CME Pit-Traded Corn Future September 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 |
365-4 |
358-0 |
-7-4 |
-2.1% |
376-6 |
High |
367-2 |
361-0 |
-6-2 |
-1.7% |
383-4 |
Low |
358-0 |
355-0 |
-3-0 |
-0.8% |
369-0 |
Close |
358-6 |
359-4 |
0-6 |
0.2% |
369-0 |
Range |
9-2 |
6-0 |
-3-2 |
-35.1% |
14-4 |
ATR |
7-4 |
7-3 |
-0-1 |
-1.4% |
0-0 |
Volume |
41,990 |
38,141 |
-3,849 |
-9.2% |
128,049 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
376-4 |
374-0 |
362-6 |
|
R3 |
370-4 |
368-0 |
361-1 |
|
R2 |
364-4 |
364-4 |
360-5 |
|
R1 |
362-0 |
362-0 |
360-0 |
363-2 |
PP |
358-4 |
358-4 |
358-4 |
359-1 |
S1 |
356-0 |
356-0 |
359-0 |
357-2 |
S2 |
352-4 |
352-4 |
358-3 |
|
S3 |
346-4 |
350-0 |
357-7 |
|
S4 |
340-4 |
344-0 |
356-2 |
|
|
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 |
355-0 |
28-4 |
7.9% |
6-4 |
1.8% |
16% |
False |
True |
35,810 |
10 |
383-4 |
355-0 |
28-4 |
7.9% |
6-0 |
1.7% |
16% |
False |
True |
29,170 |
20 |
391-0 |
355-0 |
36-0 |
10.0% |
6-2 |
1.7% |
13% |
False |
True |
27,541 |
40 |
391-0 |
355-0 |
36-0 |
10.0% |
6-1 |
1.7% |
13% |
False |
True |
27,592 |
60 |
395-4 |
355-0 |
40-4 |
11.3% |
5-1 |
1.4% |
11% |
False |
True |
21,981 |
80 |
406-4 |
355-0 |
51-4 |
14.3% |
4-5 |
1.3% |
9% |
False |
True |
18,169 |
100 |
444-6 |
355-0 |
89-6 |
25.0% |
4-4 |
1.2% |
5% |
False |
True |
15,447 |
120 |
445-0 |
355-0 |
90-0 |
25.0% |
4-4 |
1.2% |
5% |
False |
True |
13,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
386-4 |
2.618 |
376-6 |
1.618 |
370-6 |
1.000 |
367-0 |
0.618 |
364-6 |
HIGH |
361-0 |
0.618 |
358-6 |
0.500 |
358-0 |
0.382 |
357-2 |
LOW |
355-0 |
0.618 |
351-2 |
1.000 |
349-0 |
1.618 |
345-2 |
2.618 |
339-2 |
4.250 |
329-4 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
359-0 |
361-6 |
PP |
358-4 |
361-0 |
S1 |
358-0 |
360-2 |
|