CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 16-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
362-2 |
363-0 |
0-6 |
0.2% |
347-0 |
High |
363-6 |
369-2 |
5-4 |
1.5% |
359-0 |
Low |
360-4 |
362-6 |
2-2 |
0.6% |
344-4 |
Close |
363-0 |
365-6 |
2-6 |
0.8% |
359-0 |
Range |
3-2 |
6-4 |
3-2 |
100.0% |
14-4 |
ATR |
6-4 |
6-4 |
0-0 |
0.0% |
0-0 |
Volume |
49,579 |
51,534 |
1,955 |
3.9% |
383,994 |
|
Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385-3 |
382-1 |
369-3 |
|
R3 |
378-7 |
375-5 |
367-4 |
|
R2 |
372-3 |
372-3 |
367-0 |
|
R1 |
369-1 |
369-1 |
366-3 |
370-6 |
PP |
365-7 |
365-7 |
365-7 |
366-6 |
S1 |
362-5 |
362-5 |
365-1 |
364-2 |
S2 |
359-3 |
359-3 |
364-4 |
|
S3 |
352-7 |
356-1 |
364-0 |
|
S4 |
346-3 |
349-5 |
362-1 |
|
|
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 |
369-2 |
349-4 |
19-6 |
5.4% |
4-6 |
1.3% |
82% |
True |
False |
65,729 |
10 |
369-2 |
344-4 |
24-6 |
6.8% |
4-5 |
1.3% |
86% |
True |
False |
63,318 |
20 |
383-4 |
344-4 |
39-0 |
10.7% |
5-4 |
1.5% |
54% |
False |
False |
45,273 |
40 |
391-0 |
344-4 |
46-4 |
12.7% |
5-7 |
1.6% |
46% |
False |
False |
36,926 |
60 |
391-0 |
344-4 |
46-4 |
12.7% |
5-4 |
1.5% |
46% |
False |
False |
30,262 |
80 |
406-4 |
344-4 |
62-0 |
17.0% |
4-6 |
1.3% |
34% |
False |
False |
25,043 |
100 |
406-4 |
344-4 |
62-0 |
17.0% |
4-4 |
1.2% |
34% |
False |
False |
20,957 |
120 |
445-0 |
344-4 |
100-4 |
27.5% |
4-2 |
1.2% |
21% |
False |
False |
18,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
396-7 |
2.618 |
386-2 |
1.618 |
379-6 |
1.000 |
375-6 |
0.618 |
373-2 |
HIGH |
369-2 |
0.618 |
366-6 |
0.500 |
366-0 |
0.382 |
365-2 |
LOW |
362-6 |
0.618 |
358-6 |
1.000 |
356-2 |
1.618 |
352-2 |
2.618 |
345-6 |
4.250 |
335-1 |
|
|
Fisher Pivots for day following 16-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
366-0 |
365-3 |
PP |
365-7 |
365-0 |
S1 |
365-7 |
364-5 |
|