CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 23-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
372-6 |
368-4 |
-4-2 |
-1.1% |
372-4 |
High |
374-2 |
370-2 |
-4-0 |
-1.1% |
384-2 |
Low |
368-2 |
365-0 |
-3-2 |
-0.9% |
371-6 |
Close |
372-0 |
365-4 |
-6-4 |
-1.7% |
380-4 |
Range |
6-0 |
5-2 |
-0-6 |
-12.5% |
12-4 |
ATR |
7-1 |
7-1 |
0-0 |
-0.1% |
0-0 |
Volume |
92,027 |
64,912 |
-27,115 |
-29.5% |
292,137 |
|
Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
382-5 |
379-3 |
368-3 |
|
R3 |
377-3 |
374-1 |
367-0 |
|
R2 |
372-1 |
372-1 |
366-4 |
|
R1 |
368-7 |
368-7 |
366-0 |
367-7 |
PP |
366-7 |
366-7 |
366-7 |
366-4 |
S1 |
363-5 |
363-5 |
365-0 |
362-5 |
S2 |
361-5 |
361-5 |
364-4 |
|
S3 |
356-3 |
358-3 |
364-0 |
|
S4 |
351-1 |
353-1 |
362-5 |
|
|
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 |
365-0 |
21-4 |
5.9% |
7-4 |
2.1% |
2% |
False |
True |
71,728 |
10 |
386-4 |
360-0 |
26-4 |
7.3% |
6-3 |
1.7% |
21% |
False |
False |
66,656 |
20 |
393-0 |
354-4 |
38-4 |
10.5% |
5-6 |
1.6% |
29% |
False |
False |
58,420 |
40 |
398-0 |
354-4 |
43-4 |
11.9% |
6-2 |
1.7% |
25% |
False |
False |
55,291 |
60 |
398-0 |
354-4 |
43-4 |
11.9% |
6-2 |
1.7% |
25% |
False |
False |
49,342 |
80 |
414-2 |
354-4 |
59-6 |
16.3% |
5-7 |
1.6% |
18% |
False |
False |
43,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
392-4 |
2.618 |
384-0 |
1.618 |
378-6 |
1.000 |
375-4 |
0.618 |
373-4 |
HIGH |
370-2 |
0.618 |
368-2 |
0.500 |
367-5 |
0.382 |
367-0 |
LOW |
365-0 |
0.618 |
361-6 |
1.000 |
359-6 |
1.618 |
356-4 |
2.618 |
351-2 |
4.250 |
342-6 |
|
|
Fisher Pivots for day following 23-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
367-5 |
375-6 |
PP |
366-7 |
372-3 |
S1 |
366-2 |
368-7 |
|