CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
373-4 |
377-4 |
4-0 |
1.1% |
377-4 |
High |
379-6 |
387-4 |
7-6 |
2.0% |
387-4 |
Low |
373-0 |
377-4 |
4-4 |
1.2% |
372-4 |
Close |
378-4 |
385-2 |
6-6 |
1.8% |
385-2 |
Range |
6-6 |
10-0 |
3-2 |
48.1% |
15-0 |
ATR |
7-5 |
7-6 |
0-1 |
2.2% |
0-0 |
Volume |
45,944 |
43,454 |
-2,490 |
-5.4% |
204,092 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
413-3 |
409-3 |
390-6 |
|
R3 |
403-3 |
399-3 |
388-0 |
|
R2 |
393-3 |
393-3 |
387-1 |
|
R1 |
389-3 |
389-3 |
386-1 |
391-3 |
PP |
383-3 |
383-3 |
383-3 |
384-4 |
S1 |
379-3 |
379-3 |
384-3 |
381-3 |
S2 |
373-3 |
373-3 |
383-3 |
|
S3 |
363-3 |
369-3 |
382-4 |
|
S4 |
353-3 |
359-3 |
379-6 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
426-6 |
421-0 |
393-4 |
|
R3 |
411-6 |
406-0 |
389-3 |
|
R2 |
396-6 |
396-6 |
388-0 |
|
R1 |
391-0 |
391-0 |
386-5 |
393-7 |
PP |
381-6 |
381-6 |
381-6 |
383-2 |
S1 |
376-0 |
376-0 |
383-7 |
378-7 |
S2 |
366-6 |
366-6 |
382-4 |
|
S3 |
351-6 |
361-0 |
381-1 |
|
S4 |
336-6 |
346-0 |
377-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
387-4 |
372-4 |
15-0 |
3.9% |
6-5 |
1.7% |
85% |
True |
False |
40,818 |
10 |
398-0 |
372-4 |
25-4 |
6.6% |
6-4 |
1.7% |
50% |
False |
False |
48,141 |
20 |
398-0 |
367-4 |
30-4 |
7.9% |
6-7 |
1.8% |
58% |
False |
False |
51,750 |
40 |
398-0 |
367-4 |
30-4 |
7.9% |
6-2 |
1.6% |
58% |
False |
False |
43,548 |
60 |
414-4 |
367-4 |
47-0 |
12.2% |
5-7 |
1.5% |
38% |
False |
False |
37,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
430-0 |
2.618 |
413-5 |
1.618 |
403-5 |
1.000 |
397-4 |
0.618 |
393-5 |
HIGH |
387-4 |
0.618 |
383-5 |
0.500 |
382-4 |
0.382 |
381-3 |
LOW |
377-4 |
0.618 |
371-3 |
1.000 |
367-4 |
1.618 |
361-3 |
2.618 |
351-3 |
4.250 |
335-0 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
384-3 |
383-4 |
PP |
383-3 |
381-6 |
S1 |
382-4 |
380-0 |
|