CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 10-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
358-0 |
365-0 |
7-0 |
2.0% |
378-4 |
High |
360-0 |
367-0 |
7-0 |
1.9% |
380-2 |
Low |
357-6 |
360-0 |
2-2 |
0.6% |
359-6 |
Close |
358-4 |
364-4 |
6-0 |
1.7% |
359-4 |
Range |
2-2 |
7-0 |
4-6 |
211.1% |
20-4 |
ATR |
7-0 |
7-1 |
0-1 |
1.5% |
0-0 |
Volume |
69,439 |
67,365 |
-2,074 |
-3.0% |
188,425 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
384-7 |
381-5 |
368-3 |
|
R3 |
377-7 |
374-5 |
366-3 |
|
R2 |
370-7 |
370-7 |
365-6 |
|
R1 |
367-5 |
367-5 |
365-1 |
365-6 |
PP |
363-7 |
363-7 |
363-7 |
362-7 |
S1 |
360-5 |
360-5 |
363-7 |
358-6 |
S2 |
356-7 |
356-7 |
363-2 |
|
S3 |
349-7 |
353-5 |
362-5 |
|
S4 |
342-7 |
346-5 |
360-5 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428-0 |
414-2 |
370-6 |
|
R3 |
407-4 |
393-6 |
365-1 |
|
R2 |
387-0 |
387-0 |
363-2 |
|
R1 |
373-2 |
373-2 |
361-3 |
369-7 |
PP |
366-4 |
366-4 |
366-4 |
364-6 |
S1 |
352-6 |
352-6 |
357-5 |
349-3 |
S2 |
346-0 |
346-0 |
355-6 |
|
S3 |
325-4 |
332-2 |
353-7 |
|
S4 |
305-0 |
311-6 |
348-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
367-0 |
354-4 |
12-4 |
3.4% |
4-6 |
1.3% |
80% |
True |
False |
60,897 |
10 |
393-0 |
354-4 |
38-4 |
10.6% |
5-6 |
1.6% |
26% |
False |
False |
52,178 |
20 |
393-6 |
354-4 |
39-2 |
10.8% |
5-5 |
1.6% |
25% |
False |
False |
49,653 |
40 |
398-0 |
354-4 |
43-4 |
11.9% |
6-3 |
1.8% |
23% |
False |
False |
49,759 |
60 |
405-2 |
354-4 |
50-6 |
13.9% |
6-1 |
1.7% |
20% |
False |
False |
42,883 |
80 |
414-4 |
354-4 |
60-0 |
16.5% |
5-6 |
1.6% |
17% |
False |
False |
38,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
396-6 |
2.618 |
385-3 |
1.618 |
378-3 |
1.000 |
374-0 |
0.618 |
371-3 |
HIGH |
367-0 |
0.618 |
364-3 |
0.500 |
363-4 |
0.382 |
362-5 |
LOW |
360-0 |
0.618 |
355-5 |
1.000 |
353-0 |
1.618 |
348-5 |
2.618 |
341-5 |
4.250 |
330-2 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
364-1 |
363-2 |
PP |
363-7 |
362-0 |
S1 |
363-4 |
360-6 |
|