CME Pit-Traded Corn Future September 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 |
366-4 |
375-2 |
8-6 |
2.4% |
361-0 |
| High |
372-6 |
376-0 |
3-2 |
0.9% |
372-6 |
| Low |
366-2 |
361-0 |
-5-2 |
-1.4% |
360-0 |
| Close |
370-0 |
364-2 |
-5-6 |
-1.6% |
370-0 |
| Range |
6-4 |
15-0 |
8-4 |
130.8% |
12-6 |
| ATR |
6-3 |
7-0 |
0-5 |
9.6% |
0-0 |
| Volume |
54,821 |
61,178 |
6,357 |
11.6% |
271,687 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
412-1 |
403-1 |
372-4 |
|
| R3 |
397-1 |
388-1 |
368-3 |
|
| R2 |
382-1 |
382-1 |
367-0 |
|
| R1 |
373-1 |
373-1 |
365-5 |
370-1 |
| PP |
367-1 |
367-1 |
367-1 |
365-4 |
| S1 |
358-1 |
358-1 |
362-7 |
355-1 |
| S2 |
352-1 |
352-1 |
361-4 |
|
| S3 |
337-1 |
343-1 |
360-1 |
|
| S4 |
322-1 |
328-1 |
356-0 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
405-7 |
400-5 |
377-0 |
|
| R3 |
393-1 |
387-7 |
373-4 |
|
| R2 |
380-3 |
380-3 |
372-3 |
|
| R1 |
375-1 |
375-1 |
371-1 |
377-6 |
| PP |
367-5 |
367-5 |
367-5 |
368-7 |
| S1 |
362-3 |
362-3 |
368-7 |
365-0 |
| S2 |
354-7 |
354-7 |
367-5 |
|
| S3 |
342-1 |
349-5 |
366-4 |
|
| S4 |
329-3 |
336-7 |
363-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
376-0 |
360-4 |
15-4 |
4.3% |
7-1 |
2.0% |
24% |
True |
False |
54,306 |
| 10 |
376-0 |
344-4 |
31-4 |
8.6% |
5-6 |
1.6% |
63% |
True |
False |
67,078 |
| 20 |
383-4 |
344-4 |
39-0 |
10.7% |
5-4 |
1.5% |
51% |
False |
False |
50,862 |
| 40 |
391-0 |
344-4 |
46-4 |
12.8% |
6-0 |
1.7% |
42% |
False |
False |
38,848 |
| 60 |
391-0 |
344-4 |
46-4 |
12.8% |
5-5 |
1.6% |
42% |
False |
False |
32,786 |
| 80 |
406-4 |
344-4 |
62-0 |
17.0% |
5-0 |
1.4% |
32% |
False |
False |
26,970 |
| 100 |
406-4 |
344-4 |
62-0 |
17.0% |
4-5 |
1.3% |
32% |
False |
False |
22,556 |
| 120 |
445-0 |
344-4 |
100-4 |
27.6% |
4-4 |
1.2% |
20% |
False |
False |
19,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
439-6 |
|
2.618 |
415-2 |
|
1.618 |
400-2 |
|
1.000 |
391-0 |
|
0.618 |
385-2 |
|
HIGH |
376-0 |
|
0.618 |
370-2 |
|
0.500 |
368-4 |
|
0.382 |
366-6 |
|
LOW |
361-0 |
|
0.618 |
351-6 |
|
1.000 |
346-0 |
|
1.618 |
336-6 |
|
2.618 |
321-6 |
|
4.250 |
297-2 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
368-4 |
368-4 |
| PP |
367-1 |
367-1 |
| S1 |
365-5 |
365-5 |
|