CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
374-2 |
368-0 |
-6-2 |
-1.7% |
383-0 |
High |
374-4 |
368-4 |
-6-0 |
-1.6% |
391-0 |
Low |
370-0 |
363-6 |
-6-2 |
-1.7% |
370-0 |
Close |
370-2 |
364-0 |
-6-2 |
-1.7% |
370-2 |
Range |
4-4 |
4-6 |
0-2 |
5.6% |
21-0 |
ATR |
7-4 |
7-3 |
-0-1 |
-0.9% |
0-0 |
Volume |
23,075 |
18,760 |
-4,315 |
-18.7% |
129,907 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
379-5 |
376-5 |
366-5 |
|
R3 |
374-7 |
371-7 |
365-2 |
|
R2 |
370-1 |
370-1 |
364-7 |
|
R1 |
367-1 |
367-1 |
364-3 |
366-2 |
PP |
365-3 |
365-3 |
365-3 |
365-0 |
S1 |
362-3 |
362-3 |
363-5 |
361-4 |
S2 |
360-5 |
360-5 |
363-1 |
|
S3 |
355-7 |
357-5 |
362-6 |
|
S4 |
351-1 |
352-7 |
361-3 |
|
|
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 |
363-6 |
27-2 |
7.5% |
6-2 |
1.7% |
1% |
False |
True |
24,449 |
10 |
391-0 |
363-6 |
27-2 |
7.5% |
6-5 |
1.8% |
1% |
False |
True |
25,757 |
20 |
391-0 |
359-6 |
31-2 |
8.6% |
6-3 |
1.7% |
14% |
False |
False |
28,451 |
40 |
393-4 |
359-6 |
33-6 |
9.3% |
5-3 |
1.5% |
13% |
False |
False |
22,477 |
60 |
406-4 |
359-6 |
46-6 |
12.8% |
4-4 |
1.2% |
9% |
False |
False |
18,074 |
80 |
406-4 |
359-6 |
46-6 |
12.8% |
4-1 |
1.1% |
9% |
False |
False |
14,705 |
100 |
445-0 |
359-6 |
85-2 |
23.4% |
4-1 |
1.1% |
5% |
False |
False |
12,456 |
120 |
445-0 |
359-6 |
85-2 |
23.4% |
4-3 |
1.2% |
5% |
False |
False |
10,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
388-6 |
2.618 |
380-7 |
1.618 |
376-1 |
1.000 |
373-2 |
0.618 |
371-3 |
HIGH |
368-4 |
0.618 |
366-5 |
0.500 |
366-1 |
0.382 |
365-5 |
LOW |
363-6 |
0.618 |
360-7 |
1.000 |
359-0 |
1.618 |
356-1 |
2.618 |
351-3 |
4.250 |
343-4 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
366-1 |
374-5 |
PP |
365-3 |
371-1 |
S1 |
364-6 |
367-4 |
|