CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 16-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
373-0 |
374-6 |
1-6 |
0.5% |
356-4 |
High |
375-6 |
381-0 |
5-2 |
1.4% |
371-0 |
Low |
371-6 |
374-0 |
2-2 |
0.6% |
354-4 |
Close |
375-0 |
377-2 |
2-2 |
0.6% |
371-0 |
Range |
4-0 |
7-0 |
3-0 |
75.0% |
16-4 |
ATR |
6-5 |
6-5 |
0-0 |
0.4% |
0-0 |
Volume |
60,118 |
58,036 |
-2,082 |
-3.5% |
330,936 |
|
Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
398-3 |
394-7 |
381-1 |
|
R3 |
391-3 |
387-7 |
379-1 |
|
R2 |
384-3 |
384-3 |
378-4 |
|
R1 |
380-7 |
380-7 |
377-7 |
382-5 |
PP |
377-3 |
377-3 |
377-3 |
378-2 |
S1 |
373-7 |
373-7 |
376-5 |
375-5 |
S2 |
370-3 |
370-3 |
376-0 |
|
S3 |
363-3 |
366-7 |
375-3 |
|
S4 |
356-3 |
359-7 |
373-3 |
|
|
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 |
381-0 |
360-0 |
21-0 |
5.6% |
5-1 |
1.4% |
82% |
True |
False |
61,585 |
10 |
381-0 |
354-4 |
26-4 |
7.0% |
4-6 |
1.3% |
86% |
True |
False |
58,867 |
20 |
393-0 |
354-4 |
38-4 |
10.2% |
5-6 |
1.5% |
59% |
False |
False |
51,504 |
40 |
398-0 |
354-4 |
43-4 |
11.5% |
6-1 |
1.6% |
52% |
False |
False |
51,820 |
60 |
399-0 |
354-4 |
44-4 |
11.8% |
6-0 |
1.6% |
51% |
False |
False |
45,165 |
80 |
414-4 |
354-4 |
60-0 |
15.9% |
5-5 |
1.5% |
38% |
False |
False |
40,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
410-6 |
2.618 |
399-3 |
1.618 |
392-3 |
1.000 |
388-0 |
0.618 |
385-3 |
HIGH |
381-0 |
0.618 |
378-3 |
0.500 |
377-4 |
0.382 |
376-5 |
LOW |
374-0 |
0.618 |
369-5 |
1.000 |
367-0 |
1.618 |
362-5 |
2.618 |
355-5 |
4.250 |
344-2 |
|
|
Fisher Pivots for day following 16-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
377-4 |
377-0 |
PP |
377-3 |
376-5 |
S1 |
377-3 |
376-3 |
|