CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 24-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
Open |
377-4 |
385-0 |
7-4 |
2.0% |
377-4 |
High |
387-4 |
390-0 |
2-4 |
0.6% |
387-4 |
Low |
377-4 |
385-0 |
7-4 |
2.0% |
372-4 |
Close |
385-2 |
389-0 |
3-6 |
1.0% |
385-2 |
Range |
10-0 |
5-0 |
-5-0 |
-50.0% |
15-0 |
ATR |
7-6 |
7-5 |
-0-2 |
-2.6% |
0-0 |
Volume |
43,454 |
50,418 |
6,964 |
16.0% |
204,092 |
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
403-0 |
401-0 |
391-6 |
|
R3 |
398-0 |
396-0 |
390-3 |
|
R2 |
393-0 |
393-0 |
389-7 |
|
R1 |
391-0 |
391-0 |
389-4 |
392-0 |
PP |
388-0 |
388-0 |
388-0 |
388-4 |
S1 |
386-0 |
386-0 |
388-4 |
387-0 |
S2 |
383-0 |
383-0 |
388-1 |
|
S3 |
378-0 |
381-0 |
387-5 |
|
S4 |
373-0 |
376-0 |
386-2 |
|
|
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 |
390-0 |
372-4 |
17-4 |
4.5% |
6-6 |
1.7% |
94% |
True |
False |
41,657 |
10 |
398-0 |
372-4 |
25-4 |
6.6% |
6-3 |
1.6% |
65% |
False |
False |
49,306 |
20 |
398-0 |
367-4 |
30-4 |
7.8% |
6-6 |
1.7% |
70% |
False |
False |
52,196 |
40 |
398-0 |
367-4 |
30-4 |
7.8% |
6-3 |
1.6% |
70% |
False |
False |
44,063 |
60 |
414-2 |
367-4 |
46-6 |
12.0% |
5-7 |
1.5% |
46% |
False |
False |
37,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
411-2 |
2.618 |
403-1 |
1.618 |
398-1 |
1.000 |
395-0 |
0.618 |
393-1 |
HIGH |
390-0 |
0.618 |
388-1 |
0.500 |
387-4 |
0.382 |
386-7 |
LOW |
385-0 |
0.618 |
381-7 |
1.000 |
380-0 |
1.618 |
376-7 |
2.618 |
371-7 |
4.250 |
363-6 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
388-4 |
386-4 |
PP |
388-0 |
384-0 |
S1 |
387-4 |
381-4 |
|