CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 18-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
367-6 |
366-4 |
-1-2 |
-0.3% |
361-0 |
High |
368-4 |
372-6 |
4-2 |
1.2% |
372-6 |
Low |
364-0 |
366-2 |
2-2 |
0.6% |
360-0 |
Close |
367-0 |
370-0 |
3-0 |
0.8% |
370-0 |
Range |
4-4 |
6-4 |
2-0 |
44.4% |
12-6 |
ATR |
6-3 |
6-3 |
0-0 |
0.1% |
0-0 |
Volume |
54,421 |
54,821 |
400 |
0.7% |
271,687 |
|
Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
389-1 |
386-1 |
373-5 |
|
R3 |
382-5 |
379-5 |
371-6 |
|
R2 |
376-1 |
376-1 |
371-2 |
|
R1 |
373-1 |
373-1 |
370-5 |
374-5 |
PP |
369-5 |
369-5 |
369-5 |
370-4 |
S1 |
366-5 |
366-5 |
369-3 |
368-1 |
S2 |
363-1 |
363-1 |
368-6 |
|
S3 |
356-5 |
360-1 |
368-2 |
|
S4 |
350-1 |
353-5 |
366-3 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
405-7 |
400-5 |
377-0 |
|
R3 |
393-1 |
387-7 |
373-4 |
|
R2 |
380-3 |
380-3 |
372-3 |
|
R1 |
375-1 |
375-1 |
371-1 |
377-6 |
PP |
367-5 |
367-5 |
367-5 |
368-7 |
S1 |
362-3 |
362-3 |
368-7 |
365-0 |
S2 |
354-7 |
354-7 |
367-5 |
|
S3 |
342-1 |
349-5 |
366-4 |
|
S4 |
329-3 |
336-7 |
363-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
372-6 |
360-0 |
12-6 |
3.4% |
4-6 |
1.3% |
78% |
True |
False |
54,337 |
10 |
372-6 |
344-4 |
28-2 |
7.6% |
4-4 |
1.2% |
90% |
True |
False |
65,568 |
20 |
383-4 |
344-4 |
39-0 |
10.5% |
5-2 |
1.4% |
65% |
False |
False |
49,024 |
40 |
391-0 |
344-4 |
46-4 |
12.6% |
5-7 |
1.6% |
55% |
False |
False |
38,356 |
60 |
391-0 |
344-4 |
46-4 |
12.6% |
5-4 |
1.5% |
55% |
False |
False |
31,849 |
80 |
406-4 |
344-4 |
62-0 |
16.8% |
4-7 |
1.3% |
41% |
False |
False |
26,243 |
100 |
406-4 |
344-4 |
62-0 |
16.8% |
4-4 |
1.2% |
41% |
False |
False |
21,970 |
120 |
445-0 |
344-4 |
100-4 |
27.2% |
4-3 |
1.2% |
25% |
False |
False |
18,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
400-3 |
2.618 |
389-6 |
1.618 |
383-2 |
1.000 |
379-2 |
0.618 |
376-6 |
HIGH |
372-6 |
0.618 |
370-2 |
0.500 |
369-4 |
0.382 |
368-6 |
LOW |
366-2 |
0.618 |
362-2 |
1.000 |
359-6 |
1.618 |
355-6 |
2.618 |
349-2 |
4.250 |
338-5 |
|
|
Fisher Pivots for day following 18-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
369-7 |
369-2 |
PP |
369-5 |
368-4 |
S1 |
369-4 |
367-6 |
|