CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 10-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
347-4 |
353-0 |
5-4 |
1.6% |
367-4 |
High |
349-4 |
356-0 |
6-4 |
1.9% |
368-4 |
Low |
346-2 |
349-4 |
3-2 |
0.9% |
349-4 |
Close |
347-0 |
352-4 |
5-4 |
1.6% |
349-2 |
Range |
3-2 |
6-4 |
3-2 |
100.0% |
19-0 |
ATR |
6-7 |
7-0 |
0-1 |
2.2% |
0-0 |
Volume |
101,925 |
84,105 |
-17,820 |
-17.5% |
172,343 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
372-1 |
368-7 |
356-1 |
|
R3 |
365-5 |
362-3 |
354-2 |
|
R2 |
359-1 |
359-1 |
353-6 |
|
R1 |
355-7 |
355-7 |
353-1 |
354-2 |
PP |
352-5 |
352-5 |
352-5 |
351-7 |
S1 |
349-3 |
349-3 |
351-7 |
347-6 |
S2 |
346-1 |
346-1 |
351-2 |
|
S3 |
339-5 |
342-7 |
350-6 |
|
S4 |
333-1 |
336-3 |
348-7 |
|
|
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 |
356-6 |
344-4 |
12-2 |
3.5% |
4-6 |
1.3% |
65% |
False |
False |
70,100 |
10 |
383-4 |
344-4 |
39-0 |
11.1% |
5-5 |
1.6% |
21% |
False |
False |
52,955 |
20 |
385-4 |
344-4 |
41-0 |
11.6% |
5-5 |
1.6% |
20% |
False |
False |
37,771 |
40 |
391-0 |
344-4 |
46-4 |
13.2% |
6-1 |
1.7% |
17% |
False |
False |
33,113 |
60 |
395-4 |
344-4 |
51-0 |
14.5% |
5-3 |
1.5% |
16% |
False |
False |
26,885 |
80 |
406-4 |
344-4 |
62-0 |
17.6% |
4-6 |
1.3% |
13% |
False |
False |
22,169 |
100 |
406-4 |
344-4 |
62-0 |
17.6% |
4-3 |
1.2% |
13% |
False |
False |
18,689 |
120 |
445-0 |
344-4 |
100-4 |
28.5% |
4-2 |
1.2% |
8% |
False |
False |
16,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
383-5 |
2.618 |
373-0 |
1.618 |
366-4 |
1.000 |
362-4 |
0.618 |
360-0 |
HIGH |
356-0 |
0.618 |
353-4 |
0.500 |
352-6 |
0.382 |
352-0 |
LOW |
349-4 |
0.618 |
345-4 |
1.000 |
343-0 |
1.618 |
339-0 |
2.618 |
332-4 |
4.250 |
321-7 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
352-6 |
351-6 |
PP |
352-5 |
351-0 |
S1 |
352-5 |
350-2 |
|