CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 17-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
374-6 |
379-4 |
4-6 |
1.3% |
356-4 |
High |
381-0 |
380-2 |
-0-6 |
-0.2% |
371-0 |
Low |
374-0 |
375-4 |
1-4 |
0.4% |
354-4 |
Close |
377-2 |
378-2 |
1-0 |
0.3% |
371-0 |
Range |
7-0 |
4-6 |
-2-2 |
-32.1% |
16-4 |
ATR |
6-5 |
6-4 |
-0-1 |
-2.1% |
0-0 |
Volume |
58,036 |
65,210 |
7,174 |
12.4% |
330,936 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
392-2 |
390-0 |
380-7 |
|
R3 |
387-4 |
385-2 |
379-4 |
|
R2 |
382-6 |
382-6 |
379-1 |
|
R1 |
380-4 |
380-4 |
378-5 |
379-2 |
PP |
378-0 |
378-0 |
378-0 |
377-3 |
S1 |
375-6 |
375-6 |
377-7 |
374-4 |
S2 |
373-2 |
373-2 |
377-3 |
|
S3 |
368-4 |
371-0 |
377-0 |
|
S4 |
363-6 |
366-2 |
375-5 |
|
|
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 |
366-0 |
15-0 |
4.0% |
4-6 |
1.2% |
82% |
False |
False |
61,154 |
10 |
381-0 |
354-4 |
26-4 |
7.0% |
4-6 |
1.2% |
90% |
False |
False |
61,026 |
20 |
393-0 |
354-4 |
38-4 |
10.2% |
5-4 |
1.5% |
62% |
False |
False |
53,029 |
40 |
398-0 |
354-4 |
43-4 |
11.5% |
6-1 |
1.6% |
55% |
False |
False |
52,547 |
60 |
398-0 |
354-4 |
43-4 |
11.5% |
6-0 |
1.6% |
55% |
False |
False |
45,962 |
80 |
414-4 |
354-4 |
60-0 |
15.9% |
5-5 |
1.5% |
40% |
False |
False |
40,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
400-4 |
2.618 |
392-5 |
1.618 |
387-7 |
1.000 |
385-0 |
0.618 |
383-1 |
HIGH |
380-2 |
0.618 |
378-3 |
0.500 |
377-7 |
0.382 |
377-3 |
LOW |
375-4 |
0.618 |
372-5 |
1.000 |
370-6 |
1.618 |
367-7 |
2.618 |
363-1 |
4.250 |
355-2 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
378-1 |
377-5 |
PP |
378-0 |
377-0 |
S1 |
377-7 |
376-3 |
|