CME Pit-Traded Corn Future September 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 |
353-0 |
354-6 |
1-6 |
0.5% |
347-0 |
High |
356-0 |
359-0 |
3-0 |
0.8% |
359-0 |
Low |
349-4 |
354-4 |
5-0 |
1.4% |
344-4 |
Close |
352-4 |
359-0 |
6-4 |
1.8% |
359-0 |
Range |
6-4 |
4-4 |
-2-0 |
-30.8% |
14-4 |
ATR |
7-0 |
7-0 |
0-0 |
-0.5% |
0-0 |
Volume |
84,105 |
82,096 |
-2,009 |
-2.4% |
383,994 |
|
Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
371-0 |
369-4 |
361-4 |
|
R3 |
366-4 |
365-0 |
360-2 |
|
R2 |
362-0 |
362-0 |
359-7 |
|
R1 |
360-4 |
360-4 |
359-3 |
361-2 |
PP |
357-4 |
357-4 |
357-4 |
357-7 |
S1 |
356-0 |
356-0 |
358-5 |
356-6 |
S2 |
353-0 |
353-0 |
358-1 |
|
S3 |
348-4 |
351-4 |
357-6 |
|
S4 |
344-0 |
347-0 |
356-4 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
397-5 |
392-7 |
367-0 |
|
R3 |
383-1 |
378-3 |
363-0 |
|
R2 |
368-5 |
368-5 |
361-5 |
|
R1 |
363-7 |
363-7 |
360-3 |
366-2 |
PP |
354-1 |
354-1 |
354-1 |
355-3 |
S1 |
349-3 |
349-3 |
357-5 |
351-6 |
S2 |
339-5 |
339-5 |
356-3 |
|
S3 |
325-1 |
334-7 |
355-0 |
|
S4 |
310-5 |
320-3 |
351-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
359-0 |
344-4 |
14-4 |
4.0% |
4-1 |
1.2% |
100% |
True |
False |
76,798 |
10 |
380-4 |
344-4 |
36-0 |
10.0% |
5-7 |
1.6% |
40% |
False |
False |
58,463 |
20 |
383-4 |
344-4 |
39-0 |
10.9% |
5-4 |
1.5% |
37% |
False |
False |
40,109 |
40 |
391-0 |
344-4 |
46-4 |
13.0% |
6-0 |
1.7% |
31% |
False |
False |
34,373 |
60 |
395-4 |
344-4 |
51-0 |
14.2% |
5-3 |
1.5% |
28% |
False |
False |
28,100 |
80 |
406-4 |
344-4 |
62-0 |
17.3% |
4-6 |
1.3% |
23% |
False |
False |
23,161 |
100 |
406-4 |
344-4 |
62-0 |
17.3% |
4-3 |
1.2% |
23% |
False |
False |
19,456 |
120 |
445-0 |
344-4 |
100-4 |
28.0% |
4-2 |
1.2% |
14% |
False |
False |
16,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
378-1 |
2.618 |
370-6 |
1.618 |
366-2 |
1.000 |
363-4 |
0.618 |
361-6 |
HIGH |
359-0 |
0.618 |
357-2 |
0.500 |
356-6 |
0.382 |
356-2 |
LOW |
354-4 |
0.618 |
351-6 |
1.000 |
350-0 |
1.618 |
347-2 |
2.618 |
342-6 |
4.250 |
335-3 |
|
|
Fisher Pivots for day following 11-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
358-2 |
356-7 |
PP |
357-4 |
354-6 |
S1 |
356-6 |
352-5 |
|