 |
14.7% |
5-2 |
1.5% |
5% |
False |
False |
25,633 |
80 |
406-4 |
344-4 |
62-0 |
17.9% |
4-5 |
1.3% |
4% |
False |
False |
21,164 |
100 |
406-4 |
344-4 |
62-0 |
17.9% |
4-3 |
1.3% |
4% |
False |
False |
17,889 |
120 |
445-0 |
344-4 |
100-4 |
29.0% |
4-3 |
1.2% |
2% |
False |
False |
15,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
363-2 |
2.618 |
358-0 |
1.618 |
354-6 |
1.000 |
352-6 |
0.618 |
351-4 |
HIGH |
349-4 |
0.618 |
348-2 |
0.500 |
347-7 |
0.382 |
347-4 |
LOW |
346-2 |
0.618 |
344-2 |
1.000 |
343-0 |
1.618 |
341-0 |
2.618 |
337-6 |
4.250 |
332-4 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
347-7 |
347-0 |
PP |
347-5 |
347-0 |
S1 |
347-2 |
347-0 |
|