CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 26-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
Open |
381-4 |
389-0 |
7-4 |
2.0% |
377-4 |
High |
386-0 |
390-4 |
4-4 |
1.2% |
387-4 |
Low |
380-4 |
388-2 |
7-6 |
2.0% |
372-4 |
Close |
382-6 |
390-6 |
8-0 |
2.1% |
385-2 |
Range |
5-4 |
2-2 |
-3-2 |
-59.1% |
15-0 |
ATR |
7-5 |
7-5 |
0-0 |
0.1% |
0-0 |
Volume |
45,793 |
47,428 |
1,635 |
3.6% |
204,092 |
|
Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396-5 |
395-7 |
392-0 |
|
R3 |
394-3 |
393-5 |
391-3 |
|
R2 |
392-1 |
392-1 |
391-1 |
|
R1 |
391-3 |
391-3 |
391-0 |
391-6 |
PP |
389-7 |
389-7 |
389-7 |
390-0 |
S1 |
389-1 |
389-1 |
390-4 |
389-4 |
S2 |
387-5 |
387-5 |
390-3 |
|
S3 |
385-3 |
386-7 |
390-1 |
|
S4 |
383-1 |
384-5 |
389-4 |
|
|
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 |
390-4 |
373-0 |
17-4 |
4.5% |
5-7 |
1.5% |
101% |
True |
False |
46,607 |
10 |
393-6 |
372-4 |
21-2 |
5.4% |
5-5 |
1.4% |
86% |
False |
False |
47,129 |
20 |
398-0 |
372-4 |
25-4 |
6.5% |
6-5 |
1.7% |
72% |
False |
False |
51,382 |
40 |
398-0 |
367-4 |
30-4 |
7.8% |
6-3 |
1.6% |
76% |
False |
False |
45,336 |
60 |
414-2 |
367-4 |
46-6 |
12.0% |
5-7 |
1.5% |
50% |
False |
False |
38,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
400-0 |
2.618 |
396-3 |
1.618 |
394-1 |
1.000 |
392-6 |
0.618 |
391-7 |
HIGH |
390-4 |
0.618 |
389-5 |
0.500 |
389-3 |
0.382 |
389-1 |
LOW |
388-2 |
0.618 |
386-7 |
1.000 |
386-0 |
1.618 |
384-5 |
2.618 |
382-3 |
4.250 |
378-6 |
|
|
Fisher Pivots for day following 26-May-2010 |
Pivot |
1 day |
3 day |
R1 |
390-2 |
389-0 |
PP |
389-7 |
387-2 |
S1 |
389-3 |
385-4 |
|