CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 17-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
363-0 |
367-6 |
4-6 |
1.3% |
347-0 |
High |
369-2 |
368-4 |
-0-6 |
-0.2% |
359-0 |
Low |
362-6 |
364-0 |
1-2 |
0.3% |
344-4 |
Close |
365-6 |
367-0 |
1-2 |
0.3% |
359-0 |
Range |
6-4 |
4-4 |
-2-0 |
-30.8% |
14-4 |
ATR |
6-4 |
6-3 |
-0-1 |
-2.2% |
0-0 |
Volume |
51,534 |
54,421 |
2,887 |
5.6% |
383,994 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
380-0 |
378-0 |
369-4 |
|
R3 |
375-4 |
373-4 |
368-2 |
|
R2 |
371-0 |
371-0 |
367-7 |
|
R1 |
369-0 |
369-0 |
367-3 |
367-6 |
PP |
366-4 |
366-4 |
366-4 |
365-7 |
S1 |
364-4 |
364-4 |
366-5 |
363-2 |
S2 |
362-0 |
362-0 |
366-1 |
|
S3 |
357-4 |
360-0 |
365-6 |
|
S4 |
353-0 |
355-4 |
364-4 |
|
|
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 |
369-2 |
354-4 |
14-6 |
4.0% |
4-3 |
1.2% |
85% |
False |
False |
59,792 |
10 |
369-2 |
344-4 |
24-6 |
6.7% |
4-4 |
1.2% |
91% |
False |
False |
64,946 |
20 |
383-4 |
344-4 |
39-0 |
10.6% |
5-2 |
1.4% |
58% |
False |
False |
47,058 |
40 |
391-0 |
344-4 |
46-4 |
12.7% |
5-7 |
1.6% |
48% |
False |
False |
37,695 |
60 |
391-0 |
344-4 |
46-4 |
12.7% |
5-3 |
1.5% |
48% |
False |
False |
31,039 |
80 |
406-4 |
344-4 |
62-0 |
16.9% |
4-6 |
1.3% |
36% |
False |
False |
25,627 |
100 |
406-4 |
344-4 |
62-0 |
16.9% |
4-4 |
1.2% |
36% |
False |
False |
21,449 |
120 |
445-0 |
344-4 |
100-4 |
27.4% |
4-3 |
1.2% |
22% |
False |
False |
18,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
387-5 |
2.618 |
380-2 |
1.618 |
375-6 |
1.000 |
373-0 |
0.618 |
371-2 |
HIGH |
368-4 |
0.618 |
366-6 |
0.500 |
366-2 |
0.382 |
365-6 |
LOW |
364-0 |
0.618 |
361-2 |
1.000 |
359-4 |
1.618 |
356-6 |
2.618 |
352-2 |
4.250 |
344-7 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
366-6 |
366-2 |
PP |
366-4 |
365-5 |
S1 |
366-2 |
364-7 |
|