CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
378-0 |
372-4 |
-5-4 |
-1.5% |
367-0 |
| High |
378-4 |
372-4 |
-6-0 |
-1.6% |
390-0 |
| Low |
368-6 |
365-6 |
-3-0 |
-0.8% |
354-0 |
| Close |
371-6 |
366-4 |
-5-2 |
-1.4% |
364-6 |
| Range |
9-6 |
6-6 |
-3-0 |
-30.8% |
36-0 |
| ATR |
9-3 |
9-1 |
-0-1 |
-2.0% |
0-0 |
| Volume |
1,923 |
3,604 |
1,681 |
87.4% |
84,879 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
388-4 |
384-2 |
370-2 |
|
| R3 |
381-6 |
377-4 |
368-3 |
|
| R2 |
375-0 |
375-0 |
367-6 |
|
| R1 |
370-6 |
370-6 |
367-1 |
369-4 |
| PP |
368-2 |
368-2 |
368-2 |
367-5 |
| S1 |
364-0 |
364-0 |
365-7 |
362-6 |
| S2 |
361-4 |
361-4 |
365-2 |
|
| S3 |
354-6 |
357-2 |
364-5 |
|
| S4 |
348-0 |
350-4 |
362-6 |
|
|
| 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 |
378-4 |
361-0 |
17-4 |
4.8% |
7-2 |
2.0% |
31% |
False |
False |
5,118 |
| 10 |
390-0 |
354-0 |
36-0 |
9.8% |
9-5 |
2.6% |
35% |
False |
False |
17,859 |
| 20 |
390-0 |
345-4 |
44-4 |
12.1% |
8-4 |
2.3% |
47% |
False |
False |
56,648 |
| 40 |
390-0 |
343-4 |
46-4 |
12.7% |
7-4 |
2.1% |
49% |
False |
False |
82,461 |
| 60 |
391-0 |
343-4 |
47-4 |
13.0% |
7-1 |
1.9% |
48% |
False |
False |
87,348 |
| 80 |
391-0 |
343-4 |
47-4 |
13.0% |
6-6 |
1.8% |
48% |
False |
False |
78,022 |
| 100 |
435-0 |
343-4 |
91-4 |
25.0% |
6-6 |
1.8% |
25% |
False |
False |
66,167 |
| 120 |
435-0 |
343-4 |
91-4 |
25.0% |
7-0 |
1.9% |
25% |
False |
False |
57,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
401-2 |
|
2.618 |
390-1 |
|
1.618 |
383-3 |
|
1.000 |
379-2 |
|
0.618 |
376-5 |
|
HIGH |
372-4 |
|
0.618 |
369-7 |
|
0.500 |
369-1 |
|
0.382 |
368-3 |
|
LOW |
365-6 |
|
0.618 |
361-5 |
|
1.000 |
359-0 |
|
1.618 |
354-7 |
|
2.618 |
348-1 |
|
4.250 |
337-0 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
369-1 |
371-0 |
| PP |
368-2 |
369-4 |
| S1 |
367-3 |
368-0 |
|