CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 22-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
375-2 |
363-4 |
-11-6 |
-3.1% |
361-0 |
High |
376-0 |
364-0 |
-12-0 |
-3.2% |
372-6 |
Low |
361-0 |
357-6 |
-3-2 |
-0.9% |
360-0 |
Close |
364-2 |
361-0 |
-3-2 |
-0.9% |
370-0 |
Range |
15-0 |
6-2 |
-8-6 |
-58.3% |
12-6 |
ATR |
7-0 |
7-0 |
0-0 |
-0.5% |
0-0 |
Volume |
61,178 |
65,562 |
4,384 |
7.2% |
271,687 |
|
Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
379-5 |
376-5 |
364-4 |
|
R3 |
373-3 |
370-3 |
362-6 |
|
R2 |
367-1 |
367-1 |
362-1 |
|
R1 |
364-1 |
364-1 |
361-5 |
362-4 |
PP |
360-7 |
360-7 |
360-7 |
360-1 |
S1 |
357-7 |
357-7 |
360-3 |
356-2 |
S2 |
354-5 |
354-5 |
359-7 |
|
S3 |
348-3 |
351-5 |
359-2 |
|
S4 |
342-1 |
345-3 |
357-4 |
|
|
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 |
376-0 |
357-6 |
18-2 |
5.1% |
7-6 |
2.1% |
18% |
False |
True |
57,503 |
10 |
376-0 |
346-2 |
29-6 |
8.2% |
5-7 |
1.6% |
50% |
False |
False |
66,655 |
20 |
383-4 |
344-4 |
39-0 |
10.8% |
5-5 |
1.6% |
42% |
False |
False |
52,743 |
40 |
391-0 |
344-4 |
46-4 |
12.9% |
6-1 |
1.7% |
35% |
False |
False |
39,702 |
60 |
391-0 |
344-4 |
46-4 |
12.9% |
5-6 |
1.6% |
35% |
False |
False |
33,709 |
80 |
406-0 |
344-4 |
61-4 |
17.0% |
5-1 |
1.4% |
27% |
False |
False |
27,736 |
100 |
406-4 |
344-4 |
62-0 |
17.2% |
4-5 |
1.3% |
27% |
False |
False |
23,174 |
120 |
445-0 |
344-4 |
100-4 |
27.8% |
4-4 |
1.2% |
16% |
False |
False |
20,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
390-4 |
2.618 |
380-3 |
1.618 |
374-1 |
1.000 |
370-2 |
0.618 |
367-7 |
HIGH |
364-0 |
0.618 |
361-5 |
0.500 |
360-7 |
0.382 |
360-1 |
LOW |
357-6 |
0.618 |
353-7 |
1.000 |
351-4 |
1.618 |
347-5 |
2.618 |
341-3 |
4.250 |
331-2 |
|
|
Fisher Pivots for day following 22-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
361-0 |
366-7 |
PP |
360-7 |
364-7 |
S1 |
360-7 |
363-0 |
|