CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 03-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
376-4 |
369-6 |
-6-6 |
-1.8% |
385-0 |
High |
378-4 |
371-4 |
-7-0 |
-1.8% |
393-0 |
Low |
369-0 |
365-6 |
-3-2 |
-0.9% |
379-6 |
Close |
369-6 |
370-2 |
0-4 |
0.1% |
380-0 |
Range |
9-4 |
5-6 |
-3-6 |
-39.5% |
13-2 |
ATR |
7-6 |
7-4 |
-0-1 |
-1.8% |
0-0 |
Volume |
50,757 |
43,622 |
-7,135 |
-14.1% |
222,430 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386-3 |
384-1 |
373-3 |
|
R3 |
380-5 |
378-3 |
371-7 |
|
R2 |
374-7 |
374-7 |
371-2 |
|
R1 |
372-5 |
372-5 |
370-6 |
373-6 |
PP |
369-1 |
369-1 |
369-1 |
369-6 |
S1 |
366-7 |
366-7 |
369-6 |
368-0 |
S2 |
363-3 |
363-3 |
369-2 |
|
S3 |
357-5 |
361-1 |
368-5 |
|
S4 |
351-7 |
355-3 |
367-1 |
|
|
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 |
365-6 |
27-2 |
7.4% |
6-6 |
1.8% |
17% |
False |
True |
43,458 |
10 |
393-0 |
365-6 |
27-2 |
7.4% |
6-3 |
1.7% |
17% |
False |
True |
45,033 |
20 |
398-0 |
365-6 |
32-2 |
8.7% |
6-3 |
1.7% |
14% |
False |
True |
48,601 |
40 |
398-0 |
365-6 |
32-2 |
8.7% |
6-4 |
1.8% |
14% |
False |
True |
47,229 |
60 |
405-2 |
365-6 |
39-4 |
10.7% |
6-0 |
1.6% |
11% |
False |
True |
40,159 |
80 |
414-4 |
365-6 |
48-6 |
13.2% |
5-6 |
1.6% |
9% |
False |
True |
35,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
396-0 |
2.618 |
386-4 |
1.618 |
380-6 |
1.000 |
377-2 |
0.618 |
375-0 |
HIGH |
371-4 |
0.618 |
369-2 |
0.500 |
368-5 |
0.382 |
368-0 |
LOW |
365-6 |
0.618 |
362-2 |
1.000 |
360-0 |
1.618 |
356-4 |
2.618 |
350-6 |
4.250 |
341-2 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
369-6 |
373-0 |
PP |
369-1 |
372-1 |
S1 |
368-5 |
371-1 |
|