CME Pit-Traded Corn Future December 2010

Trading Metrics calculated at close of trading on 17-May-2010

Day Change Summary
	Previous	Current
	14-May-2010	17-May-2010	Change	Change %	Previous Week
Open	383-4	377-4	-6-0	-1.6%	390-0
High	384-0	377-6	-6-2	-1.6%	398-0
Low	379-0	373-2	-5-6	-1.5%	379-0
Close	380-0	373-6	-6-2	-1.6%	380-0
Range	5-0	4-4	-0-4	-10.0%	19-0
ATR	7-6	7-5	-0-1	-0.9%	0-0
Volume	47,631	46,224	-1,407	-3.0%	277,324

Daily Pivots for day following 17-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	388-3	385-5	376-2
R3	383-7	381-1	375-0
R2	379-3	379-3	374-5
R1	376-5	376-5	374-1	375-6
PP	374-7	374-7	374-7	374-4
S1	372-1	372-1	373-3	371-2
S2	370-3	370-3	372-7
S3	365-7	367-5	372-4
S4	361-3	363-1	371-2

Weekly Pivots for week ending 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	442-5	430-3	390-4
R3	423-5	411-3	385-2
R2	404-5	404-5	383-4
R1	392-3	392-3	381-6	389-0
PP	385-5	385-5	385-5	384-0
S1	373-3	373-3	378-2	370-0
S2	366-5	366-5	376-4
S3	347-5	354-3	374-6
S4	328-5	335-3	369-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	398-0	373-2	24-6	6.6%	6-0	1.6%	2%	False	True	56,956
10	398-0	373-2	24-6	6.6%	6-7	1.8%	2%	False	True	52,906
20	398-0	367-4	30-4	8.2%	6-6	1.8%	20%	False	False	52,558
40	403-0	367-4	35-4	9.5%	6-2	1.7%	18%	False	False	41,678
60	414-4	367-4	47-0	12.6%	5-6	1.5%	13%	False	False	36,301

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-2
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	396-7
2.618	389-4
1.618	385-0
1.000	382-2
0.618	380-4
HIGH	377-6
0.618	376-0
0.500	375-4
0.382	375-0
LOW	373-2
0.618	370-4
1.000	368-6
1.618	366-0
2.618	361-4
4.250	354-1

Fisher Pivots for day following 17-May-2010
Pivot	1 day	3 day
R1	375-4	383-4
PP	374-7	380-2
S1	374-3	377-0

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols