CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 01-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
380-0 |
367-4 |
-12-4 |
-3.3% |
376-6 |
High |
380-4 |
368-4 |
-12-0 |
-3.2% |
383-4 |
Low |
369-0 |
364-2 |
-4-6 |
-1.3% |
369-0 |
Close |
369-0 |
364-0 |
-5-0 |
-1.4% |
369-0 |
Range |
11-4 |
4-2 |
-7-2 |
-63.0% |
14-4 |
ATR |
7-5 |
7-3 |
-0-2 |
-2.7% |
0-0 |
Volume |
28,295 |
43,606 |
15,311 |
54.1% |
128,049 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
378-3 |
375-3 |
366-3 |
|
R3 |
374-1 |
371-1 |
365-1 |
|
R2 |
369-7 |
369-7 |
364-6 |
|
R1 |
366-7 |
366-7 |
364-3 |
366-2 |
PP |
365-5 |
365-5 |
365-5 |
365-2 |
S1 |
362-5 |
362-5 |
363-5 |
362-0 |
S2 |
361-3 |
361-3 |
363-2 |
|
S3 |
357-1 |
358-3 |
362-7 |
|
S4 |
352-7 |
354-1 |
361-5 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
417-3 |
407-5 |
377-0 |
|
R3 |
402-7 |
393-1 |
373-0 |
|
R2 |
388-3 |
388-3 |
371-5 |
|
R1 |
378-5 |
378-5 |
370-3 |
376-2 |
PP |
373-7 |
373-7 |
373-7 |
372-5 |
S1 |
364-1 |
364-1 |
367-5 |
361-6 |
S2 |
359-3 |
359-3 |
366-3 |
|
S3 |
344-7 |
349-5 |
365-0 |
|
S4 |
330-3 |
335-1 |
361-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
383-4 |
364-2 |
19-2 |
5.3% |
4-6 |
1.3% |
-1% |
False |
True |
28,742 |
10 |
383-4 |
362-4 |
21-0 |
5.8% |
5-6 |
1.6% |
7% |
False |
False |
24,761 |
20 |
391-0 |
362-4 |
28-4 |
7.8% |
6-2 |
1.7% |
5% |
False |
False |
25,259 |
40 |
391-0 |
359-6 |
31-2 |
8.6% |
6-1 |
1.7% |
14% |
False |
False |
26,255 |
60 |
397-0 |
359-6 |
37-2 |
10.2% |
5-0 |
1.4% |
11% |
False |
False |
21,111 |
80 |
406-4 |
359-6 |
46-6 |
12.8% |
4-4 |
1.2% |
9% |
False |
False |
17,317 |
100 |
445-0 |
359-6 |
85-2 |
23.4% |
4-3 |
1.2% |
5% |
False |
False |
14,746 |
120 |
445-0 |
359-6 |
85-2 |
23.4% |
4-3 |
1.2% |
5% |
False |
False |
12,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
386-4 |
2.618 |
379-5 |
1.618 |
375-3 |
1.000 |
372-6 |
0.618 |
371-1 |
HIGH |
368-4 |
0.618 |
366-7 |
0.500 |
366-3 |
0.382 |
365-7 |
LOW |
364-2 |
0.618 |
361-5 |
1.000 |
360-0 |
1.618 |
357-3 |
2.618 |
353-1 |
4.250 |
346-2 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
366-3 |
373-7 |
PP |
365-5 |
370-5 |
S1 |
364-6 |
367-2 |
|