CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 04-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
369-6 |
366-6 |
-3-0 |
-0.8% |
378-4 |
High |
371-4 |
367-0 |
-4-4 |
-1.2% |
380-2 |
Low |
365-6 |
359-6 |
-6-0 |
-1.6% |
359-6 |
Close |
370-2 |
359-4 |
-10-6 |
-2.9% |
359-4 |
Range |
5-6 |
7-2 |
1-4 |
26.1% |
20-4 |
ATR |
7-4 |
7-6 |
0-2 |
2.8% |
0-0 |
Volume |
43,622 |
49,922 |
6,300 |
14.4% |
188,425 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
383-7 |
378-7 |
363-4 |
|
R3 |
376-5 |
371-5 |
361-4 |
|
R2 |
369-3 |
369-3 |
360-7 |
|
R1 |
364-3 |
364-3 |
360-1 |
363-2 |
PP |
362-1 |
362-1 |
362-1 |
361-4 |
S1 |
357-1 |
357-1 |
358-7 |
356-0 |
S2 |
354-7 |
354-7 |
358-1 |
|
S3 |
347-5 |
349-7 |
357-4 |
|
S4 |
340-3 |
342-5 |
355-4 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428-0 |
414-2 |
370-6 |
|
R3 |
407-4 |
393-6 |
365-1 |
|
R2 |
387-0 |
387-0 |
363-2 |
|
R1 |
373-2 |
373-2 |
361-3 |
369-7 |
PP |
366-4 |
366-4 |
366-4 |
364-6 |
S1 |
352-6 |
352-6 |
357-5 |
349-3 |
S2 |
346-0 |
346-0 |
355-6 |
|
S3 |
325-4 |
332-2 |
353-7 |
|
S4 |
305-0 |
311-6 |
348-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
391-2 |
359-6 |
31-4 |
8.8% |
7-7 |
2.2% |
-1% |
False |
True |
46,557 |
10 |
393-0 |
359-6 |
33-2 |
9.2% |
6-3 |
1.8% |
-1% |
False |
True |
45,430 |
20 |
398-0 |
359-6 |
38-2 |
10.6% |
6-2 |
1.7% |
-1% |
False |
True |
48,845 |
40 |
398-0 |
359-6 |
38-2 |
10.6% |
6-5 |
1.8% |
-1% |
False |
True |
47,087 |
60 |
405-2 |
359-6 |
45-4 |
12.7% |
6-0 |
1.7% |
-1% |
False |
True |
40,440 |
80 |
414-4 |
359-6 |
54-6 |
15.2% |
5-6 |
1.6% |
0% |
False |
True |
36,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
397-6 |
2.618 |
386-0 |
1.618 |
378-6 |
1.000 |
374-2 |
0.618 |
371-4 |
HIGH |
367-0 |
0.618 |
364-2 |
0.500 |
363-3 |
0.382 |
362-4 |
LOW |
359-6 |
0.618 |
355-2 |
1.000 |
352-4 |
1.618 |
348-0 |
2.618 |
340-6 |
4.250 |
329-0 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
363-3 |
369-1 |
PP |
362-1 |
365-7 |
S1 |
360-6 |
362-6 |
|