CME Pit-Traded Corn Future September 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 |
367-4 |
365-4 |
-2-0 |
-0.5% |
376-6 |
| High |
368-4 |
367-2 |
-1-2 |
-0.3% |
383-4 |
| Low |
364-2 |
358-0 |
-6-2 |
-1.7% |
369-0 |
| Close |
364-0 |
358-6 |
-5-2 |
-1.4% |
369-0 |
| Range |
4-2 |
9-2 |
5-0 |
117.6% |
14-4 |
| ATR |
7-3 |
7-4 |
0-1 |
1.8% |
0-0 |
| Volume |
43,606 |
41,990 |
-1,616 |
-3.7% |
128,049 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
389-1 |
383-1 |
363-7 |
|
| R3 |
379-7 |
373-7 |
361-2 |
|
| R2 |
370-5 |
370-5 |
360-4 |
|
| R1 |
364-5 |
364-5 |
359-5 |
363-0 |
| PP |
361-3 |
361-3 |
361-3 |
360-4 |
| S1 |
355-3 |
355-3 |
357-7 |
353-6 |
| S2 |
352-1 |
352-1 |
357-0 |
|
| S3 |
342-7 |
346-1 |
356-2 |
|
| S4 |
333-5 |
336-7 |
353-5 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
417-3 |
407-5 |
377-0 |
|
| R3 |
402-7 |
393-1 |
373-0 |
|
| R2 |
388-3 |
388-3 |
371-5 |
|
| R1 |
378-5 |
378-5 |
370-3 |
376-2 |
| PP |
373-7 |
373-7 |
373-7 |
372-5 |
| S1 |
364-1 |
364-1 |
367-5 |
361-6 |
| S2 |
359-3 |
359-3 |
366-3 |
|
| S3 |
344-7 |
349-5 |
365-0 |
|
| S4 |
330-3 |
335-1 |
361-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
383-4 |
358-0 |
25-4 |
7.1% |
5-6 |
1.6% |
3% |
False |
True |
33,019 |
| 10 |
383-4 |
358-0 |
25-4 |
7.1% |
6-2 |
1.7% |
3% |
False |
True |
27,227 |
| 20 |
391-0 |
358-0 |
33-0 |
9.2% |
6-3 |
1.8% |
2% |
False |
True |
26,649 |
| 40 |
391-0 |
358-0 |
33-0 |
9.2% |
6-2 |
1.8% |
2% |
False |
True |
26,896 |
| 60 |
395-4 |
358-0 |
37-4 |
10.5% |
5-1 |
1.4% |
2% |
False |
True |
21,588 |
| 80 |
406-4 |
358-0 |
48-4 |
13.5% |
4-5 |
1.3% |
2% |
False |
True |
17,737 |
| 100 |
445-0 |
358-0 |
87-0 |
24.3% |
4-4 |
1.2% |
1% |
False |
True |
15,109 |
| 120 |
445-0 |
358-0 |
87-0 |
24.3% |
4-3 |
1.2% |
1% |
False |
True |
12,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
406-4 |
|
2.618 |
391-4 |
|
1.618 |
382-2 |
|
1.000 |
376-4 |
|
0.618 |
373-0 |
|
HIGH |
367-2 |
|
0.618 |
363-6 |
|
0.500 |
362-5 |
|
0.382 |
361-4 |
|
LOW |
358-0 |
|
0.618 |
352-2 |
|
1.000 |
348-6 |
|
1.618 |
343-0 |
|
2.618 |
333-6 |
|
4.250 |
318-6 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
362-5 |
369-2 |
| PP |
361-3 |
365-6 |
| S1 |
360-0 |
362-2 |
|