CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 28-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
Open |
391-4 |
389-6 |
-1-6 |
-0.4% |
385-0 |
High |
393-0 |
391-2 |
-1-6 |
-0.4% |
393-0 |
Low |
391-0 |
379-6 |
-11-2 |
-2.9% |
379-6 |
Close |
393-4 |
380-0 |
-13-4 |
-3.4% |
380-0 |
Range |
2-0 |
11-4 |
9-4 |
475.0% |
13-2 |
ATR |
7-2 |
7-6 |
0-4 |
6.4% |
0-0 |
Volume |
34,428 |
44,363 |
9,935 |
28.9% |
222,430 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
418-1 |
410-5 |
386-3 |
|
R3 |
406-5 |
399-1 |
383-1 |
|
R2 |
395-1 |
395-1 |
382-1 |
|
R1 |
387-5 |
387-5 |
381-0 |
385-5 |
PP |
383-5 |
383-5 |
383-5 |
382-6 |
S1 |
376-1 |
376-1 |
379-0 |
374-1 |
S2 |
372-1 |
372-1 |
377-7 |
|
S3 |
360-5 |
364-5 |
376-7 |
|
S4 |
349-1 |
353-1 |
373-5 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
424-0 |
415-2 |
387-2 |
|
R3 |
410-6 |
402-0 |
383-5 |
|
R2 |
397-4 |
397-4 |
382-3 |
|
R1 |
388-6 |
388-6 |
381-2 |
386-4 |
PP |
384-2 |
384-2 |
384-2 |
383-1 |
S1 |
375-4 |
375-4 |
378-6 |
373-2 |
S2 |
371-0 |
371-0 |
377-5 |
|
S3 |
357-6 |
362-2 |
376-3 |
|
S4 |
344-4 |
349-0 |
372-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
393-0 |
379-6 |
13-2 |
3.5% |
5-2 |
1.4% |
2% |
False |
True |
44,486 |
10 |
393-0 |
372-4 |
20-4 |
5.4% |
5-7 |
1.6% |
37% |
False |
False |
42,652 |
20 |
398-0 |
372-4 |
25-4 |
6.7% |
6-3 |
1.7% |
29% |
False |
False |
47,951 |
40 |
398-0 |
367-4 |
30-4 |
8.0% |
6-4 |
1.7% |
41% |
False |
False |
45,556 |
60 |
412-4 |
367-4 |
45-0 |
11.8% |
6-0 |
1.6% |
28% |
False |
False |
39,064 |
80 |
414-4 |
367-4 |
47-0 |
12.4% |
5-6 |
1.5% |
27% |
False |
False |
35,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
440-1 |
2.618 |
421-3 |
1.618 |
409-7 |
1.000 |
402-6 |
0.618 |
398-3 |
HIGH |
391-2 |
0.618 |
386-7 |
0.500 |
385-4 |
0.382 |
384-1 |
LOW |
379-6 |
0.618 |
372-5 |
1.000 |
368-2 |
1.618 |
361-1 |
2.618 |
349-5 |
4.250 |
330-7 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
385-4 |
386-3 |
PP |
383-5 |
384-2 |
S1 |
381-7 |
382-1 |
|