CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 23-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
363-4 |
358-0 |
-5-4 |
-1.5% |
361-0 |
High |
364-0 |
359-2 |
-4-6 |
-1.3% |
372-6 |
Low |
357-6 |
354-6 |
-3-0 |
-0.8% |
360-0 |
Close |
361-0 |
355-4 |
-5-4 |
-1.5% |
370-0 |
Range |
6-2 |
4-4 |
-1-6 |
-28.0% |
12-6 |
ATR |
7-0 |
6-7 |
0-0 |
-0.7% |
0-0 |
Volume |
65,562 |
48,210 |
-17,352 |
-26.5% |
271,687 |
|
Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
370-0 |
367-2 |
358-0 |
|
R3 |
365-4 |
362-6 |
356-6 |
|
R2 |
361-0 |
361-0 |
356-3 |
|
R1 |
358-2 |
358-2 |
355-7 |
357-3 |
PP |
356-4 |
356-4 |
356-4 |
356-0 |
S1 |
353-6 |
353-6 |
355-1 |
352-7 |
S2 |
352-0 |
352-0 |
354-5 |
|
S3 |
347-4 |
349-2 |
354-2 |
|
S4 |
343-0 |
344-6 |
353-0 |
|
|
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 |
354-6 |
21-2 |
6.0% |
7-3 |
2.1% |
4% |
False |
True |
56,838 |
10 |
376-0 |
349-4 |
26-4 |
7.5% |
6-0 |
1.7% |
23% |
False |
False |
61,283 |
20 |
383-4 |
344-4 |
39-0 |
11.0% |
5-5 |
1.6% |
28% |
False |
False |
54,123 |
40 |
391-0 |
344-4 |
46-4 |
13.1% |
6-1 |
1.7% |
24% |
False |
False |
40,266 |
60 |
391-0 |
344-4 |
46-4 |
13.1% |
5-6 |
1.6% |
24% |
False |
False |
34,423 |
80 |
406-0 |
344-4 |
61-4 |
17.3% |
5-1 |
1.5% |
18% |
False |
False |
28,296 |
100 |
406-4 |
344-4 |
62-0 |
17.4% |
4-6 |
1.3% |
18% |
False |
False |
23,617 |
120 |
445-0 |
344-4 |
100-4 |
28.3% |
4-4 |
1.3% |
11% |
False |
False |
20,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
378-3 |
2.618 |
371-0 |
1.618 |
366-4 |
1.000 |
363-6 |
0.618 |
362-0 |
HIGH |
359-2 |
0.618 |
357-4 |
0.500 |
357-0 |
0.382 |
356-4 |
LOW |
354-6 |
0.618 |
352-0 |
1.000 |
350-2 |
1.618 |
347-4 |
2.618 |
343-0 |
4.250 |
335-5 |
|
|
Fisher Pivots for day following 23-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
357-0 |
365-3 |
PP |
356-4 |
362-1 |
S1 |
356-0 |
358-6 |
|