CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 22-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
385-2 |
372-6 |
-12-4 |
-3.2% |
372-4 |
High |
386-4 |
374-2 |
-12-2 |
-3.2% |
384-2 |
Low |
371-4 |
368-2 |
-3-2 |
-0.9% |
371-6 |
Close |
374-6 |
372-0 |
-2-6 |
-0.7% |
380-4 |
Range |
15-0 |
6-0 |
-9-0 |
-60.0% |
12-4 |
ATR |
7-1 |
7-1 |
0-0 |
-0.6% |
0-0 |
Volume |
73,757 |
92,027 |
18,270 |
24.8% |
292,137 |
|
Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
389-4 |
386-6 |
375-2 |
|
R3 |
383-4 |
380-6 |
373-5 |
|
R2 |
377-4 |
377-4 |
373-1 |
|
R1 |
374-6 |
374-6 |
372-4 |
373-1 |
PP |
371-4 |
371-4 |
371-4 |
370-6 |
S1 |
368-6 |
368-6 |
371-4 |
367-1 |
S2 |
365-4 |
365-4 |
370-7 |
|
S3 |
359-4 |
362-6 |
370-3 |
|
S4 |
353-4 |
356-6 |
368-6 |
|
|
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 |
368-2 |
18-2 |
4.9% |
7-7 |
2.1% |
21% |
False |
True |
70,353 |
10 |
386-4 |
357-6 |
28-6 |
7.7% |
6-0 |
1.6% |
50% |
False |
False |
67,109 |
20 |
393-0 |
354-4 |
38-4 |
10.3% |
5-7 |
1.6% |
45% |
False |
False |
57,464 |
40 |
398-0 |
354-4 |
43-4 |
11.7% |
6-2 |
1.7% |
40% |
False |
False |
54,830 |
60 |
398-0 |
354-4 |
43-4 |
11.7% |
6-1 |
1.7% |
40% |
False |
False |
48,530 |
80 |
414-2 |
354-4 |
59-6 |
16.1% |
5-7 |
1.6% |
29% |
False |
False |
42,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
399-6 |
2.618 |
390-0 |
1.618 |
384-0 |
1.000 |
380-2 |
0.618 |
378-0 |
HIGH |
374-2 |
0.618 |
372-0 |
0.500 |
371-2 |
0.382 |
370-4 |
LOW |
368-2 |
0.618 |
364-4 |
1.000 |
362-2 |
1.618 |
358-4 |
2.618 |
352-4 |
4.250 |
342-6 |
|
|
Fisher Pivots for day following 22-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
371-6 |
377-3 |
PP |
371-4 |
375-5 |
S1 |
371-2 |
373-6 |
|