CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
389-0 |
385-0 |
-4-0 |
-1.0% |
383-4 |
High |
391-0 |
385-4 |
-5-4 |
-1.4% |
385-0 |
Low |
381-4 |
379-6 |
-1-6 |
-0.5% |
372-4 |
Close |
384-2 |
379-6 |
-4-4 |
-1.2% |
378-4 |
Range |
9-4 |
5-6 |
-3-6 |
-39.5% |
12-4 |
ATR |
7-3 |
7-2 |
-0-1 |
-1.6% |
0-0 |
Volume |
23,965 |
35,332 |
11,367 |
47.4% |
131,106 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
398-7 |
395-1 |
382-7 |
|
R3 |
393-1 |
389-3 |
381-3 |
|
R2 |
387-3 |
387-3 |
380-6 |
|
R1 |
383-5 |
383-5 |
380-2 |
382-5 |
PP |
381-5 |
381-5 |
381-5 |
381-2 |
S1 |
377-7 |
377-7 |
379-2 |
376-7 |
S2 |
375-7 |
375-7 |
378-6 |
|
S3 |
370-1 |
372-1 |
378-1 |
|
S4 |
364-3 |
366-3 |
376-5 |
|
|
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% |
6-6 |
1.8% |
29% |
False |
False |
31,087 |
10 |
391-0 |
372-4 |
18-4 |
4.9% |
7-0 |
1.8% |
39% |
False |
False |
27,610 |
20 |
391-0 |
359-6 |
31-2 |
8.2% |
6-5 |
1.7% |
64% |
False |
False |
28,637 |
40 |
395-4 |
359-6 |
35-6 |
9.4% |
5-3 |
1.4% |
56% |
False |
False |
22,095 |
60 |
406-4 |
359-6 |
46-6 |
12.3% |
4-4 |
1.2% |
43% |
False |
False |
17,512 |
80 |
406-4 |
359-6 |
46-6 |
12.3% |
4-1 |
1.1% |
43% |
False |
False |
14,292 |
100 |
445-0 |
359-6 |
85-2 |
22.4% |
4-0 |
1.1% |
23% |
False |
False |
12,074 |
120 |
445-0 |
359-6 |
85-2 |
22.4% |
4-3 |
1.2% |
23% |
False |
False |
10,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
410-0 |
2.618 |
400-4 |
1.618 |
394-6 |
1.000 |
391-2 |
0.618 |
389-0 |
HIGH |
385-4 |
0.618 |
383-2 |
0.500 |
382-5 |
0.382 |
382-0 |
LOW |
379-6 |
0.618 |
376-2 |
1.000 |
374-0 |
1.618 |
370-4 |
2.618 |
364-6 |
4.250 |
355-2 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
382-5 |
384-2 |
PP |
381-5 |
382-6 |
S1 |
380-6 |
381-2 |
|