CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 27-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
Open |
400-4 |
403-4 |
3-0 |
0.7% |
390-2 |
High |
403-0 |
406-0 |
3-0 |
0.7% |
398-2 |
Low |
400-4 |
403-4 |
3-0 |
0.7% |
386-6 |
Close |
403-2 |
406-2 |
3-0 |
0.7% |
397-2 |
Range |
2-4 |
2-4 |
0-0 |
0.0% |
11-4 |
ATR |
6-1 |
5-7 |
-0-2 |
-3.9% |
0-0 |
Volume |
4,581 |
2,342 |
-2,239 |
-48.9% |
18,460 |
|
Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
412-6 |
412-0 |
407-5 |
|
R3 |
410-2 |
409-4 |
407-0 |
|
R2 |
407-6 |
407-6 |
406-6 |
|
R1 |
407-0 |
407-0 |
406-4 |
407-3 |
PP |
405-2 |
405-2 |
405-2 |
405-4 |
S1 |
404-4 |
404-4 |
406-0 |
404-7 |
S2 |
402-6 |
402-6 |
405-6 |
|
S3 |
400-2 |
402-0 |
405-4 |
|
S4 |
397-6 |
399-4 |
404-7 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428-5 |
424-3 |
403-5 |
|
R3 |
417-1 |
412-7 |
400-3 |
|
R2 |
405-5 |
405-5 |
399-3 |
|
R1 |
401-3 |
401-3 |
398-2 |
403-4 |
PP |
394-1 |
394-1 |
394-1 |
395-1 |
S1 |
389-7 |
389-7 |
396-2 |
392-0 |
S2 |
382-5 |
382-5 |
395-1 |
|
S3 |
371-1 |
378-3 |
394-1 |
|
S4 |
359-5 |
366-7 |
390-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
416-5 |
2.618 |
412-4 |
1.618 |
410-0 |
1.000 |
408-4 |
0.618 |
407-4 |
HIGH |
406-0 |
0.618 |
405-0 |
0.500 |
404-6 |
0.382 |
404-4 |
LOW |
403-4 |
0.618 |
402-0 |
1.000 |
401-0 |
1.618 |
399-4 |
2.618 |
397-0 |
4.250 |
392-7 |
|
|
Fisher Pivots for day following 27-May-2010 |
Pivot |
1 day |
3 day |
R1 |
405-6 |
404-1 |
PP |
405-2 |
402-0 |
S1 |
404-6 |
399-7 |
|