CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 01-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
370-2 |
357-4 |
-12-6 |
-3.4% |
368-4 |
High |
371-4 |
359-0 |
-12-4 |
-3.4% |
373-6 |
Low |
358-4 |
354-0 |
-4-4 |
-1.3% |
358-4 |
Close |
359-0 |
354-0 |
-5-0 |
-1.4% |
359-0 |
Range |
13-0 |
5-0 |
-8-0 |
-61.5% |
15-2 |
ATR |
8-3 |
8-1 |
-0-2 |
-2.9% |
0-0 |
Volume |
97,272 |
150,749 |
53,477 |
55.0% |
560,264 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
370-5 |
367-3 |
356-6 |
|
R3 |
365-5 |
362-3 |
355-3 |
|
R2 |
360-5 |
360-5 |
354-7 |
|
R1 |
357-3 |
357-3 |
354-4 |
356-4 |
PP |
355-5 |
355-5 |
355-5 |
355-2 |
S1 |
352-3 |
352-3 |
353-4 |
351-4 |
S2 |
350-5 |
350-5 |
353-1 |
|
S3 |
345-5 |
347-3 |
352-5 |
|
S4 |
340-5 |
342-3 |
351-2 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
409-4 |
399-4 |
367-3 |
|
R3 |
394-2 |
384-2 |
363-2 |
|
R2 |
379-0 |
379-0 |
361-6 |
|
R1 |
369-0 |
369-0 |
360-3 |
366-3 |
PP |
363-6 |
363-6 |
363-6 |
362-4 |
S1 |
353-6 |
353-6 |
357-5 |
351-1 |
S2 |
348-4 |
348-4 |
356-2 |
|
S3 |
333-2 |
338-4 |
354-6 |
|
S4 |
318-0 |
323-2 |
350-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
373-6 |
354-0 |
19-6 |
5.6% |
5-7 |
1.7% |
0% |
False |
True |
112,762 |
10 |
373-6 |
353-6 |
20-0 |
5.6% |
6-6 |
1.9% |
1% |
False |
False |
115,633 |
20 |
385-0 |
353-6 |
31-2 |
8.8% |
7-3 |
2.1% |
1% |
False |
False |
124,586 |
40 |
385-0 |
352-0 |
33-0 |
9.3% |
7-4 |
2.1% |
6% |
False |
False |
124,343 |
60 |
388-2 |
352-0 |
36-2 |
10.2% |
6-5 |
1.9% |
6% |
False |
False |
93,204 |
80 |
401-4 |
352-0 |
49-4 |
14.0% |
6-4 |
1.8% |
4% |
False |
False |
77,357 |
100 |
442-4 |
352-0 |
90-4 |
25.6% |
6-3 |
1.8% |
2% |
False |
False |
67,037 |
120 |
443-0 |
352-0 |
91-0 |
25.7% |
6-3 |
1.8% |
2% |
False |
False |
57,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
380-2 |
2.618 |
372-1 |
1.618 |
367-1 |
1.000 |
364-0 |
0.618 |
362-1 |
HIGH |
359-0 |
0.618 |
357-1 |
0.500 |
356-4 |
0.382 |
355-7 |
LOW |
354-0 |
0.618 |
350-7 |
1.000 |
349-0 |
1.618 |
345-7 |
2.618 |
340-7 |
4.250 |
332-6 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
356-4 |
363-7 |
PP |
355-5 |
360-5 |
S1 |
354-7 |
357-2 |
|