CME Pit-Traded Corn Future December 2010
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 |
389-0 |
391-4 |
2-4 |
0.6% |
377-4 |
High |
390-4 |
393-0 |
2-4 |
0.6% |
387-4 |
Low |
388-2 |
391-0 |
2-6 |
0.7% |
372-4 |
Close |
390-6 |
393-4 |
2-6 |
0.7% |
385-2 |
Range |
2-2 |
2-0 |
-0-2 |
-11.1% |
15-0 |
ATR |
7-5 |
7-2 |
-0-3 |
-5.0% |
0-0 |
Volume |
47,428 |
34,428 |
-13,000 |
-27.4% |
204,092 |
|
Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
398-4 |
398-0 |
394-5 |
|
R3 |
396-4 |
396-0 |
394-0 |
|
R2 |
394-4 |
394-4 |
393-7 |
|
R1 |
394-0 |
394-0 |
393-5 |
394-2 |
PP |
392-4 |
392-4 |
392-4 |
392-5 |
S1 |
392-0 |
392-0 |
393-3 |
392-2 |
S2 |
390-4 |
390-4 |
393-1 |
|
S3 |
388-4 |
390-0 |
393-0 |
|
S4 |
386-4 |
388-0 |
392-3 |
|
|
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 |
393-0 |
377-4 |
15-4 |
3.9% |
5-0 |
1.3% |
103% |
True |
False |
44,304 |
10 |
393-0 |
372-4 |
20-4 |
5.2% |
5-2 |
1.3% |
102% |
True |
False |
42,979 |
20 |
398-0 |
372-4 |
25-4 |
6.5% |
6-3 |
1.6% |
82% |
False |
False |
49,601 |
40 |
398-0 |
367-4 |
30-4 |
7.8% |
6-2 |
1.6% |
85% |
False |
False |
45,621 |
60 |
412-4 |
367-4 |
45-0 |
11.4% |
5-7 |
1.5% |
58% |
False |
False |
38,810 |
80 |
414-4 |
367-4 |
47-0 |
11.9% |
5-5 |
1.4% |
55% |
False |
False |
35,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
401-4 |
2.618 |
398-2 |
1.618 |
396-2 |
1.000 |
395-0 |
0.618 |
394-2 |
HIGH |
393-0 |
0.618 |
392-2 |
0.500 |
392-0 |
0.382 |
391-6 |
LOW |
391-0 |
0.618 |
389-6 |
1.000 |
389-0 |
1.618 |
387-6 |
2.618 |
385-6 |
4.250 |
382-4 |
|
|
Fisher Pivots for day following 27-May-2010 |
Pivot |
1 day |
3 day |
R1 |
393-0 |
391-2 |
PP |
392-4 |
389-0 |
S1 |
392-0 |
386-6 |
|