CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 08-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
356-4 |
354-4 |
-2-0 |
-0.6% |
378-4 |
High |
357-4 |
358-4 |
1-0 |
0.3% |
380-2 |
Low |
354-4 |
354-4 |
0-0 |
0.0% |
359-6 |
Close |
355-0 |
356-4 |
1-4 |
0.4% |
359-4 |
Range |
3-0 |
4-0 |
1-0 |
33.3% |
20-4 |
ATR |
7-5 |
7-3 |
-0-2 |
-3.4% |
0-0 |
Volume |
54,252 |
63,510 |
9,258 |
17.1% |
188,425 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
368-4 |
366-4 |
358-6 |
|
R3 |
364-4 |
362-4 |
357-5 |
|
R2 |
360-4 |
360-4 |
357-2 |
|
R1 |
358-4 |
358-4 |
356-7 |
359-4 |
PP |
356-4 |
356-4 |
356-4 |
357-0 |
S1 |
354-4 |
354-4 |
356-1 |
355-4 |
S2 |
352-4 |
352-4 |
355-6 |
|
S3 |
348-4 |
350-4 |
355-3 |
|
S4 |
344-4 |
346-4 |
354-2 |
|
|
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 |
378-4 |
354-4 |
24-0 |
6.7% |
5-7 |
1.7% |
8% |
False |
True |
52,412 |
10 |
393-0 |
354-4 |
38-4 |
10.8% |
5-5 |
1.6% |
5% |
False |
True |
47,819 |
20 |
398-0 |
354-4 |
43-4 |
12.2% |
6-0 |
1.7% |
5% |
False |
True |
48,563 |
40 |
398-0 |
354-4 |
43-4 |
12.2% |
6-4 |
1.8% |
5% |
False |
True |
48,230 |
60 |
405-2 |
354-4 |
50-6 |
14.2% |
6-0 |
1.7% |
4% |
False |
True |
41,144 |
80 |
414-4 |
354-4 |
60-0 |
16.8% |
5-6 |
1.6% |
3% |
False |
True |
37,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
375-4 |
2.618 |
369-0 |
1.618 |
365-0 |
1.000 |
362-4 |
0.618 |
361-0 |
HIGH |
358-4 |
0.618 |
357-0 |
0.500 |
356-4 |
0.382 |
356-0 |
LOW |
354-4 |
0.618 |
352-0 |
1.000 |
350-4 |
1.618 |
348-0 |
2.618 |
344-0 |
4.250 |
337-4 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
356-4 |
360-6 |
PP |
356-4 |
359-3 |
S1 |
356-4 |
357-7 |
|