CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 25-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
356-6 |
354-0 |
-2-6 |
-0.8% |
375-2 |
High |
356-6 |
354-2 |
-2-4 |
-0.7% |
376-0 |
Low |
351-0 |
348-4 |
-2-4 |
-0.7% |
348-4 |
Close |
353-6 |
349-4 |
-4-2 |
-1.2% |
349-4 |
Range |
5-6 |
5-6 |
0-0 |
0.0% |
27-4 |
ATR |
6-7 |
6-6 |
-0-1 |
-1.1% |
0-0 |
Volume |
57,545 |
74,987 |
17,442 |
30.3% |
307,482 |
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
368-0 |
364-4 |
352-5 |
|
R3 |
362-2 |
358-6 |
351-1 |
|
R2 |
356-4 |
356-4 |
350-4 |
|
R1 |
353-0 |
353-0 |
350-0 |
351-7 |
PP |
350-6 |
350-6 |
350-6 |
350-2 |
S1 |
347-2 |
347-2 |
349-0 |
346-1 |
S2 |
345-0 |
345-0 |
348-4 |
|
S3 |
339-2 |
341-4 |
347-7 |
|
S4 |
333-4 |
335-6 |
346-3 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
440-4 |
422-4 |
364-5 |
|
R3 |
413-0 |
395-0 |
357-0 |
|
R2 |
385-4 |
385-4 |
354-4 |
|
R1 |
367-4 |
367-4 |
352-0 |
362-6 |
PP |
358-0 |
358-0 |
358-0 |
355-5 |
S1 |
340-0 |
340-0 |
347-0 |
335-2 |
S2 |
330-4 |
330-4 |
344-4 |
|
S3 |
303-0 |
312-4 |
342-0 |
|
S4 |
275-4 |
285-0 |
334-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
376-0 |
348-4 |
27-4 |
7.9% |
7-4 |
2.1% |
4% |
False |
True |
61,496 |
10 |
376-0 |
348-4 |
27-4 |
7.9% |
6-1 |
1.7% |
4% |
False |
True |
57,916 |
20 |
380-4 |
344-4 |
36-0 |
10.3% |
6-0 |
1.7% |
14% |
False |
False |
58,190 |
40 |
391-0 |
344-4 |
46-4 |
13.3% |
6-0 |
1.7% |
11% |
False |
False |
41,436 |
60 |
391-0 |
344-4 |
46-4 |
13.3% |
5-7 |
1.7% |
11% |
False |
False |
36,142 |
80 |
405-0 |
344-4 |
60-4 |
17.3% |
5-2 |
1.5% |
8% |
False |
False |
29,743 |
100 |
406-4 |
344-4 |
62-0 |
17.7% |
4-6 |
1.4% |
8% |
False |
False |
24,870 |
120 |
445-0 |
344-4 |
100-4 |
28.8% |
4-5 |
1.3% |
5% |
False |
False |
21,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
378-6 |
2.618 |
369-2 |
1.618 |
363-4 |
1.000 |
360-0 |
0.618 |
357-6 |
HIGH |
354-2 |
0.618 |
352-0 |
0.500 |
351-3 |
0.382 |
350-6 |
LOW |
348-4 |
0.618 |
345-0 |
1.000 |
342-6 |
1.618 |
339-2 |
2.618 |
333-4 |
4.250 |
324-0 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
351-3 |
353-7 |
PP |
350-6 |
352-3 |
S1 |
350-1 |
351-0 |
|