CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 02-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
357-4 |
355-6 |
-1-6 |
-0.5% |
368-4 |
High |
359-0 |
357-4 |
-1-4 |
-0.4% |
373-6 |
Low |
354-0 |
347-6 |
-6-2 |
-1.8% |
358-4 |
Close |
354-0 |
348-4 |
-5-4 |
-1.6% |
359-0 |
Range |
5-0 |
9-6 |
4-6 |
95.0% |
15-2 |
ATR |
8-1 |
8-2 |
0-1 |
1.4% |
0-0 |
Volume |
150,749 |
137,372 |
-13,377 |
-8.9% |
560,264 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
380-4 |
374-2 |
353-7 |
|
R3 |
370-6 |
364-4 |
351-1 |
|
R2 |
361-0 |
361-0 |
350-2 |
|
R1 |
354-6 |
354-6 |
349-3 |
353-0 |
PP |
351-2 |
351-2 |
351-2 |
350-3 |
S1 |
345-0 |
345-0 |
347-5 |
343-2 |
S2 |
341-4 |
341-4 |
346-6 |
|
S3 |
331-6 |
335-2 |
345-7 |
|
S4 |
322-0 |
325-4 |
343-1 |
|
|
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 |
347-6 |
26-0 |
7.5% |
6-5 |
1.9% |
3% |
False |
True |
120,987 |
10 |
373-6 |
347-6 |
26-0 |
7.5% |
7-2 |
2.1% |
3% |
False |
True |
118,100 |
20 |
385-0 |
347-6 |
37-2 |
10.7% |
7-4 |
2.2% |
2% |
False |
True |
126,049 |
40 |
385-0 |
347-6 |
37-2 |
10.7% |
7-5 |
2.2% |
2% |
False |
True |
126,458 |
60 |
387-4 |
347-6 |
39-6 |
11.4% |
6-6 |
1.9% |
2% |
False |
True |
94,876 |
80 |
401-4 |
347-6 |
53-6 |
15.4% |
6-4 |
1.9% |
1% |
False |
True |
78,536 |
100 |
442-4 |
347-6 |
94-6 |
27.2% |
6-3 |
1.8% |
1% |
False |
True |
68,213 |
120 |
443-0 |
347-6 |
95-2 |
27.3% |
6-4 |
1.9% |
1% |
False |
True |
58,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
399-0 |
2.618 |
383-0 |
1.618 |
373-2 |
1.000 |
367-2 |
0.618 |
363-4 |
HIGH |
357-4 |
0.618 |
353-6 |
0.500 |
352-5 |
0.382 |
351-4 |
LOW |
347-6 |
0.618 |
341-6 |
1.000 |
338-0 |
1.618 |
332-0 |
2.618 |
322-2 |
4.250 |
306-2 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
352-5 |
359-5 |
PP |
351-2 |
355-7 |
S1 |
349-7 |
352-2 |
|