CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 24-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
Open |
361-4 |
368-4 |
7-0 |
1.9% |
360-6 |
High |
372-0 |
372-4 |
0-4 |
0.1% |
372-0 |
Low |
361-2 |
368-0 |
6-6 |
1.9% |
353-6 |
Close |
369-0 |
371-0 |
2-0 |
0.5% |
369-0 |
Range |
10-6 |
4-4 |
-6-2 |
-58.1% |
18-2 |
ATR |
8-5 |
8-3 |
-0-2 |
-3.4% |
0-0 |
Volume |
112,279 |
147,199 |
34,920 |
31.1% |
572,807 |
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
384-0 |
382-0 |
373-4 |
|
R3 |
379-4 |
377-4 |
372-2 |
|
R2 |
375-0 |
375-0 |
371-7 |
|
R1 |
373-0 |
373-0 |
371-3 |
374-0 |
PP |
370-4 |
370-4 |
370-4 |
371-0 |
S1 |
368-4 |
368-4 |
370-5 |
369-4 |
S2 |
366-0 |
366-0 |
370-1 |
|
S3 |
361-4 |
364-0 |
369-6 |
|
S4 |
357-0 |
359-4 |
368-4 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
419-5 |
412-5 |
379-0 |
|
R3 |
401-3 |
394-3 |
374-0 |
|
R2 |
383-1 |
383-1 |
372-3 |
|
R1 |
376-1 |
376-1 |
370-5 |
379-5 |
PP |
364-7 |
364-7 |
364-7 |
366-6 |
S1 |
357-7 |
357-7 |
367-3 |
361-3 |
S2 |
346-5 |
346-5 |
365-5 |
|
S3 |
328-3 |
339-5 |
364-0 |
|
S4 |
310-1 |
321-3 |
359-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
372-4 |
353-6 |
18-6 |
5.1% |
7-4 |
2.0% |
92% |
True |
False |
118,503 |
10 |
385-0 |
353-6 |
31-2 |
8.4% |
7-4 |
2.0% |
55% |
False |
False |
124,408 |
20 |
385-0 |
352-0 |
33-0 |
8.9% |
7-7 |
2.1% |
58% |
False |
False |
139,696 |
40 |
385-0 |
352-0 |
33-0 |
8.9% |
7-2 |
2.0% |
58% |
False |
False |
115,109 |
60 |
401-4 |
352-0 |
49-4 |
13.3% |
6-6 |
1.8% |
38% |
False |
False |
85,932 |
80 |
401-4 |
352-0 |
49-4 |
13.3% |
6-4 |
1.7% |
38% |
False |
False |
72,052 |
100 |
443-0 |
352-0 |
91-0 |
24.5% |
6-3 |
1.7% |
21% |
False |
False |
62,106 |
120 |
443-0 |
352-0 |
91-0 |
24.5% |
6-4 |
1.7% |
21% |
False |
False |
53,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
391-5 |
2.618 |
384-2 |
1.618 |
379-6 |
1.000 |
377-0 |
0.618 |
375-2 |
HIGH |
372-4 |
0.618 |
370-6 |
0.500 |
370-2 |
0.382 |
369-6 |
LOW |
368-0 |
0.618 |
365-2 |
1.000 |
363-4 |
1.618 |
360-6 |
2.618 |
356-2 |
4.250 |
348-7 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
370-6 |
368-4 |
PP |
370-4 |
366-0 |
S1 |
370-2 |
363-4 |
|