CME Pit-Traded Corn Future December 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 |
389-6 |
378-4 |
-11-2 |
-2.9% |
385-0 |
High |
391-2 |
380-2 |
-11-0 |
-2.8% |
393-0 |
Low |
379-6 |
375-0 |
-4-6 |
-1.3% |
379-6 |
Close |
380-0 |
375-2 |
-4-6 |
-1.3% |
380-0 |
Range |
11-4 |
5-2 |
-6-2 |
-54.3% |
13-2 |
ATR |
7-6 |
7-5 |
-0-1 |
-2.3% |
0-0 |
Volume |
44,363 |
44,124 |
-239 |
-0.5% |
222,430 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
392-5 |
389-1 |
378-1 |
|
R3 |
387-3 |
383-7 |
376-6 |
|
R2 |
382-1 |
382-1 |
376-2 |
|
R1 |
378-5 |
378-5 |
375-6 |
377-6 |
PP |
376-7 |
376-7 |
376-7 |
376-3 |
S1 |
373-3 |
373-3 |
374-6 |
372-4 |
S2 |
371-5 |
371-5 |
374-2 |
|
S3 |
366-3 |
368-1 |
373-6 |
|
S4 |
361-1 |
362-7 |
372-3 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
424-0 |
415-2 |
387-2 |
|
R3 |
410-6 |
402-0 |
383-5 |
|
R2 |
397-4 |
397-4 |
382-3 |
|
R1 |
388-6 |
388-6 |
381-2 |
386-4 |
PP |
384-2 |
384-2 |
384-2 |
383-1 |
S1 |
375-4 |
375-4 |
378-6 |
373-2 |
S2 |
371-0 |
371-0 |
377-5 |
|
S3 |
357-6 |
362-2 |
376-3 |
|
S4 |
344-4 |
349-0 |
372-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
393-0 |
375-0 |
18-0 |
4.8% |
5-2 |
1.4% |
1% |
False |
True |
43,227 |
10 |
393-0 |
372-4 |
20-4 |
5.5% |
6-0 |
1.6% |
13% |
False |
False |
42,442 |
20 |
398-0 |
372-4 |
25-4 |
6.8% |
6-3 |
1.7% |
11% |
False |
False |
47,674 |
40 |
398-0 |
367-4 |
30-4 |
8.1% |
6-4 |
1.7% |
25% |
False |
False |
46,013 |
60 |
405-2 |
367-4 |
37-6 |
10.1% |
5-7 |
1.6% |
21% |
False |
False |
39,433 |
80 |
414-4 |
367-4 |
47-0 |
12.5% |
5-6 |
1.5% |
16% |
False |
False |
35,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
402-4 |
2.618 |
394-0 |
1.618 |
388-6 |
1.000 |
385-4 |
0.618 |
383-4 |
HIGH |
380-2 |
0.618 |
378-2 |
0.500 |
377-5 |
0.382 |
377-0 |
LOW |
375-0 |
0.618 |
371-6 |
1.000 |
369-6 |
1.618 |
366-4 |
2.618 |
361-2 |
4.250 |
352-6 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
377-5 |
384-0 |
PP |
376-7 |
381-1 |
S1 |
376-0 |
378-1 |
|