CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 04-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
348-6 |
346-0 |
-2-6 |
-0.8% |
357-4 |
High |
351-0 |
347-0 |
-4-0 |
-1.1% |
359-0 |
Low |
344-4 |
340-0 |
-4-4 |
-1.3% |
340-0 |
Close |
349-4 |
340-0 |
-9-4 |
-2.7% |
340-0 |
Range |
6-4 |
7-0 |
0-4 |
7.7% |
19-0 |
ATR |
8-1 |
8-2 |
0-1 |
1.2% |
0-0 |
Volume |
127,867 |
141,195 |
13,328 |
10.4% |
557,183 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
363-3 |
358-5 |
343-7 |
|
R3 |
356-3 |
351-5 |
341-7 |
|
R2 |
349-3 |
349-3 |
341-2 |
|
R1 |
344-5 |
344-5 |
340-5 |
343-4 |
PP |
342-3 |
342-3 |
342-3 |
341-6 |
S1 |
337-5 |
337-5 |
339-3 |
336-4 |
S2 |
335-3 |
335-3 |
338-6 |
|
S3 |
328-3 |
330-5 |
338-1 |
|
S4 |
321-3 |
323-5 |
336-1 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
403-3 |
390-5 |
350-4 |
|
R3 |
384-3 |
371-5 |
345-2 |
|
R2 |
365-3 |
365-3 |
343-4 |
|
R1 |
352-5 |
352-5 |
341-6 |
349-4 |
PP |
346-3 |
346-3 |
346-3 |
344-6 |
S1 |
333-5 |
333-5 |
338-2 |
330-4 |
S2 |
327-3 |
327-3 |
336-4 |
|
S3 |
308-3 |
314-5 |
334-6 |
|
S4 |
289-3 |
295-5 |
329-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
371-4 |
340-0 |
31-4 |
9.3% |
8-2 |
2.4% |
0% |
False |
True |
130,891 |
10 |
373-6 |
340-0 |
33-6 |
9.9% |
6-6 |
2.0% |
0% |
False |
True |
122,972 |
20 |
385-0 |
340-0 |
45-0 |
13.2% |
7-1 |
2.1% |
0% |
False |
True |
126,428 |
40 |
385-0 |
340-0 |
45-0 |
13.2% |
7-4 |
2.2% |
0% |
False |
True |
128,912 |
60 |
387-4 |
340-0 |
47-4 |
14.0% |
6-7 |
2.0% |
0% |
False |
True |
98,565 |
80 |
401-4 |
340-0 |
61-4 |
18.1% |
6-4 |
1.9% |
0% |
False |
True |
81,036 |
100 |
414-0 |
340-0 |
74-0 |
21.8% |
6-3 |
1.9% |
0% |
False |
True |
70,459 |
120 |
443-0 |
340-0 |
103-0 |
30.3% |
6-3 |
1.9% |
0% |
False |
True |
60,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
376-6 |
2.618 |
365-3 |
1.618 |
358-3 |
1.000 |
354-0 |
0.618 |
351-3 |
HIGH |
347-0 |
0.618 |
344-3 |
0.500 |
343-4 |
0.382 |
342-5 |
LOW |
340-0 |
0.618 |
335-5 |
1.000 |
333-0 |
1.618 |
328-5 |
2.618 |
321-5 |
4.250 |
310-2 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
343-4 |
348-6 |
PP |
342-3 |
345-7 |
S1 |
341-1 |
342-7 |
|