CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 18-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
379-4 |
377-4 |
-2-0 |
-0.5% |
372-4 |
High |
380-2 |
384-2 |
4-0 |
1.1% |
384-2 |
Low |
375-4 |
377-4 |
2-0 |
0.5% |
371-6 |
Close |
378-2 |
380-4 |
2-2 |
0.6% |
380-4 |
Range |
4-6 |
6-6 |
2-0 |
42.1% |
12-4 |
ATR |
6-4 |
6-4 |
0-0 |
0.2% |
0-0 |
Volume |
65,210 |
62,735 |
-2,475 |
-3.8% |
292,137 |
|
Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
401-0 |
397-4 |
384-2 |
|
R3 |
394-2 |
390-6 |
382-3 |
|
R2 |
387-4 |
387-4 |
381-6 |
|
R1 |
384-0 |
384-0 |
381-1 |
385-6 |
PP |
380-6 |
380-6 |
380-6 |
381-5 |
S1 |
377-2 |
377-2 |
379-7 |
379-0 |
S2 |
374-0 |
374-0 |
379-2 |
|
S3 |
367-2 |
370-4 |
378-5 |
|
S4 |
360-4 |
363-6 |
376-6 |
|
|
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 |
384-2 |
371-6 |
12-4 |
3.3% |
5-0 |
1.3% |
70% |
True |
False |
58,427 |
10 |
384-2 |
354-4 |
29-6 |
7.8% |
4-5 |
1.2% |
87% |
True |
False |
62,307 |
20 |
393-0 |
354-4 |
38-4 |
10.1% |
5-4 |
1.5% |
68% |
False |
False |
53,869 |
40 |
398-0 |
354-4 |
43-4 |
11.4% |
6-1 |
1.6% |
60% |
False |
False |
53,134 |
60 |
398-0 |
354-4 |
43-4 |
11.4% |
6-0 |
1.6% |
60% |
False |
False |
46,630 |
80 |
414-4 |
354-4 |
60-0 |
15.8% |
5-5 |
1.5% |
43% |
False |
False |
41,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
413-0 |
2.618 |
401-7 |
1.618 |
395-1 |
1.000 |
391-0 |
0.618 |
388-3 |
HIGH |
384-2 |
0.618 |
381-5 |
0.500 |
380-7 |
0.382 |
380-1 |
LOW |
377-4 |
0.618 |
373-3 |
1.000 |
370-6 |
1.618 |
366-5 |
2.618 |
359-7 |
4.250 |
348-6 |
|
|
Fisher Pivots for day following 18-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
380-7 |
380-0 |
PP |
380-6 |
379-5 |
S1 |
380-5 |
379-1 |
|