CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 14-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
366-0 |
372-4 |
6-4 |
1.8% |
356-4 |
High |
371-0 |
374-4 |
3-4 |
0.9% |
371-0 |
Low |
366-0 |
371-6 |
5-6 |
1.6% |
354-4 |
Close |
371-0 |
375-0 |
4-0 |
1.1% |
371-0 |
Range |
5-0 |
2-6 |
-2-2 |
-45.0% |
16-4 |
ATR |
7-1 |
6-7 |
-0-2 |
-3.6% |
0-0 |
Volume |
76,370 |
46,038 |
-30,332 |
-39.7% |
330,936 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
382-0 |
381-2 |
376-4 |
|
R3 |
379-2 |
378-4 |
375-6 |
|
R2 |
376-4 |
376-4 |
375-4 |
|
R1 |
375-6 |
375-6 |
375-2 |
376-1 |
PP |
373-6 |
373-6 |
373-6 |
374-0 |
S1 |
373-0 |
373-0 |
374-6 |
373-3 |
S2 |
371-0 |
371-0 |
374-4 |
|
S3 |
368-2 |
370-2 |
374-2 |
|
S4 |
365-4 |
367-4 |
373-4 |
|
|
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 |
374-4 |
354-4 |
20-0 |
5.3% |
4-2 |
1.1% |
103% |
True |
False |
64,544 |
10 |
380-2 |
354-4 |
25-6 |
6.9% |
5-1 |
1.4% |
80% |
False |
False |
56,539 |
20 |
393-0 |
354-4 |
38-4 |
10.3% |
5-4 |
1.5% |
53% |
False |
False |
49,596 |
40 |
398-0 |
354-4 |
43-4 |
11.6% |
6-2 |
1.7% |
47% |
False |
False |
50,719 |
60 |
404-4 |
354-4 |
50-0 |
13.3% |
6-0 |
1.6% |
41% |
False |
False |
44,206 |
80 |
414-4 |
354-4 |
60-0 |
16.0% |
5-6 |
1.5% |
34% |
False |
False |
39,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
386-2 |
2.618 |
381-6 |
1.618 |
379-0 |
1.000 |
377-2 |
0.618 |
376-2 |
HIGH |
374-4 |
0.618 |
373-4 |
0.500 |
373-1 |
0.382 |
372-6 |
LOW |
371-6 |
0.618 |
370-0 |
1.000 |
369-0 |
1.618 |
367-2 |
2.618 |
364-4 |
4.250 |
360-0 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
374-3 |
372-3 |
PP |
373-6 |
369-7 |
S1 |
373-1 |
367-2 |
|