CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 20-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
Open |
369-4 |
364-4 |
-5-0 |
-1.4% |
383-0 |
High |
371-0 |
369-4 |
-1-4 |
-0.4% |
391-0 |
Low |
362-4 |
363-4 |
1-0 |
0.3% |
370-0 |
Close |
368-0 |
369-4 |
1-4 |
0.4% |
370-2 |
Range |
8-4 |
6-0 |
-2-4 |
-29.4% |
21-0 |
ATR |
7-3 |
7-3 |
-0-1 |
-1.4% |
0-0 |
Volume |
18,717 |
15,508 |
-3,209 |
-17.1% |
129,907 |
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385-4 |
383-4 |
372-6 |
|
R3 |
379-4 |
377-4 |
371-1 |
|
R2 |
373-4 |
373-4 |
370-5 |
|
R1 |
371-4 |
371-4 |
370-0 |
372-4 |
PP |
367-4 |
367-4 |
367-4 |
368-0 |
S1 |
365-4 |
365-4 |
369-0 |
366-4 |
S2 |
361-4 |
361-4 |
368-3 |
|
S3 |
355-4 |
359-4 |
367-7 |
|
S4 |
349-4 |
353-4 |
366-2 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
440-1 |
426-1 |
381-6 |
|
R3 |
419-1 |
405-1 |
376-0 |
|
R2 |
398-1 |
398-1 |
374-1 |
|
R1 |
384-1 |
384-1 |
372-1 |
380-5 |
PP |
377-1 |
377-1 |
377-1 |
375-2 |
S1 |
363-1 |
363-1 |
368-3 |
359-5 |
S2 |
356-1 |
356-1 |
366-3 |
|
S3 |
335-1 |
342-1 |
364-4 |
|
S4 |
314-1 |
321-1 |
358-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
374-4 |
362-4 |
12-0 |
3.2% |
5-6 |
1.5% |
58% |
False |
False |
18,678 |
10 |
391-0 |
362-4 |
28-4 |
7.7% |
6-2 |
1.7% |
25% |
False |
False |
24,882 |
20 |
391-0 |
359-6 |
31-2 |
8.5% |
6-4 |
1.8% |
31% |
False |
False |
27,688 |
40 |
391-0 |
359-6 |
31-2 |
8.5% |
5-4 |
1.5% |
31% |
False |
False |
23,262 |
60 |
406-4 |
359-6 |
46-6 |
12.7% |
4-6 |
1.3% |
21% |
False |
False |
18,650 |
80 |
406-4 |
359-6 |
46-6 |
12.7% |
4-3 |
1.2% |
21% |
False |
False |
15,206 |
100 |
445-0 |
359-6 |
85-2 |
23.1% |
4-1 |
1.1% |
11% |
False |
False |
12,945 |
120 |
445-0 |
359-6 |
85-2 |
23.1% |
4-3 |
1.2% |
11% |
False |
False |
11,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
395-0 |
2.618 |
385-2 |
1.618 |
379-2 |
1.000 |
375-4 |
0.618 |
373-2 |
HIGH |
369-4 |
0.618 |
367-2 |
0.500 |
366-4 |
0.382 |
365-6 |
LOW |
363-4 |
0.618 |
359-6 |
1.000 |
357-4 |
1.618 |
353-6 |
2.618 |
347-6 |
4.250 |
338-0 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
368-4 |
368-5 |
PP |
367-4 |
367-5 |
S1 |
366-4 |
366-6 |
|