CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 21-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
377-4 |
385-2 |
7-6 |
2.1% |
372-4 |
High |
384-2 |
386-4 |
2-2 |
0.6% |
384-2 |
Low |
377-4 |
371-4 |
-6-0 |
-1.6% |
371-6 |
Close |
380-4 |
374-6 |
-5-6 |
-1.5% |
380-4 |
Range |
6-6 |
15-0 |
8-2 |
122.2% |
12-4 |
ATR |
6-4 |
7-1 |
0-5 |
9.2% |
0-0 |
Volume |
62,735 |
73,757 |
11,022 |
17.6% |
292,137 |
|
Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
422-5 |
413-5 |
383-0 |
|
R3 |
407-5 |
398-5 |
378-7 |
|
R2 |
392-5 |
392-5 |
377-4 |
|
R1 |
383-5 |
383-5 |
376-1 |
380-5 |
PP |
377-5 |
377-5 |
377-5 |
376-0 |
S1 |
368-5 |
368-5 |
373-3 |
365-5 |
S2 |
362-5 |
362-5 |
372-0 |
|
S3 |
347-5 |
353-5 |
370-5 |
|
S4 |
332-5 |
338-5 |
366-4 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
416-3 |
410-7 |
387-3 |
|
R3 |
403-7 |
398-3 |
384-0 |
|
R2 |
391-3 |
391-3 |
382-6 |
|
R1 |
385-7 |
385-7 |
381-5 |
388-5 |
PP |
378-7 |
378-7 |
378-7 |
380-2 |
S1 |
373-3 |
373-3 |
379-3 |
376-1 |
S2 |
366-3 |
366-3 |
378-2 |
|
S3 |
353-7 |
360-7 |
377-0 |
|
S4 |
341-3 |
348-3 |
373-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
386-4 |
371-4 |
15-0 |
4.0% |
7-4 |
2.0% |
22% |
True |
True |
63,971 |
10 |
386-4 |
354-4 |
32-0 |
8.5% |
5-7 |
1.6% |
63% |
True |
False |
64,257 |
20 |
393-0 |
354-4 |
38-4 |
10.3% |
5-6 |
1.5% |
53% |
False |
False |
55,384 |
40 |
398-0 |
354-4 |
43-4 |
11.6% |
6-3 |
1.7% |
47% |
False |
False |
53,567 |
60 |
398-0 |
354-4 |
43-4 |
11.6% |
6-1 |
1.6% |
47% |
False |
False |
47,493 |
80 |
414-4 |
354-4 |
60-0 |
16.0% |
5-7 |
1.6% |
34% |
False |
False |
41,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
450-2 |
2.618 |
425-6 |
1.618 |
410-6 |
1.000 |
401-4 |
0.618 |
395-6 |
HIGH |
386-4 |
0.618 |
380-6 |
0.500 |
379-0 |
0.382 |
377-2 |
LOW |
371-4 |
0.618 |
362-2 |
1.000 |
356-4 |
1.618 |
347-2 |
2.618 |
332-2 |
4.250 |
307-6 |
|
|
Fisher Pivots for day following 21-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
379-0 |
379-0 |
PP |
377-5 |
377-5 |
S1 |
376-1 |
376-1 |
|