CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 24-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
358-0 |
356-6 |
-1-2 |
-0.3% |
361-0 |
High |
359-2 |
356-6 |
-2-4 |
-0.7% |
372-6 |
Low |
354-6 |
351-0 |
-3-6 |
-1.1% |
360-0 |
Close |
355-4 |
353-6 |
-1-6 |
-0.5% |
370-0 |
Range |
4-4 |
5-6 |
1-2 |
27.8% |
12-6 |
ATR |
6-7 |
6-7 |
-0-1 |
-1.2% |
0-0 |
Volume |
48,210 |
57,545 |
9,335 |
19.4% |
271,687 |
|
Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
371-1 |
368-1 |
356-7 |
|
R3 |
365-3 |
362-3 |
355-3 |
|
R2 |
359-5 |
359-5 |
354-6 |
|
R1 |
356-5 |
356-5 |
354-2 |
355-2 |
PP |
353-7 |
353-7 |
353-7 |
353-1 |
S1 |
350-7 |
350-7 |
353-2 |
349-4 |
S2 |
348-1 |
348-1 |
352-6 |
|
S3 |
342-3 |
345-1 |
352-1 |
|
S4 |
336-5 |
339-3 |
350-5 |
|
|
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 |
351-0 |
25-0 |
7.1% |
7-5 |
2.1% |
11% |
False |
True |
57,463 |
10 |
376-0 |
351-0 |
25-0 |
7.1% |
6-0 |
1.7% |
11% |
False |
True |
58,627 |
20 |
383-4 |
344-4 |
39-0 |
11.0% |
5-6 |
1.6% |
24% |
False |
False |
55,791 |
40 |
391-0 |
344-4 |
46-4 |
13.1% |
6-1 |
1.7% |
20% |
False |
False |
40,859 |
60 |
391-0 |
344-4 |
46-4 |
13.1% |
5-6 |
1.6% |
20% |
False |
False |
35,167 |
80 |
406-0 |
344-4 |
61-4 |
17.4% |
5-1 |
1.5% |
15% |
False |
False |
28,919 |
100 |
406-4 |
344-4 |
62-0 |
17.5% |
4-6 |
1.3% |
15% |
False |
False |
24,153 |
120 |
445-0 |
344-4 |
100-4 |
28.4% |
4-4 |
1.3% |
9% |
False |
False |
20,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
381-2 |
2.618 |
371-6 |
1.618 |
366-0 |
1.000 |
362-4 |
0.618 |
360-2 |
HIGH |
356-6 |
0.618 |
354-4 |
0.500 |
353-7 |
0.382 |
353-2 |
LOW |
351-0 |
0.618 |
347-4 |
1.000 |
345-2 |
1.618 |
341-6 |
2.618 |
336-0 |
4.250 |
326-4 |
|
|
Fisher Pivots for day following 24-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
353-7 |
357-4 |
PP |
353-7 |
356-2 |
S1 |
353-6 |
355-0 |
|