CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 28-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
Open |
373-2 |
370-2 |
-3-0 |
-0.8% |
368-4 |
High |
373-6 |
371-4 |
-2-2 |
-0.6% |
373-6 |
Low |
371-4 |
358-4 |
-13-0 |
-3.5% |
358-4 |
Close |
373-2 |
359-0 |
-14-2 |
-3.8% |
359-0 |
Range |
2-2 |
13-0 |
10-6 |
477.8% |
15-2 |
ATR |
7-7 |
8-3 |
0-4 |
6.2% |
0-0 |
Volume |
97,015 |
97,272 |
257 |
0.3% |
560,264 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
402-0 |
393-4 |
366-1 |
|
R3 |
389-0 |
380-4 |
362-5 |
|
R2 |
376-0 |
376-0 |
361-3 |
|
R1 |
367-4 |
367-4 |
360-2 |
365-2 |
PP |
363-0 |
363-0 |
363-0 |
361-7 |
S1 |
354-4 |
354-4 |
357-6 |
352-2 |
S2 |
350-0 |
350-0 |
356-5 |
|
S3 |
337-0 |
341-4 |
355-3 |
|
S4 |
324-0 |
328-4 |
351-7 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
409-4 |
399-4 |
367-3 |
|
R3 |
394-2 |
384-2 |
363-2 |
|
R2 |
379-0 |
379-0 |
361-6 |
|
R1 |
369-0 |
369-0 |
360-3 |
366-3 |
PP |
363-6 |
363-6 |
363-6 |
362-4 |
S1 |
353-6 |
353-6 |
357-5 |
351-1 |
S2 |
348-4 |
348-4 |
356-2 |
|
S3 |
333-2 |
338-4 |
354-6 |
|
S4 |
318-0 |
323-2 |
350-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
373-6 |
358-4 |
15-2 |
4.2% |
5-6 |
1.6% |
3% |
False |
True |
112,052 |
10 |
373-6 |
353-6 |
20-0 |
5.6% |
6-6 |
1.9% |
26% |
False |
False |
113,307 |
20 |
385-0 |
353-6 |
31-2 |
8.7% |
7-4 |
2.1% |
17% |
False |
False |
123,800 |
40 |
385-0 |
352-0 |
33-0 |
9.2% |
7-3 |
2.1% |
21% |
False |
False |
120,586 |
60 |
398-0 |
352-0 |
46-0 |
12.8% |
6-6 |
1.9% |
15% |
False |
False |
91,078 |
80 |
401-4 |
352-0 |
49-4 |
13.8% |
6-4 |
1.8% |
14% |
False |
False |
75,999 |
100 |
442-4 |
352-0 |
90-4 |
25.2% |
6-3 |
1.8% |
8% |
False |
False |
65,614 |
120 |
443-0 |
352-0 |
91-0 |
25.3% |
6-3 |
1.8% |
8% |
False |
False |
56,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
426-6 |
2.618 |
405-4 |
1.618 |
392-4 |
1.000 |
384-4 |
0.618 |
379-4 |
HIGH |
371-4 |
0.618 |
366-4 |
0.500 |
365-0 |
0.382 |
363-4 |
LOW |
358-4 |
0.618 |
350-4 |
1.000 |
345-4 |
1.618 |
337-4 |
2.618 |
324-4 |
4.250 |
303-2 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
365-0 |
366-1 |
PP |
363-0 |
363-6 |
S1 |
361-0 |
361-3 |
|