CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
385-0 |
374-2 |
-10-6 |
-2.8% |
383-0 |
High |
385-4 |
374-4 |
-11-0 |
-2.9% |
391-0 |
Low |
379-6 |
370-0 |
-9-6 |
-2.6% |
370-0 |
Close |
379-6 |
370-2 |
-9-4 |
-2.5% |
370-2 |
Range |
5-6 |
4-4 |
-1-2 |
-21.7% |
21-0 |
ATR |
7-2 |
7-4 |
0-1 |
2.4% |
0-0 |
Volume |
35,332 |
23,075 |
-12,257 |
-34.7% |
129,907 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385-1 |
382-1 |
372-6 |
|
R3 |
380-5 |
377-5 |
371-4 |
|
R2 |
376-1 |
376-1 |
371-1 |
|
R1 |
373-1 |
373-1 |
370-5 |
372-3 |
PP |
371-5 |
371-5 |
371-5 |
371-2 |
S1 |
368-5 |
368-5 |
369-7 |
367-7 |
S2 |
367-1 |
367-1 |
369-3 |
|
S3 |
362-5 |
364-1 |
369-0 |
|
S4 |
358-1 |
359-5 |
367-6 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
440-1 |
426-1 |
381-6 |
|
R3 |
419-1 |
405-1 |
376-0 |
|
R2 |
398-1 |
398-1 |
374-1 |
|
R1 |
384-1 |
384-1 |
372-1 |
380-5 |
PP |
377-1 |
377-1 |
377-1 |
375-2 |
S1 |
363-1 |
363-1 |
368-3 |
359-5 |
S2 |
356-1 |
356-1 |
366-3 |
|
S3 |
335-1 |
342-1 |
364-4 |
|
S4 |
314-1 |
321-1 |
358-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
391-0 |
370-0 |
21-0 |
5.7% |
6-4 |
1.8% |
1% |
False |
True |
25,981 |
10 |
391-0 |
370-0 |
21-0 |
5.7% |
6-5 |
1.8% |
1% |
False |
True |
26,101 |
20 |
391-0 |
359-6 |
31-2 |
8.4% |
6-4 |
1.8% |
34% |
False |
False |
28,624 |
40 |
394-0 |
359-6 |
34-2 |
9.3% |
5-3 |
1.4% |
31% |
False |
False |
22,330 |
60 |
406-4 |
359-6 |
46-6 |
12.6% |
4-4 |
1.2% |
22% |
False |
False |
17,846 |
80 |
406-4 |
359-6 |
46-6 |
12.6% |
4-1 |
1.1% |
22% |
False |
False |
14,523 |
100 |
445-0 |
359-6 |
85-2 |
23.0% |
4-1 |
1.1% |
12% |
False |
False |
12,294 |
120 |
445-0 |
359-6 |
85-2 |
23.0% |
4-3 |
1.2% |
12% |
False |
False |
10,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
393-5 |
2.618 |
386-2 |
1.618 |
381-6 |
1.000 |
379-0 |
0.618 |
377-2 |
HIGH |
374-4 |
0.618 |
372-6 |
0.500 |
372-2 |
0.382 |
371-6 |
LOW |
370-0 |
0.618 |
367-2 |
1.000 |
365-4 |
1.618 |
362-6 |
2.618 |
358-2 |
4.250 |
350-7 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
372-2 |
380-4 |
PP |
371-5 |
377-1 |
S1 |
370-7 |
373-5 |
|