CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
372-4 |
356-0 |
-16-4 |
-4.4% |
369-0 |
High |
372-4 |
356-6 |
-15-6 |
-4.2% |
378-4 |
Low |
365-6 |
356-0 |
-9-6 |
-2.7% |
356-0 |
Close |
366-4 |
356-6 |
-9-6 |
-2.7% |
356-6 |
Range |
6-6 |
0-6 |
-6-0 |
-88.9% |
22-4 |
ATR |
9-1 |
9-2 |
0-1 |
1.1% |
0-0 |
Volume |
3,604 |
1,326 |
-2,278 |
-63.2% |
16,590 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
358-6 |
358-4 |
357-1 |
|
R3 |
358-0 |
357-6 |
357-0 |
|
R2 |
357-2 |
357-2 |
356-7 |
|
R1 |
357-0 |
357-0 |
356-7 |
357-1 |
PP |
356-4 |
356-4 |
356-4 |
356-4 |
S1 |
356-2 |
356-2 |
356-5 |
356-3 |
S2 |
355-6 |
355-6 |
356-5 |
|
S3 |
355-0 |
355-4 |
356-4 |
|
S4 |
354-2 |
354-6 |
356-3 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
431-2 |
416-4 |
369-1 |
|
R3 |
408-6 |
394-0 |
363-0 |
|
R2 |
386-2 |
386-2 |
360-7 |
|
R1 |
371-4 |
371-4 |
358-6 |
367-5 |
PP |
363-6 |
363-6 |
363-6 |
361-6 |
S1 |
349-0 |
349-0 |
354-6 |
345-1 |
S2 |
341-2 |
341-2 |
352-5 |
|
S3 |
318-6 |
326-4 |
350-4 |
|
S4 |
296-2 |
304-0 |
344-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
378-4 |
356-0 |
22-4 |
6.3% |
6-2 |
1.8% |
3% |
False |
True |
3,318 |
10 |
390-0 |
354-0 |
36-0 |
10.1% |
9-0 |
2.5% |
8% |
False |
False |
10,146 |
20 |
390-0 |
345-4 |
44-4 |
12.5% |
8-2 |
2.3% |
25% |
False |
False |
50,946 |
40 |
390-0 |
343-4 |
46-4 |
13.0% |
7-3 |
2.1% |
28% |
False |
False |
80,319 |
60 |
391-0 |
343-4 |
47-4 |
13.3% |
7-0 |
2.0% |
28% |
False |
False |
86,403 |
80 |
391-0 |
343-4 |
47-4 |
13.3% |
6-6 |
1.9% |
28% |
False |
False |
77,731 |
100 |
435-0 |
343-4 |
91-4 |
25.6% |
6-5 |
1.9% |
14% |
False |
False |
66,061 |
120 |
435-0 |
343-4 |
91-4 |
25.6% |
6-7 |
1.9% |
14% |
False |
False |
57,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
360-0 |
2.618 |
358-6 |
1.618 |
358-0 |
1.000 |
357-4 |
0.618 |
357-2 |
HIGH |
356-6 |
0.618 |
356-4 |
0.500 |
356-3 |
0.382 |
356-2 |
LOW |
356-0 |
0.618 |
355-4 |
1.000 |
355-2 |
1.618 |
354-6 |
2.618 |
354-0 |
4.250 |
352-6 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
356-5 |
367-2 |
PP |
356-4 |
363-6 |
S1 |
356-3 |
360-2 |
|