CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 12-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
Open |
377-4 |
389-0 |
11-4 |
3.0% |
383-4 |
High |
384-2 |
391-0 |
6-6 |
1.8% |
385-0 |
Low |
377-4 |
381-4 |
4-0 |
1.1% |
372-4 |
Close |
384-0 |
384-2 |
0-2 |
0.1% |
378-4 |
Range |
6-6 |
9-4 |
2-6 |
40.7% |
12-4 |
ATR |
7-2 |
7-3 |
0-1 |
2.2% |
0-0 |
Volume |
21,116 |
23,965 |
2,849 |
13.5% |
131,106 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
414-1 |
408-5 |
389-4 |
|
R3 |
404-5 |
399-1 |
386-7 |
|
R2 |
395-1 |
395-1 |
386-0 |
|
R1 |
389-5 |
389-5 |
385-1 |
387-5 |
PP |
385-5 |
385-5 |
385-5 |
384-4 |
S1 |
380-1 |
380-1 |
383-3 |
378-1 |
S2 |
376-1 |
376-1 |
382-4 |
|
S3 |
366-5 |
370-5 |
381-5 |
|
S4 |
357-1 |
361-1 |
379-0 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
416-1 |
409-7 |
385-3 |
|
R3 |
403-5 |
397-3 |
382-0 |
|
R2 |
391-1 |
391-1 |
380-6 |
|
R1 |
384-7 |
384-7 |
379-5 |
381-6 |
PP |
378-5 |
378-5 |
378-5 |
377-1 |
S1 |
372-3 |
372-3 |
377-3 |
369-2 |
S2 |
366-1 |
366-1 |
376-2 |
|
S3 |
353-5 |
359-7 |
375-0 |
|
S4 |
341-1 |
347-3 |
371-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
391-0 |
375-2 |
15-6 |
4.1% |
7-4 |
2.0% |
57% |
True |
False |
29,181 |
10 |
391-0 |
372-4 |
18-4 |
4.8% |
7-2 |
1.9% |
64% |
True |
False |
29,268 |
20 |
391-0 |
359-6 |
31-2 |
8.1% |
6-5 |
1.7% |
78% |
True |
False |
28,456 |
40 |
395-4 |
359-6 |
35-6 |
9.3% |
5-2 |
1.4% |
69% |
False |
False |
21,442 |
60 |
406-4 |
359-6 |
46-6 |
12.2% |
4-3 |
1.2% |
52% |
False |
False |
16,969 |
80 |
406-4 |
359-6 |
46-6 |
12.2% |
4-1 |
1.1% |
52% |
False |
False |
13,919 |
100 |
445-0 |
359-6 |
85-2 |
22.2% |
4-0 |
1.1% |
29% |
False |
False |
11,732 |
120 |
445-0 |
359-6 |
85-2 |
22.2% |
4-3 |
1.1% |
29% |
False |
False |
10,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
431-3 |
2.618 |
415-7 |
1.618 |
406-3 |
1.000 |
400-4 |
0.618 |
396-7 |
HIGH |
391-0 |
0.618 |
387-3 |
0.500 |
386-2 |
0.382 |
385-1 |
LOW |
381-4 |
0.618 |
375-5 |
1.000 |
372-0 |
1.618 |
366-1 |
2.618 |
356-5 |
4.250 |
341-1 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
386-2 |
384-1 |
PP |
385-5 |
384-0 |
S1 |
384-7 |
383-7 |
|