CME Pit-Traded Corn Future March 2011
| 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 |
382-0 |
373-0 |
-9-0 |
-2.4% |
392-4 |
| High |
384-6 |
373-4 |
-11-2 |
-2.9% |
392-4 |
| Low |
379-4 |
373-0 |
-6-4 |
-1.7% |
373-0 |
| Close |
383-4 |
372-4 |
-11-0 |
-2.9% |
372-4 |
| Range |
5-2 |
0-4 |
-4-6 |
-90.5% |
19-4 |
| ATR |
6-2 |
6-4 |
0-2 |
5.0% |
0-0 |
| Volume |
3,634 |
2,802 |
-832 |
-22.9% |
11,878 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
374-4 |
374-0 |
372-6 |
|
| R3 |
374-0 |
373-4 |
372-5 |
|
| R2 |
373-4 |
373-4 |
372-5 |
|
| R1 |
373-0 |
373-0 |
372-4 |
373-0 |
| PP |
373-0 |
373-0 |
373-0 |
373-0 |
| S1 |
372-4 |
372-4 |
372-4 |
372-4 |
| S2 |
372-4 |
372-4 |
372-3 |
|
| S3 |
372-0 |
372-0 |
372-3 |
|
| S4 |
371-4 |
371-4 |
372-2 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
437-7 |
424-5 |
383-2 |
|
| R3 |
418-3 |
405-1 |
377-7 |
|
| R2 |
398-7 |
398-7 |
376-1 |
|
| R1 |
385-5 |
385-5 |
374-2 |
382-4 |
| PP |
379-3 |
379-3 |
379-3 |
377-6 |
| S1 |
366-1 |
366-1 |
370-6 |
363-0 |
| S2 |
359-7 |
359-7 |
368-7 |
|
| S3 |
340-3 |
346-5 |
367-1 |
|
| S4 |
320-7 |
327-1 |
361-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
375-5 |
|
2.618 |
374-6 |
|
1.618 |
374-2 |
|
1.000 |
374-0 |
|
0.618 |
373-6 |
|
HIGH |
373-4 |
|
0.618 |
373-2 |
|
0.500 |
373-2 |
|
0.382 |
373-2 |
|
LOW |
373-0 |
|
0.618 |
372-6 |
|
1.000 |
372-4 |
|
1.618 |
372-2 |
|
2.618 |
371-6 |
|
4.250 |
370-7 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
373-2 |
380-2 |
| PP |
373-0 |
377-5 |
| S1 |
372-6 |
375-1 |
|