CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 02-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
378-4 |
376-4 |
-2-0 |
-0.5% |
385-0 |
High |
380-2 |
378-4 |
-1-6 |
-0.5% |
393-0 |
Low |
375-0 |
369-0 |
-6-0 |
-1.6% |
379-6 |
Close |
375-2 |
369-6 |
-5-4 |
-1.5% |
380-0 |
Range |
5-2 |
9-4 |
4-2 |
81.0% |
13-2 |
ATR |
7-5 |
7-6 |
0-1 |
1.8% |
0-0 |
Volume |
44,124 |
50,757 |
6,633 |
15.0% |
222,430 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
400-7 |
394-7 |
375-0 |
|
R3 |
391-3 |
385-3 |
372-3 |
|
R2 |
381-7 |
381-7 |
371-4 |
|
R1 |
375-7 |
375-7 |
370-5 |
374-1 |
PP |
372-3 |
372-3 |
372-3 |
371-4 |
S1 |
366-3 |
366-3 |
368-7 |
364-5 |
S2 |
362-7 |
362-7 |
368-0 |
|
S3 |
353-3 |
356-7 |
367-1 |
|
S4 |
343-7 |
347-3 |
364-4 |
|
|
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 |
369-0 |
24-0 |
6.5% |
6-1 |
1.6% |
3% |
False |
True |
44,220 |
10 |
393-0 |
369-0 |
24-0 |
6.5% |
6-5 |
1.8% |
3% |
False |
True |
44,141 |
20 |
398-0 |
369-0 |
29-0 |
7.8% |
6-5 |
1.8% |
3% |
False |
True |
48,419 |
40 |
398-0 |
367-4 |
30-4 |
8.2% |
6-6 |
1.8% |
7% |
False |
False |
46,641 |
60 |
405-2 |
367-4 |
37-6 |
10.2% |
6-0 |
1.6% |
6% |
False |
False |
39,801 |
80 |
414-4 |
367-4 |
47-0 |
12.7% |
5-6 |
1.6% |
5% |
False |
False |
35,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
418-7 |
2.618 |
403-3 |
1.618 |
393-7 |
1.000 |
388-0 |
0.618 |
384-3 |
HIGH |
378-4 |
0.618 |
374-7 |
0.500 |
373-6 |
0.382 |
372-5 |
LOW |
369-0 |
0.618 |
363-1 |
1.000 |
359-4 |
1.618 |
353-5 |
2.618 |
344-1 |
4.250 |
328-5 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
373-6 |
380-1 |
PP |
372-3 |
376-5 |
S1 |
371-1 |
373-2 |
|