CME Pit-Traded Corn Future March 2011
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 |
392-4 |
387-4 |
-5-0 |
-1.3% |
396-4 |
High |
392-4 |
387-4 |
-5-0 |
-1.3% |
406-0 |
Low |
388-0 |
382-0 |
-6-0 |
-1.5% |
393-4 |
Close |
388-2 |
383-2 |
-5-0 |
-1.3% |
392-6 |
Range |
4-4 |
5-4 |
1-0 |
22.2% |
12-4 |
ATR |
6-2 |
6-2 |
0-0 |
0.0% |
0-0 |
Volume |
2,341 |
3,101 |
760 |
32.5% |
14,679 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
400-6 |
397-4 |
386-2 |
|
R3 |
395-2 |
392-0 |
384-6 |
|
R2 |
389-6 |
389-6 |
384-2 |
|
R1 |
386-4 |
386-4 |
383-6 |
385-3 |
PP |
384-2 |
384-2 |
384-2 |
383-6 |
S1 |
381-0 |
381-0 |
382-6 |
379-7 |
S2 |
378-6 |
378-6 |
382-2 |
|
S3 |
373-2 |
375-4 |
381-6 |
|
S4 |
367-6 |
370-0 |
380-2 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
434-7 |
426-3 |
399-5 |
|
R3 |
422-3 |
413-7 |
396-2 |
|
R2 |
409-7 |
409-7 |
395-0 |
|
R1 |
401-3 |
401-3 |
393-7 |
399-3 |
PP |
397-3 |
397-3 |
397-3 |
396-4 |
S1 |
388-7 |
388-7 |
391-5 |
386-7 |
S2 |
384-7 |
384-7 |
390-4 |
|
S3 |
372-3 |
376-3 |
389-2 |
|
S4 |
359-7 |
363-7 |
385-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
410-7 |
2.618 |
401-7 |
1.618 |
396-3 |
1.000 |
393-0 |
0.618 |
390-7 |
HIGH |
387-4 |
0.618 |
385-3 |
0.500 |
384-6 |
0.382 |
384-1 |
LOW |
382-0 |
0.618 |
378-5 |
1.000 |
376-4 |
1.618 |
373-1 |
2.618 |
367-5 |
4.250 |
358-5 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
384-6 |
393-0 |
PP |
384-2 |
389-6 |
S1 |
383-6 |
386-4 |
|