CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 24-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
Open |
368-0 |
376-6 |
8-6 |
2.4% |
368-0 |
High |
379-0 |
380-0 |
1-0 |
0.3% |
379-0 |
Low |
368-0 |
376-2 |
8-2 |
2.2% |
362-4 |
Close |
376-6 |
380-0 |
3-2 |
0.9% |
376-6 |
Range |
11-0 |
3-6 |
-7-2 |
-65.9% |
16-4 |
ATR |
7-5 |
7-3 |
-0-2 |
-3.6% |
0-0 |
Volume |
24,409 |
27,945 |
3,536 |
14.5% |
94,724 |
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
390-0 |
388-6 |
382-0 |
|
R3 |
386-2 |
385-0 |
381-0 |
|
R2 |
382-4 |
382-4 |
380-6 |
|
R1 |
381-2 |
381-2 |
380-3 |
381-7 |
PP |
378-6 |
378-6 |
378-6 |
379-0 |
S1 |
377-4 |
377-4 |
379-5 |
378-1 |
S2 |
375-0 |
375-0 |
379-2 |
|
S3 |
371-2 |
373-6 |
379-0 |
|
S4 |
367-4 |
370-0 |
378-0 |
|
|
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 |
380-0 |
362-4 |
17-4 |
4.6% |
6-6 |
1.8% |
100% |
True |
False |
20,781 |
10 |
391-0 |
362-4 |
28-4 |
7.5% |
6-4 |
1.7% |
61% |
False |
False |
22,615 |
20 |
391-0 |
359-6 |
31-2 |
8.2% |
6-4 |
1.7% |
65% |
False |
False |
26,661 |
40 |
391-0 |
359-6 |
31-2 |
8.2% |
5-7 |
1.5% |
65% |
False |
False |
24,192 |
60 |
406-0 |
359-6 |
46-2 |
12.2% |
5-0 |
1.3% |
44% |
False |
False |
19,401 |
80 |
406-4 |
359-6 |
46-6 |
12.3% |
4-3 |
1.2% |
43% |
False |
False |
15,782 |
100 |
445-0 |
359-6 |
85-2 |
22.4% |
4-2 |
1.1% |
24% |
False |
False |
13,452 |
120 |
445-0 |
359-6 |
85-2 |
22.4% |
4-3 |
1.1% |
24% |
False |
False |
11,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
396-0 |
2.618 |
389-7 |
1.618 |
386-1 |
1.000 |
383-6 |
0.618 |
382-3 |
HIGH |
380-0 |
0.618 |
378-5 |
0.500 |
378-1 |
0.382 |
377-5 |
LOW |
376-2 |
0.618 |
373-7 |
1.000 |
372-4 |
1.618 |
370-1 |
2.618 |
366-3 |
4.250 |
360-2 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
379-3 |
377-2 |
PP |
378-6 |
374-4 |
S1 |
378-1 |
371-6 |
|