CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 03-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
355-6 |
348-6 |
-7-0 |
-2.0% |
368-4 |
High |
357-4 |
351-0 |
-6-4 |
-1.8% |
373-6 |
Low |
347-6 |
344-4 |
-3-2 |
-0.9% |
358-4 |
Close |
348-4 |
349-4 |
1-0 |
0.3% |
359-0 |
Range |
9-6 |
6-4 |
-3-2 |
-33.3% |
15-2 |
ATR |
8-2 |
8-1 |
-0-1 |
-1.5% |
0-0 |
Volume |
137,372 |
127,867 |
-9,505 |
-6.9% |
560,264 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
367-7 |
365-1 |
353-1 |
|
R3 |
361-3 |
358-5 |
351-2 |
|
R2 |
354-7 |
354-7 |
350-6 |
|
R1 |
352-1 |
352-1 |
350-1 |
353-4 |
PP |
348-3 |
348-3 |
348-3 |
349-0 |
S1 |
345-5 |
345-5 |
348-7 |
347-0 |
S2 |
341-7 |
341-7 |
348-2 |
|
S3 |
335-3 |
339-1 |
347-6 |
|
S4 |
328-7 |
332-5 |
345-7 |
|
|
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 |
344-4 |
29-2 |
8.4% |
7-2 |
2.1% |
17% |
False |
True |
122,055 |
10 |
373-6 |
344-4 |
29-2 |
8.4% |
6-7 |
2.0% |
17% |
False |
True |
120,399 |
20 |
385-0 |
344-4 |
40-4 |
11.6% |
7-2 |
2.1% |
12% |
False |
True |
125,847 |
40 |
385-0 |
344-4 |
40-4 |
11.6% |
7-3 |
2.1% |
12% |
False |
True |
128,419 |
60 |
387-4 |
344-4 |
43-0 |
12.3% |
6-6 |
1.9% |
12% |
False |
True |
96,642 |
80 |
401-4 |
344-4 |
57-0 |
16.3% |
6-4 |
1.9% |
9% |
False |
True |
79,664 |
100 |
441-4 |
344-4 |
97-0 |
27.8% |
6-3 |
1.8% |
5% |
False |
True |
69,274 |
120 |
443-0 |
344-4 |
98-4 |
28.2% |
6-3 |
1.8% |
5% |
False |
True |
59,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
378-5 |
2.618 |
368-0 |
1.618 |
361-4 |
1.000 |
357-4 |
0.618 |
355-0 |
HIGH |
351-0 |
0.618 |
348-4 |
0.500 |
347-6 |
0.382 |
347-0 |
LOW |
344-4 |
0.618 |
340-4 |
1.000 |
338-0 |
1.618 |
334-0 |
2.618 |
327-4 |
4.250 |
316-7 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
348-7 |
351-6 |
PP |
348-3 |
351-0 |
S1 |
347-6 |
350-2 |
|