CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 27-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
Open |
379-0 |
382-0 |
3-0 |
0.8% |
368-0 |
High |
381-0 |
383-4 |
2-4 |
0.7% |
379-0 |
Low |
379-0 |
381-6 |
2-6 |
0.7% |
362-4 |
Close |
381-0 |
383-2 |
2-2 |
0.6% |
376-6 |
Range |
2-0 |
1-6 |
-0-2 |
-12.5% |
16-4 |
ATR |
7-3 |
7-1 |
-0-3 |
-4.7% |
0-0 |
Volume |
24,186 |
27,022 |
2,836 |
11.7% |
94,724 |
|
Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
388-1 |
387-3 |
384-2 |
|
R3 |
386-3 |
385-5 |
383-6 |
|
R2 |
384-5 |
384-5 |
383-5 |
|
R1 |
383-7 |
383-7 |
383-3 |
384-2 |
PP |
382-7 |
382-7 |
382-7 |
383-0 |
S1 |
382-1 |
382-1 |
383-1 |
382-4 |
S2 |
381-1 |
381-1 |
382-7 |
|
S3 |
379-3 |
380-3 |
382-6 |
|
S4 |
377-5 |
378-5 |
382-2 |
|
|
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 |
383-4 |
368-0 |
15-4 |
4.0% |
4-5 |
1.2% |
98% |
True |
False |
24,832 |
10 |
383-4 |
362-4 |
21-0 |
5.5% |
5-1 |
1.3% |
99% |
True |
False |
21,755 |
20 |
391-0 |
362-4 |
28-4 |
7.4% |
6-1 |
1.6% |
73% |
False |
False |
24,682 |
40 |
391-0 |
359-6 |
31-2 |
8.2% |
5-6 |
1.5% |
75% |
False |
False |
25,118 |
60 |
405-0 |
359-6 |
45-2 |
11.8% |
4-7 |
1.3% |
52% |
False |
False |
20,261 |
80 |
406-4 |
359-6 |
46-6 |
12.2% |
4-4 |
1.2% |
50% |
False |
False |
16,540 |
100 |
445-0 |
359-6 |
85-2 |
22.2% |
4-2 |
1.1% |
28% |
False |
False |
14,100 |
120 |
445-0 |
359-6 |
85-2 |
22.2% |
4-2 |
1.1% |
28% |
False |
False |
12,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
391-0 |
2.618 |
388-1 |
1.618 |
386-3 |
1.000 |
385-2 |
0.618 |
384-5 |
HIGH |
383-4 |
0.618 |
382-7 |
0.500 |
382-5 |
0.382 |
382-3 |
LOW |
381-6 |
0.618 |
380-5 |
1.000 |
380-0 |
1.618 |
378-7 |
2.618 |
377-1 |
4.250 |
374-2 |
|
|
Fisher Pivots for day following 27-May-2010 |
Pivot |
1 day |
3 day |
R1 |
383-0 |
381-3 |
PP |
382-7 |
379-3 |
S1 |
382-5 |
377-4 |
|