CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 26-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
Open |
372-0 |
379-0 |
7-0 |
1.9% |
368-0 |
High |
376-0 |
381-0 |
5-0 |
1.3% |
379-0 |
Low |
371-4 |
379-0 |
7-4 |
2.0% |
362-4 |
Close |
373-2 |
381-0 |
7-6 |
2.1% |
376-6 |
Range |
4-4 |
2-0 |
-2-4 |
-55.6% |
16-4 |
ATR |
7-3 |
7-3 |
0-0 |
0.3% |
0-0 |
Volume |
20,601 |
24,186 |
3,585 |
17.4% |
94,724 |
|
Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386-3 |
385-5 |
382-1 |
|
R3 |
384-3 |
383-5 |
381-4 |
|
R2 |
382-3 |
382-3 |
381-3 |
|
R1 |
381-5 |
381-5 |
381-1 |
382-0 |
PP |
380-3 |
380-3 |
380-3 |
380-4 |
S1 |
379-5 |
379-5 |
380-7 |
380-0 |
S2 |
378-3 |
378-3 |
380-5 |
|
S3 |
376-3 |
377-5 |
380-4 |
|
S4 |
374-3 |
375-5 |
379-7 |
|
|
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 |
381-0 |
363-4 |
17-4 |
4.6% |
5-4 |
1.4% |
100% |
True |
False |
22,529 |
10 |
385-4 |
362-4 |
23-0 |
6.0% |
5-4 |
1.5% |
80% |
False |
False |
22,586 |
20 |
391-0 |
362-4 |
28-4 |
7.5% |
6-3 |
1.7% |
65% |
False |
False |
25,927 |
40 |
391-0 |
359-6 |
31-2 |
8.2% |
5-6 |
1.5% |
68% |
False |
False |
24,855 |
60 |
406-0 |
359-6 |
46-2 |
12.1% |
5-0 |
1.3% |
46% |
False |
False |
19,961 |
80 |
406-4 |
359-6 |
46-6 |
12.3% |
4-4 |
1.2% |
45% |
False |
False |
16,243 |
100 |
445-0 |
359-6 |
85-2 |
22.4% |
4-2 |
1.1% |
25% |
False |
False |
13,864 |
120 |
445-0 |
359-6 |
85-2 |
22.4% |
4-2 |
1.1% |
25% |
False |
False |
11,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
389-4 |
2.618 |
386-2 |
1.618 |
384-2 |
1.000 |
383-0 |
0.618 |
382-2 |
HIGH |
381-0 |
0.618 |
380-2 |
0.500 |
380-0 |
0.382 |
379-6 |
LOW |
379-0 |
0.618 |
377-6 |
1.000 |
377-0 |
1.618 |
375-6 |
2.618 |
373-6 |
4.250 |
370-4 |
|
|
Fisher Pivots for day following 26-May-2010 |
Pivot |
1 day |
3 day |
R1 |
380-5 |
379-3 |
PP |
380-3 |
377-7 |
S1 |
380-0 |
376-2 |
|