CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 19-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
Open |
369-6 |
369-4 |
-0-2 |
-0.1% |
383-0 |
High |
370-6 |
371-0 |
0-2 |
0.1% |
391-0 |
Low |
366-0 |
362-4 |
-3-4 |
-1.0% |
370-0 |
Close |
368-2 |
368-0 |
-0-2 |
-0.1% |
370-2 |
Range |
4-6 |
8-4 |
3-6 |
78.9% |
21-0 |
ATR |
7-3 |
7-3 |
0-1 |
1.1% |
0-0 |
Volume |
17,330 |
18,717 |
1,387 |
8.0% |
129,907 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
392-5 |
388-7 |
372-5 |
|
R3 |
384-1 |
380-3 |
370-3 |
|
R2 |
375-5 |
375-5 |
369-4 |
|
R1 |
371-7 |
371-7 |
368-6 |
369-4 |
PP |
367-1 |
367-1 |
367-1 |
366-0 |
S1 |
363-3 |
363-3 |
367-2 |
361-0 |
S2 |
358-5 |
358-5 |
366-4 |
|
S3 |
350-1 |
354-7 |
365-5 |
|
S4 |
341-5 |
346-3 |
363-3 |
|
|
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 |
385-4 |
362-4 |
23-0 |
6.3% |
5-5 |
1.5% |
24% |
False |
True |
22,642 |
10 |
391-0 |
362-4 |
28-4 |
7.7% |
6-5 |
1.8% |
19% |
False |
True |
25,912 |
20 |
391-0 |
359-6 |
31-2 |
8.5% |
6-4 |
1.7% |
26% |
False |
False |
28,332 |
40 |
391-0 |
359-6 |
31-2 |
8.5% |
5-4 |
1.5% |
26% |
False |
False |
23,029 |
60 |
406-4 |
359-6 |
46-6 |
12.7% |
4-5 |
1.3% |
18% |
False |
False |
18,483 |
80 |
406-4 |
359-6 |
46-6 |
12.7% |
4-3 |
1.2% |
18% |
False |
False |
15,047 |
100 |
445-0 |
359-6 |
85-2 |
23.2% |
4-1 |
1.1% |
10% |
False |
False |
12,797 |
120 |
445-0 |
359-6 |
85-2 |
23.2% |
4-4 |
1.2% |
10% |
False |
False |
10,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
407-1 |
2.618 |
393-2 |
1.618 |
384-6 |
1.000 |
379-4 |
0.618 |
376-2 |
HIGH |
371-0 |
0.618 |
367-6 |
0.500 |
366-6 |
0.382 |
365-6 |
LOW |
362-4 |
0.618 |
357-2 |
1.000 |
354-0 |
1.618 |
348-6 |
2.618 |
340-2 |
4.250 |
326-3 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
367-5 |
367-5 |
PP |
367-1 |
367-1 |
S1 |
366-6 |
366-6 |
|