CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 24-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
368-4 |
366-0 |
-2-4 |
-0.7% |
372-4 |
High |
370-2 |
368-2 |
-2-0 |
-0.5% |
384-2 |
Low |
365-0 |
361-4 |
-3-4 |
-1.0% |
371-6 |
Close |
365-4 |
364-4 |
-1-0 |
-0.3% |
380-4 |
Range |
5-2 |
6-6 |
1-4 |
28.6% |
12-4 |
ATR |
7-1 |
7-1 |
0-0 |
-0.3% |
0-0 |
Volume |
64,912 |
65,806 |
894 |
1.4% |
292,137 |
|
Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385-0 |
381-4 |
368-2 |
|
R3 |
378-2 |
374-6 |
366-3 |
|
R2 |
371-4 |
371-4 |
365-6 |
|
R1 |
368-0 |
368-0 |
365-1 |
366-3 |
PP |
364-6 |
364-6 |
364-6 |
364-0 |
S1 |
361-2 |
361-2 |
363-7 |
359-5 |
S2 |
358-0 |
358-0 |
363-2 |
|
S3 |
351-2 |
354-4 |
362-5 |
|
S4 |
344-4 |
347-6 |
360-6 |
|
|
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 |
361-4 |
25-0 |
6.9% |
8-0 |
2.2% |
12% |
False |
True |
71,847 |
10 |
386-4 |
361-4 |
25-0 |
6.9% |
6-3 |
1.7% |
12% |
False |
True |
66,500 |
20 |
393-0 |
354-4 |
38-4 |
10.6% |
6-0 |
1.7% |
26% |
False |
False |
59,339 |
40 |
398-0 |
354-4 |
43-4 |
11.9% |
6-2 |
1.7% |
23% |
False |
False |
55,361 |
60 |
398-0 |
354-4 |
43-4 |
11.9% |
6-2 |
1.7% |
23% |
False |
False |
50,003 |
80 |
414-2 |
354-4 |
59-6 |
16.4% |
5-7 |
1.6% |
17% |
False |
False |
43,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
397-0 |
2.618 |
385-7 |
1.618 |
379-1 |
1.000 |
375-0 |
0.618 |
372-3 |
HIGH |
368-2 |
0.618 |
365-5 |
0.500 |
364-7 |
0.382 |
364-1 |
LOW |
361-4 |
0.618 |
357-3 |
1.000 |
354-6 |
1.618 |
350-5 |
2.618 |
343-7 |
4.250 |
332-6 |
|
|
Fisher Pivots for day following 24-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
364-7 |
367-7 |
PP |
364-6 |
366-6 |
S1 |
364-5 |
365-5 |
|