CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 15-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
372-4 |
373-0 |
0-4 |
0.1% |
356-4 |
High |
374-4 |
375-6 |
1-2 |
0.3% |
371-0 |
Low |
371-6 |
371-6 |
0-0 |
0.0% |
354-4 |
Close |
375-0 |
375-0 |
0-0 |
0.0% |
371-0 |
Range |
2-6 |
4-0 |
1-2 |
45.5% |
16-4 |
ATR |
6-7 |
6-5 |
-0-2 |
-3.0% |
0-0 |
Volume |
46,038 |
60,118 |
14,080 |
30.6% |
330,936 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386-1 |
384-5 |
377-2 |
|
R3 |
382-1 |
380-5 |
376-1 |
|
R2 |
378-1 |
378-1 |
375-6 |
|
R1 |
376-5 |
376-5 |
375-3 |
377-3 |
PP |
374-1 |
374-1 |
374-1 |
374-4 |
S1 |
372-5 |
372-5 |
374-5 |
373-3 |
S2 |
370-1 |
370-1 |
374-2 |
|
S3 |
366-1 |
368-5 |
373-7 |
|
S4 |
362-1 |
364-5 |
372-6 |
|
|
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 |
375-6 |
357-6 |
18-0 |
4.8% |
4-2 |
1.1% |
96% |
True |
False |
63,866 |
10 |
378-4 |
354-4 |
24-0 |
6.4% |
5-0 |
1.3% |
85% |
False |
False |
58,139 |
20 |
393-0 |
354-4 |
38-4 |
10.3% |
5-4 |
1.5% |
53% |
False |
False |
50,290 |
40 |
398-0 |
354-4 |
43-4 |
11.6% |
6-1 |
1.6% |
47% |
False |
False |
51,424 |
60 |
403-0 |
354-4 |
48-4 |
12.9% |
6-0 |
1.6% |
42% |
False |
False |
44,549 |
80 |
414-4 |
354-4 |
60-0 |
16.0% |
5-6 |
1.5% |
34% |
False |
False |
39,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
392-6 |
2.618 |
386-2 |
1.618 |
382-2 |
1.000 |
379-6 |
0.618 |
378-2 |
HIGH |
375-6 |
0.618 |
374-2 |
0.500 |
373-6 |
0.382 |
373-2 |
LOW |
371-6 |
0.618 |
369-2 |
1.000 |
367-6 |
1.618 |
365-2 |
2.618 |
361-2 |
4.250 |
354-6 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
374-5 |
373-5 |
PP |
374-1 |
372-2 |
S1 |
373-6 |
370-7 |
|