CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 08-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
338-0 |
336-0 |
-2-0 |
-0.6% |
357-4 |
High |
338-4 |
340-0 |
1-4 |
0.4% |
359-0 |
Low |
335-4 |
335-6 |
0-2 |
0.1% |
340-0 |
Close |
335-6 |
337-2 |
1-4 |
0.4% |
340-0 |
Range |
3-0 |
4-2 |
1-2 |
41.7% |
19-0 |
ATR |
8-0 |
7-5 |
-0-2 |
-3.3% |
0-0 |
Volume |
139,239 |
140,946 |
1,707 |
1.2% |
557,183 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
350-3 |
348-1 |
339-5 |
|
R3 |
346-1 |
343-7 |
338-3 |
|
R2 |
341-7 |
341-7 |
338-0 |
|
R1 |
339-5 |
339-5 |
337-5 |
340-6 |
PP |
337-5 |
337-5 |
337-5 |
338-2 |
S1 |
335-3 |
335-3 |
336-7 |
336-4 |
S2 |
333-3 |
333-3 |
336-4 |
|
S3 |
329-1 |
331-1 |
336-1 |
|
S4 |
324-7 |
326-7 |
334-7 |
|
|
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 |
357-4 |
335-4 |
22-0 |
6.5% |
6-1 |
1.8% |
8% |
False |
False |
137,323 |
10 |
373-6 |
335-4 |
38-2 |
11.3% |
6-0 |
1.8% |
5% |
False |
False |
125,043 |
20 |
385-0 |
335-4 |
49-4 |
14.7% |
6-6 |
2.0% |
4% |
False |
False |
124,726 |
40 |
385-0 |
335-4 |
49-4 |
14.7% |
7-3 |
2.2% |
4% |
False |
False |
132,323 |
60 |
387-4 |
335-4 |
52-0 |
15.4% |
6-6 |
2.0% |
3% |
False |
False |
101,808 |
80 |
401-4 |
335-4 |
66-0 |
19.6% |
6-4 |
1.9% |
3% |
False |
False |
83,534 |
100 |
402-0 |
335-4 |
66-4 |
19.7% |
6-2 |
1.9% |
3% |
False |
False |
72,593 |
120 |
443-0 |
335-4 |
107-4 |
31.9% |
6-2 |
1.9% |
2% |
False |
False |
62,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
358-0 |
2.618 |
351-1 |
1.618 |
346-7 |
1.000 |
344-2 |
0.618 |
342-5 |
HIGH |
340-0 |
0.618 |
338-3 |
0.500 |
337-7 |
0.382 |
337-3 |
LOW |
335-6 |
0.618 |
333-1 |
1.000 |
331-4 |
1.618 |
328-7 |
2.618 |
324-5 |
4.250 |
317-6 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
337-7 |
341-2 |
PP |
337-5 |
339-7 |
S1 |
337-4 |
338-5 |
|