CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
377-4 |
379-4 |
2-0 |
0.5% |
390-0 |
High |
377-6 |
380-6 |
3-0 |
0.8% |
398-0 |
Low |
373-2 |
377-4 |
4-2 |
1.1% |
379-0 |
Close |
373-6 |
378-4 |
4-6 |
1.3% |
380-0 |
Range |
4-4 |
3-2 |
-1-2 |
-27.8% |
19-0 |
ATR |
7-5 |
7-5 |
0-0 |
-0.6% |
0-0 |
Volume |
46,224 |
33,767 |
-12,457 |
-26.9% |
277,324 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
388-5 |
386-7 |
380-2 |
|
R3 |
385-3 |
383-5 |
379-3 |
|
R2 |
382-1 |
382-1 |
379-1 |
|
R1 |
380-3 |
380-3 |
378-6 |
379-5 |
PP |
378-7 |
378-7 |
378-7 |
378-4 |
S1 |
377-1 |
377-1 |
378-2 |
376-3 |
S2 |
375-5 |
375-5 |
377-7 |
|
S3 |
372-3 |
373-7 |
377-5 |
|
S4 |
369-1 |
370-5 |
376-6 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
442-5 |
430-3 |
390-4 |
|
R3 |
423-5 |
411-3 |
385-2 |
|
R2 |
404-5 |
404-5 |
383-4 |
|
R1 |
392-3 |
392-3 |
381-6 |
389-0 |
PP |
385-5 |
385-5 |
385-5 |
384-0 |
S1 |
373-3 |
373-3 |
378-2 |
370-0 |
S2 |
366-5 |
366-5 |
376-4 |
|
S3 |
347-5 |
354-3 |
374-6 |
|
S4 |
328-5 |
335-3 |
369-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
398-0 |
373-2 |
24-6 |
6.5% |
5-2 |
1.4% |
21% |
False |
False |
53,668 |
10 |
398-0 |
373-2 |
24-6 |
6.5% |
6-5 |
1.7% |
21% |
False |
False |
52,697 |
20 |
398-0 |
367-4 |
30-4 |
8.1% |
6-5 |
1.8% |
36% |
False |
False |
52,136 |
40 |
399-0 |
367-4 |
31-4 |
8.3% |
6-2 |
1.6% |
35% |
False |
False |
41,996 |
60 |
414-4 |
367-4 |
47-0 |
12.4% |
5-5 |
1.5% |
23% |
False |
False |
36,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
394-4 |
2.618 |
389-2 |
1.618 |
386-0 |
1.000 |
384-0 |
0.618 |
382-6 |
HIGH |
380-6 |
0.618 |
379-4 |
0.500 |
379-1 |
0.382 |
378-6 |
LOW |
377-4 |
0.618 |
375-4 |
1.000 |
374-2 |
1.618 |
372-2 |
2.618 |
369-0 |
4.250 |
363-6 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
379-1 |
378-5 |
PP |
378-7 |
378-5 |
S1 |
378-6 |
378-4 |
|