CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
364-4 |
368-0 |
3-4 |
1.0% |
368-0 |
High |
369-4 |
379-0 |
9-4 |
2.6% |
379-0 |
Low |
363-4 |
368-0 |
4-4 |
1.2% |
362-4 |
Close |
369-4 |
376-6 |
7-2 |
2.0% |
376-6 |
Range |
6-0 |
11-0 |
5-0 |
83.3% |
16-4 |
ATR |
7-3 |
7-5 |
0-2 |
3.6% |
0-0 |
Volume |
15,508 |
24,409 |
8,901 |
57.4% |
94,724 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
407-5 |
403-1 |
382-6 |
|
R3 |
396-5 |
392-1 |
379-6 |
|
R2 |
385-5 |
385-5 |
378-6 |
|
R1 |
381-1 |
381-1 |
377-6 |
383-3 |
PP |
374-5 |
374-5 |
374-5 |
375-6 |
S1 |
370-1 |
370-1 |
375-6 |
372-3 |
S2 |
363-5 |
363-5 |
374-6 |
|
S3 |
352-5 |
359-1 |
373-6 |
|
S4 |
341-5 |
348-1 |
370-6 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
422-2 |
416-0 |
385-7 |
|
R3 |
405-6 |
399-4 |
381-2 |
|
R2 |
389-2 |
389-2 |
379-6 |
|
R1 |
383-0 |
383-0 |
378-2 |
386-1 |
PP |
372-6 |
372-6 |
372-6 |
374-2 |
S1 |
366-4 |
366-4 |
375-2 |
369-5 |
S2 |
356-2 |
356-2 |
373-6 |
|
S3 |
339-6 |
350-0 |
372-2 |
|
S4 |
323-2 |
333-4 |
367-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
379-0 |
362-4 |
16-4 |
4.4% |
7-0 |
1.9% |
86% |
True |
False |
18,944 |
10 |
391-0 |
362-4 |
28-4 |
7.6% |
6-6 |
1.8% |
50% |
False |
False |
22,463 |
20 |
391-0 |
359-6 |
31-2 |
8.3% |
6-5 |
1.8% |
54% |
False |
False |
26,835 |
40 |
391-0 |
359-6 |
31-2 |
8.3% |
5-6 |
1.5% |
54% |
False |
False |
23,747 |
60 |
406-4 |
359-6 |
46-6 |
12.4% |
4-7 |
1.3% |
36% |
False |
False |
19,006 |
80 |
406-4 |
359-6 |
46-6 |
12.4% |
4-3 |
1.2% |
36% |
False |
False |
15,479 |
100 |
445-0 |
359-6 |
85-2 |
22.6% |
4-2 |
1.1% |
20% |
False |
False |
13,184 |
120 |
445-0 |
359-6 |
85-2 |
22.6% |
4-3 |
1.2% |
20% |
False |
False |
11,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
425-6 |
2.618 |
407-6 |
1.618 |
396-6 |
1.000 |
390-0 |
0.618 |
385-6 |
HIGH |
379-0 |
0.618 |
374-6 |
0.500 |
373-4 |
0.382 |
372-2 |
LOW |
368-0 |
0.618 |
361-2 |
1.000 |
357-0 |
1.618 |
350-2 |
2.618 |
339-2 |
4.250 |
321-2 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
375-5 |
374-6 |
PP |
374-5 |
372-6 |
S1 |
373-4 |
370-6 |
|