CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
363-4 |
378-0 |
14-4 |
4.0% |
367-0 |
| High |
370-0 |
378-4 |
8-4 |
2.3% |
390-0 |
| Low |
363-4 |
368-6 |
5-2 |
1.4% |
354-0 |
| Close |
369-6 |
371-6 |
2-0 |
0.5% |
364-6 |
| Range |
6-4 |
9-6 |
3-2 |
50.0% |
36-0 |
| ATR |
9-2 |
9-3 |
0-0 |
0.4% |
0-0 |
| Volume |
4,549 |
1,923 |
-2,626 |
-57.7% |
84,879 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
402-2 |
396-6 |
377-1 |
|
| R3 |
392-4 |
387-0 |
374-3 |
|
| R2 |
382-6 |
382-6 |
373-4 |
|
| R1 |
377-2 |
377-2 |
372-5 |
375-1 |
| PP |
373-0 |
373-0 |
373-0 |
372-0 |
| S1 |
367-4 |
367-4 |
370-7 |
365-3 |
| S2 |
363-2 |
363-2 |
370-0 |
|
| S3 |
353-4 |
357-6 |
369-1 |
|
| S4 |
343-6 |
348-0 |
366-3 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
477-5 |
457-1 |
384-4 |
|
| R3 |
441-5 |
421-1 |
374-5 |
|
| R2 |
405-5 |
405-5 |
371-3 |
|
| R1 |
385-1 |
385-1 |
368-0 |
377-3 |
| PP |
369-5 |
369-5 |
369-5 |
365-6 |
| S1 |
349-1 |
349-1 |
361-4 |
341-3 |
| S2 |
333-5 |
333-5 |
358-1 |
|
| S3 |
297-5 |
313-1 |
354-7 |
|
| S4 |
261-5 |
277-1 |
345-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
390-0 |
361-0 |
29-0 |
7.8% |
11-5 |
3.1% |
37% |
False |
False |
7,231 |
| 10 |
390-0 |
354-0 |
36-0 |
9.7% |
9-7 |
2.7% |
49% |
False |
False |
24,651 |
| 20 |
390-0 |
345-4 |
44-4 |
12.0% |
8-5 |
2.3% |
59% |
False |
False |
67,661 |
| 40 |
390-0 |
343-4 |
46-4 |
12.5% |
7-5 |
2.0% |
61% |
False |
False |
84,257 |
| 60 |
391-0 |
343-4 |
47-4 |
12.8% |
7-1 |
1.9% |
59% |
False |
False |
88,575 |
| 80 |
391-0 |
343-4 |
47-4 |
12.8% |
6-6 |
1.8% |
59% |
False |
False |
78,250 |
| 100 |
435-0 |
343-4 |
91-4 |
24.6% |
6-6 |
1.8% |
31% |
False |
False |
66,273 |
| 120 |
435-0 |
343-4 |
91-4 |
24.6% |
7-0 |
1.9% |
31% |
False |
False |
57,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
420-0 |
|
2.618 |
404-0 |
|
1.618 |
394-2 |
|
1.000 |
388-2 |
|
0.618 |
384-4 |
|
HIGH |
378-4 |
|
0.618 |
374-6 |
|
0.500 |
373-5 |
|
0.382 |
372-4 |
|
LOW |
368-6 |
|
0.618 |
362-6 |
|
1.000 |
359-0 |
|
1.618 |
353-0 |
|
2.618 |
343-2 |
|
4.250 |
327-2 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
373-5 |
371-1 |
| PP |
373-0 |
370-5 |
| S1 |
372-3 |
370-0 |
|