CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 07-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
346-0 |
338-0 |
-8-0 |
-2.3% |
357-4 |
High |
347-0 |
338-4 |
-8-4 |
-2.4% |
359-0 |
Low |
340-0 |
335-4 |
-4-4 |
-1.3% |
340-0 |
Close |
340-0 |
335-6 |
-4-2 |
-1.3% |
340-0 |
Range |
7-0 |
3-0 |
-4-0 |
-57.1% |
19-0 |
ATR |
8-2 |
8-0 |
-0-2 |
-3.2% |
0-0 |
Volume |
141,195 |
139,239 |
-1,956 |
-1.4% |
557,183 |
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
345-5 |
343-5 |
337-3 |
|
R3 |
342-5 |
340-5 |
336-5 |
|
R2 |
339-5 |
339-5 |
336-2 |
|
R1 |
337-5 |
337-5 |
336-0 |
337-1 |
PP |
336-5 |
336-5 |
336-5 |
336-2 |
S1 |
334-5 |
334-5 |
335-4 |
334-1 |
S2 |
333-5 |
333-5 |
335-2 |
|
S3 |
330-5 |
331-5 |
334-7 |
|
S4 |
327-5 |
328-5 |
334-1 |
|
|
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 |
359-0 |
335-4 |
23-4 |
7.0% |
6-2 |
1.9% |
1% |
False |
True |
139,284 |
10 |
373-6 |
335-4 |
38-2 |
11.4% |
6-0 |
1.8% |
1% |
False |
True |
125,668 |
20 |
385-0 |
335-4 |
49-4 |
14.7% |
6-7 |
2.0% |
1% |
False |
True |
123,173 |
40 |
385-0 |
335-4 |
49-4 |
14.7% |
7-3 |
2.2% |
1% |
False |
True |
130,353 |
60 |
387-4 |
335-4 |
52-0 |
15.5% |
6-7 |
2.0% |
0% |
False |
True |
99,938 |
80 |
401-4 |
335-4 |
66-0 |
19.7% |
6-4 |
1.9% |
0% |
False |
True |
82,189 |
100 |
404-4 |
335-4 |
69-0 |
20.6% |
6-3 |
1.9% |
0% |
False |
True |
71,576 |
120 |
443-0 |
335-4 |
107-4 |
32.0% |
6-2 |
1.9% |
0% |
False |
True |
61,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
351-2 |
2.618 |
346-3 |
1.618 |
343-3 |
1.000 |
341-4 |
0.618 |
340-3 |
HIGH |
338-4 |
0.618 |
337-3 |
0.500 |
337-0 |
0.382 |
336-5 |
LOW |
335-4 |
0.618 |
333-5 |
1.000 |
332-4 |
1.618 |
330-5 |
2.618 |
327-5 |
4.250 |
322-6 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
337-0 |
343-2 |
PP |
336-5 |
340-6 |
S1 |
336-1 |
338-2 |
|