CME Pit-Traded Corn Future September 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 |
358-0 |
356-2 |
-1-6 |
-0.5% |
367-4 |
High |
361-0 |
356-6 |
-4-2 |
-1.2% |
368-4 |
Low |
355-0 |
349-4 |
-5-4 |
-1.5% |
349-4 |
Close |
359-4 |
349-2 |
-10-2 |
-2.9% |
349-2 |
Range |
6-0 |
7-2 |
1-2 |
20.8% |
19-0 |
ATR |
7-3 |
7-5 |
0-1 |
2.5% |
0-0 |
Volume |
38,141 |
48,606 |
10,465 |
27.4% |
172,343 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
373-5 |
368-5 |
353-2 |
|
R3 |
366-3 |
361-3 |
351-2 |
|
R2 |
359-1 |
359-1 |
350-5 |
|
R1 |
354-1 |
354-1 |
349-7 |
353-0 |
PP |
351-7 |
351-7 |
351-7 |
351-2 |
S1 |
346-7 |
346-7 |
348-5 |
345-6 |
S2 |
344-5 |
344-5 |
347-7 |
|
S3 |
337-3 |
339-5 |
347-2 |
|
S4 |
330-1 |
332-3 |
345-2 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
412-6 |
400-0 |
359-6 |
|
R3 |
393-6 |
381-0 |
354-4 |
|
R2 |
374-6 |
374-6 |
352-6 |
|
R1 |
362-0 |
362-0 |
351-0 |
358-7 |
PP |
355-6 |
355-6 |
355-6 |
354-2 |
S1 |
343-0 |
343-0 |
347-4 |
339-7 |
S2 |
336-6 |
336-6 |
345-6 |
|
S3 |
317-6 |
324-0 |
344-0 |
|
S4 |
298-6 |
305-0 |
338-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
380-4 |
349-4 |
31-0 |
8.9% |
7-5 |
2.2% |
-1% |
False |
True |
40,127 |
10 |
383-4 |
349-4 |
34-0 |
9.7% |
6-1 |
1.8% |
-1% |
False |
True |
32,480 |
20 |
391-0 |
349-4 |
41-4 |
11.9% |
6-1 |
1.8% |
-1% |
False |
True |
28,681 |
40 |
391-0 |
349-4 |
41-4 |
11.9% |
6-2 |
1.8% |
-1% |
False |
True |
28,049 |
60 |
395-4 |
349-4 |
46-0 |
13.2% |
5-2 |
1.5% |
-1% |
False |
True |
22,539 |
80 |
406-4 |
349-4 |
57-0 |
16.3% |
4-5 |
1.3% |
0% |
False |
True |
18,672 |
100 |
418-0 |
349-4 |
68-4 |
19.6% |
4-4 |
1.3% |
0% |
False |
True |
15,898 |
120 |
445-0 |
349-4 |
95-4 |
27.3% |
4-3 |
1.3% |
0% |
False |
True |
13,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
387-4 |
2.618 |
375-6 |
1.618 |
368-4 |
1.000 |
364-0 |
0.618 |
361-2 |
HIGH |
356-6 |
0.618 |
354-0 |
0.500 |
353-1 |
0.382 |
352-2 |
LOW |
349-4 |
0.618 |
345-0 |
1.000 |
342-2 |
1.618 |
337-6 |
2.618 |
330-4 |
4.250 |
318-6 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
353-1 |
358-3 |
PP |
351-7 |
355-3 |
S1 |
350-4 |
352-2 |
|