CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 25-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
366-0 |
364-4 |
-1-4 |
-0.4% |
385-2 |
High |
368-2 |
365-6 |
-2-4 |
-0.7% |
386-4 |
Low |
361-4 |
359-6 |
-1-6 |
-0.5% |
359-6 |
Close |
364-4 |
360-4 |
-4-0 |
-1.1% |
360-4 |
Range |
6-6 |
6-0 |
-0-6 |
-11.1% |
26-6 |
ATR |
7-1 |
7-0 |
-0-1 |
-1.1% |
0-0 |
Volume |
65,806 |
90,462 |
24,656 |
37.5% |
386,964 |
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
380-0 |
376-2 |
363-6 |
|
R3 |
374-0 |
370-2 |
362-1 |
|
R2 |
368-0 |
368-0 |
361-5 |
|
R1 |
364-2 |
364-2 |
361-0 |
363-1 |
PP |
362-0 |
362-0 |
362-0 |
361-4 |
S1 |
358-2 |
358-2 |
360-0 |
357-1 |
S2 |
356-0 |
356-0 |
359-3 |
|
S3 |
350-0 |
352-2 |
358-7 |
|
S4 |
344-0 |
346-2 |
357-2 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
449-1 |
431-5 |
375-2 |
|
R3 |
422-3 |
404-7 |
367-7 |
|
R2 |
395-5 |
395-5 |
365-3 |
|
R1 |
378-1 |
378-1 |
363-0 |
373-4 |
PP |
368-7 |
368-7 |
368-7 |
366-5 |
S1 |
351-3 |
351-3 |
358-0 |
346-6 |
S2 |
342-1 |
342-1 |
355-5 |
|
S3 |
315-3 |
324-5 |
353-1 |
|
S4 |
288-5 |
297-7 |
345-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
386-4 |
359-6 |
26-6 |
7.4% |
7-6 |
2.2% |
3% |
False |
True |
77,392 |
10 |
386-4 |
359-6 |
26-6 |
7.4% |
6-3 |
1.8% |
3% |
False |
True |
67,910 |
20 |
391-2 |
354-4 |
36-6 |
10.2% |
6-2 |
1.7% |
16% |
False |
False |
62,141 |
40 |
398-0 |
354-4 |
43-4 |
12.1% |
6-2 |
1.7% |
14% |
False |
False |
55,871 |
60 |
398-0 |
354-4 |
43-4 |
12.1% |
6-2 |
1.7% |
14% |
False |
False |
51,128 |
80 |
412-4 |
354-4 |
58-0 |
16.1% |
5-7 |
1.6% |
10% |
False |
False |
44,643 |
100 |
414-4 |
354-4 |
60-0 |
16.6% |
5-6 |
1.6% |
10% |
False |
False |
40,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
391-2 |
2.618 |
381-4 |
1.618 |
375-4 |
1.000 |
371-6 |
0.618 |
369-4 |
HIGH |
365-6 |
0.618 |
363-4 |
0.500 |
362-6 |
0.382 |
362-0 |
LOW |
359-6 |
0.618 |
356-0 |
1.000 |
353-6 |
1.618 |
350-0 |
2.618 |
344-0 |
4.250 |
334-2 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
362-6 |
365-0 |
PP |
362-0 |
363-4 |
S1 |
361-2 |
362-0 |
|