CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 15-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
361-0 |
362-2 |
1-2 |
0.3% |
347-0 |
High |
363-0 |
363-6 |
0-6 |
0.2% |
359-0 |
Low |
360-0 |
360-4 |
0-4 |
0.1% |
344-4 |
Close |
363-0 |
363-0 |
0-0 |
0.0% |
359-0 |
Range |
3-0 |
3-2 |
0-2 |
8.3% |
14-4 |
ATR |
6-6 |
6-4 |
-0-2 |
-3.7% |
0-0 |
Volume |
61,332 |
49,579 |
-11,753 |
-19.2% |
383,994 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
372-1 |
370-7 |
364-6 |
|
R3 |
368-7 |
367-5 |
363-7 |
|
R2 |
365-5 |
365-5 |
363-5 |
|
R1 |
364-3 |
364-3 |
363-2 |
365-0 |
PP |
362-3 |
362-3 |
362-3 |
362-6 |
S1 |
361-1 |
361-1 |
362-6 |
361-6 |
S2 |
359-1 |
359-1 |
362-3 |
|
S3 |
355-7 |
357-7 |
362-1 |
|
S4 |
352-5 |
354-5 |
361-2 |
|
|
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 |
363-6 |
346-2 |
17-4 |
4.8% |
4-1 |
1.1% |
96% |
True |
False |
75,807 |
10 |
367-2 |
344-4 |
22-6 |
6.3% |
5-0 |
1.4% |
81% |
False |
False |
62,364 |
20 |
383-4 |
344-4 |
39-0 |
10.7% |
5-3 |
1.5% |
47% |
False |
False |
43,563 |
40 |
391-0 |
344-4 |
46-4 |
12.8% |
5-7 |
1.6% |
40% |
False |
False |
36,007 |
60 |
393-4 |
344-4 |
49-0 |
13.5% |
5-3 |
1.5% |
38% |
False |
False |
29,505 |
80 |
406-4 |
344-4 |
62-0 |
17.1% |
4-6 |
1.3% |
30% |
False |
False |
24,446 |
100 |
406-4 |
344-4 |
62-0 |
17.1% |
4-3 |
1.2% |
30% |
False |
False |
20,477 |
120 |
445-0 |
344-4 |
100-4 |
27.7% |
4-2 |
1.2% |
18% |
False |
False |
17,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
377-4 |
2.618 |
372-2 |
1.618 |
369-0 |
1.000 |
367-0 |
0.618 |
365-6 |
HIGH |
363-6 |
0.618 |
362-4 |
0.500 |
362-1 |
0.382 |
361-6 |
LOW |
360-4 |
0.618 |
358-4 |
1.000 |
357-2 |
1.618 |
355-2 |
2.618 |
352-0 |
4.250 |
346-6 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
362-6 |
361-6 |
PP |
362-3 |
360-3 |
S1 |
362-1 |
359-1 |
|