CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 07-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
366-6 |
356-4 |
-10-2 |
-2.8% |
378-4 |
High |
367-0 |
357-4 |
-9-4 |
-2.6% |
380-2 |
Low |
359-6 |
354-4 |
-5-2 |
-1.5% |
359-6 |
Close |
359-4 |
355-0 |
-4-4 |
-1.3% |
359-4 |
Range |
7-2 |
3-0 |
-4-2 |
-58.6% |
20-4 |
ATR |
7-6 |
7-5 |
-0-2 |
-2.5% |
0-0 |
Volume |
49,922 |
54,252 |
4,330 |
8.7% |
188,425 |
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
364-5 |
362-7 |
356-5 |
|
R3 |
361-5 |
359-7 |
355-7 |
|
R2 |
358-5 |
358-5 |
355-4 |
|
R1 |
356-7 |
356-7 |
355-2 |
356-2 |
PP |
355-5 |
355-5 |
355-5 |
355-3 |
S1 |
353-7 |
353-7 |
354-6 |
353-2 |
S2 |
352-5 |
352-5 |
354-4 |
|
S3 |
349-5 |
350-7 |
354-1 |
|
S4 |
346-5 |
347-7 |
353-3 |
|
|
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 |
380-2 |
354-4 |
25-6 |
7.3% |
6-1 |
1.7% |
2% |
False |
True |
48,535 |
10 |
393-0 |
354-4 |
38-4 |
10.8% |
5-6 |
1.6% |
1% |
False |
True |
46,510 |
20 |
398-0 |
354-4 |
43-4 |
12.3% |
6-1 |
1.7% |
1% |
False |
True |
47,326 |
40 |
398-0 |
354-4 |
43-4 |
12.3% |
6-4 |
1.8% |
1% |
False |
True |
47,423 |
60 |
405-2 |
354-4 |
50-6 |
14.3% |
6-0 |
1.7% |
1% |
False |
True |
40,633 |
80 |
414-4 |
354-4 |
60-0 |
16.9% |
5-6 |
1.6% |
1% |
False |
True |
36,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
370-2 |
2.618 |
365-3 |
1.618 |
362-3 |
1.000 |
360-4 |
0.618 |
359-3 |
HIGH |
357-4 |
0.618 |
356-3 |
0.500 |
356-0 |
0.382 |
355-5 |
LOW |
354-4 |
0.618 |
352-5 |
1.000 |
351-4 |
1.618 |
349-5 |
2.618 |
346-5 |
4.250 |
341-6 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
356-0 |
363-0 |
PP |
355-5 |
360-3 |
S1 |
355-3 |
357-5 |
|