CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 25-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
Open |
376-6 |
372-0 |
-4-6 |
-1.3% |
368-0 |
High |
380-0 |
376-0 |
-4-0 |
-1.1% |
379-0 |
Low |
376-2 |
371-4 |
-4-6 |
-1.3% |
362-4 |
Close |
380-0 |
373-2 |
-6-6 |
-1.8% |
376-6 |
Range |
3-6 |
4-4 |
0-6 |
20.0% |
16-4 |
ATR |
7-3 |
7-3 |
0-1 |
1.2% |
0-0 |
Volume |
27,945 |
20,601 |
-7,344 |
-26.3% |
94,724 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
387-1 |
384-5 |
375-6 |
|
R3 |
382-5 |
380-1 |
374-4 |
|
R2 |
378-1 |
378-1 |
374-1 |
|
R1 |
375-5 |
375-5 |
373-5 |
376-7 |
PP |
373-5 |
373-5 |
373-5 |
374-2 |
S1 |
371-1 |
371-1 |
372-7 |
372-3 |
S2 |
369-1 |
369-1 |
372-3 |
|
S3 |
364-5 |
366-5 |
372-0 |
|
S4 |
360-1 |
362-1 |
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 |
380-0 |
362-4 |
17-4 |
4.7% |
6-6 |
1.8% |
61% |
False |
False |
21,436 |
10 |
391-0 |
362-4 |
28-4 |
7.6% |
6-2 |
1.7% |
38% |
False |
False |
22,564 |
20 |
391-0 |
362-4 |
28-4 |
7.6% |
6-4 |
1.8% |
38% |
False |
False |
26,408 |
40 |
391-0 |
359-6 |
31-2 |
8.4% |
5-7 |
1.6% |
43% |
False |
False |
24,574 |
60 |
406-0 |
359-6 |
46-2 |
12.4% |
5-0 |
1.3% |
29% |
False |
False |
19,687 |
80 |
406-4 |
359-6 |
46-6 |
12.5% |
4-4 |
1.2% |
29% |
False |
False |
15,990 |
100 |
445-0 |
359-6 |
85-2 |
22.8% |
4-2 |
1.1% |
16% |
False |
False |
13,640 |
120 |
445-0 |
359-6 |
85-2 |
22.8% |
4-3 |
1.2% |
16% |
False |
False |
11,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
395-1 |
2.618 |
387-6 |
1.618 |
383-2 |
1.000 |
380-4 |
0.618 |
378-6 |
HIGH |
376-0 |
0.618 |
374-2 |
0.500 |
373-6 |
0.382 |
373-2 |
LOW |
371-4 |
0.618 |
368-6 |
1.000 |
367-0 |
1.618 |
364-2 |
2.618 |
359-6 |
4.250 |
352-3 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
373-6 |
374-0 |
PP |
373-5 |
373-6 |
S1 |
373-3 |
373-4 |
|