CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 11-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
365-0 |
366-0 |
1-0 |
0.3% |
356-4 |
High |
367-0 |
371-0 |
4-0 |
1.1% |
371-0 |
Low |
360-0 |
366-0 |
6-0 |
1.7% |
354-4 |
Close |
364-4 |
371-0 |
6-4 |
1.8% |
371-0 |
Range |
7-0 |
5-0 |
-2-0 |
-28.6% |
16-4 |
ATR |
7-1 |
7-1 |
0-0 |
-0.6% |
0-0 |
Volume |
67,365 |
76,370 |
9,005 |
13.4% |
330,936 |
|
Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
384-3 |
382-5 |
373-6 |
|
R3 |
379-3 |
377-5 |
372-3 |
|
R2 |
374-3 |
374-3 |
371-7 |
|
R1 |
372-5 |
372-5 |
371-4 |
373-4 |
PP |
369-3 |
369-3 |
369-3 |
369-6 |
S1 |
367-5 |
367-5 |
370-4 |
368-4 |
S2 |
364-3 |
364-3 |
370-1 |
|
S3 |
359-3 |
362-5 |
369-5 |
|
S4 |
354-3 |
357-5 |
368-2 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
415-0 |
409-4 |
380-1 |
|
R3 |
398-4 |
393-0 |
375-4 |
|
R2 |
382-0 |
382-0 |
374-0 |
|
R1 |
376-4 |
376-4 |
372-4 |
379-2 |
PP |
365-4 |
365-4 |
365-4 |
366-7 |
S1 |
360-0 |
360-0 |
369-4 |
362-6 |
S2 |
349-0 |
349-0 |
368-0 |
|
S3 |
332-4 |
343-4 |
366-4 |
|
S4 |
316-0 |
327-0 |
361-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
371-0 |
354-4 |
16-4 |
4.4% |
4-2 |
1.1% |
100% |
True |
False |
66,187 |
10 |
391-2 |
354-4 |
36-6 |
9.9% |
6-0 |
1.6% |
45% |
False |
False |
56,372 |
20 |
393-0 |
354-4 |
38-4 |
10.4% |
5-5 |
1.5% |
43% |
False |
False |
49,675 |
40 |
398-0 |
354-4 |
43-4 |
11.7% |
6-3 |
1.7% |
38% |
False |
False |
50,399 |
60 |
405-2 |
354-4 |
50-6 |
13.7% |
6-0 |
1.6% |
33% |
False |
False |
43,906 |
80 |
414-4 |
354-4 |
60-0 |
16.2% |
5-6 |
1.5% |
28% |
False |
False |
39,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
392-2 |
2.618 |
384-1 |
1.618 |
379-1 |
1.000 |
376-0 |
0.618 |
374-1 |
HIGH |
371-0 |
0.618 |
369-1 |
0.500 |
368-4 |
0.382 |
367-7 |
LOW |
366-0 |
0.618 |
362-7 |
1.000 |
361-0 |
1.618 |
357-7 |
2.618 |
352-7 |
4.250 |
344-6 |
|
|
Fisher Pivots for day following 11-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
370-1 |
368-6 |
PP |
369-3 |
366-5 |
S1 |
368-4 |
364-3 |
|