CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 20-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
Open |
379-6 |
373-4 |
-6-2 |
-1.6% |
390-0 |
High |
381-0 |
379-6 |
-1-2 |
-0.3% |
398-0 |
Low |
372-4 |
373-0 |
0-4 |
0.1% |
379-0 |
Close |
378-0 |
378-4 |
0-4 |
0.1% |
380-0 |
Range |
8-4 |
6-6 |
-1-6 |
-20.6% |
19-0 |
ATR |
7-6 |
7-5 |
-0-1 |
-0.9% |
0-0 |
Volume |
34,703 |
45,944 |
11,241 |
32.4% |
277,324 |
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
397-3 |
394-5 |
382-2 |
|
R3 |
390-5 |
387-7 |
380-3 |
|
R2 |
383-7 |
383-7 |
379-6 |
|
R1 |
381-1 |
381-1 |
379-1 |
382-4 |
PP |
377-1 |
377-1 |
377-1 |
377-6 |
S1 |
374-3 |
374-3 |
377-7 |
375-6 |
S2 |
370-3 |
370-3 |
377-2 |
|
S3 |
363-5 |
367-5 |
376-5 |
|
S4 |
356-7 |
360-7 |
374-6 |
|
|
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 |
384-0 |
372-4 |
11-4 |
3.0% |
5-5 |
1.5% |
52% |
False |
False |
41,653 |
10 |
398-0 |
372-4 |
25-4 |
6.7% |
6-1 |
1.6% |
24% |
False |
False |
52,259 |
20 |
398-0 |
367-4 |
30-4 |
8.1% |
6-6 |
1.8% |
36% |
False |
False |
52,399 |
40 |
398-0 |
367-4 |
30-4 |
8.1% |
6-2 |
1.7% |
36% |
False |
False |
43,011 |
60 |
414-4 |
367-4 |
47-0 |
12.4% |
5-6 |
1.5% |
23% |
False |
False |
36,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
408-4 |
2.618 |
397-3 |
1.618 |
390-5 |
1.000 |
386-4 |
0.618 |
383-7 |
HIGH |
379-6 |
0.618 |
377-1 |
0.500 |
376-3 |
0.382 |
375-5 |
LOW |
373-0 |
0.618 |
368-7 |
1.000 |
366-2 |
1.618 |
362-1 |
2.618 |
355-3 |
4.250 |
344-2 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
377-6 |
377-7 |
PP |
377-1 |
377-3 |
S1 |
376-3 |
376-6 |
|