CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 26-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
Open |
364-6 |
369-4 |
4-6 |
1.3% |
360-6 |
High |
368-4 |
372-0 |
3-4 |
0.9% |
372-0 |
Low |
362-6 |
368-6 |
6-0 |
1.7% |
353-6 |
Close |
364-2 |
371-4 |
7-2 |
2.0% |
369-0 |
Range |
5-6 |
3-2 |
-2-4 |
-43.5% |
18-2 |
ATR |
8-3 |
8-2 |
0-0 |
-0.5% |
0-0 |
Volume |
96,250 |
122,528 |
26,278 |
27.3% |
572,807 |
|
Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
380-4 |
379-2 |
373-2 |
|
R3 |
377-2 |
376-0 |
372-3 |
|
R2 |
374-0 |
374-0 |
372-1 |
|
R1 |
372-6 |
372-6 |
371-6 |
373-3 |
PP |
370-6 |
370-6 |
370-6 |
371-0 |
S1 |
369-4 |
369-4 |
371-2 |
370-1 |
S2 |
367-4 |
367-4 |
370-7 |
|
S3 |
364-2 |
366-2 |
370-5 |
|
S4 |
361-0 |
363-0 |
369-6 |
|
|
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 |
354-4 |
18-0 |
4.8% |
6-4 |
1.8% |
94% |
False |
False |
118,744 |
10 |
378-6 |
353-6 |
25-0 |
6.7% |
6-5 |
1.8% |
71% |
False |
False |
121,317 |
20 |
385-0 |
353-6 |
31-2 |
8.4% |
7-5 |
2.0% |
57% |
False |
False |
135,387 |
40 |
385-0 |
352-0 |
33-0 |
8.9% |
7-2 |
2.0% |
59% |
False |
False |
119,006 |
60 |
399-0 |
352-0 |
47-0 |
12.7% |
6-5 |
1.8% |
41% |
False |
False |
88,532 |
80 |
401-4 |
352-0 |
49-4 |
13.3% |
6-4 |
1.7% |
39% |
False |
False |
74,309 |
100 |
443-0 |
352-0 |
91-0 |
24.5% |
6-2 |
1.7% |
21% |
False |
False |
64,059 |
120 |
443-0 |
352-0 |
91-0 |
24.5% |
6-3 |
1.7% |
21% |
False |
False |
55,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
385-6 |
2.618 |
380-4 |
1.618 |
377-2 |
1.000 |
375-2 |
0.618 |
374-0 |
HIGH |
372-0 |
0.618 |
370-6 |
0.500 |
370-3 |
0.382 |
370-0 |
LOW |
368-6 |
0.618 |
366-6 |
1.000 |
365-4 |
1.618 |
363-4 |
2.618 |
360-2 |
4.250 |
355-0 |
|
|
Fisher Pivots for day following 26-May-2010 |
Pivot |
1 day |
3 day |
R1 |
371-1 |
370-2 |
PP |
370-6 |
368-7 |
S1 |
370-3 |
367-5 |
|