CME Pit-Traded Corn Future July 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 |
378-4 |
368-4 |
-10-0 |
-2.6% |
374-4 |
| High |
378-6 |
368-4 |
-10-2 |
-2.7% |
385-0 |
| Low |
372-0 |
362-0 |
-10-0 |
-2.7% |
362-0 |
| Close |
373-0 |
363-0 |
-10-0 |
-2.7% |
363-0 |
| Range |
6-6 |
6-4 |
-0-2 |
-3.7% |
23-0 |
| ATR |
8-4 |
8-5 |
0-1 |
2.1% |
0-0 |
| Volume |
170,941 |
103,452 |
-67,489 |
-39.5% |
633,974 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
384-0 |
380-0 |
366-5 |
|
| R3 |
377-4 |
373-4 |
364-6 |
|
| R2 |
371-0 |
371-0 |
364-2 |
|
| R1 |
367-0 |
367-0 |
363-5 |
365-6 |
| PP |
364-4 |
364-4 |
364-4 |
363-7 |
| S1 |
360-4 |
360-4 |
362-3 |
359-2 |
| S2 |
358-0 |
358-0 |
361-6 |
|
| S3 |
351-4 |
354-0 |
361-2 |
|
| S4 |
345-0 |
347-4 |
359-3 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
439-0 |
424-0 |
375-5 |
|
| R3 |
416-0 |
401-0 |
369-3 |
|
| R2 |
393-0 |
393-0 |
367-2 |
|
| R1 |
378-0 |
378-0 |
365-1 |
374-0 |
| PP |
370-0 |
370-0 |
370-0 |
368-0 |
| S1 |
355-0 |
355-0 |
360-7 |
351-0 |
| S2 |
347-0 |
347-0 |
358-6 |
|
| S3 |
324-0 |
332-0 |
356-5 |
|
| S4 |
301-0 |
309-0 |
350-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
385-0 |
362-0 |
23-0 |
6.3% |
7-4 |
2.1% |
4% |
False |
True |
126,794 |
| 10 |
385-0 |
362-0 |
23-0 |
6.3% |
8-2 |
2.3% |
4% |
False |
True |
134,293 |
| 20 |
385-0 |
352-0 |
33-0 |
9.1% |
8-1 |
2.2% |
33% |
False |
False |
142,024 |
| 40 |
386-2 |
352-0 |
34-2 |
9.4% |
7-1 |
2.0% |
32% |
False |
False |
101,223 |
| 60 |
401-4 |
352-0 |
49-4 |
13.6% |
6-5 |
1.8% |
22% |
False |
False |
76,865 |
| 80 |
401-4 |
352-0 |
49-4 |
13.6% |
6-2 |
1.7% |
22% |
False |
False |
64,484 |
| 100 |
443-0 |
352-0 |
91-0 |
25.1% |
6-2 |
1.7% |
12% |
False |
False |
55,341 |
| 120 |
443-0 |
352-0 |
91-0 |
25.1% |
6-5 |
1.8% |
12% |
False |
False |
48,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
396-1 |
|
2.618 |
385-4 |
|
1.618 |
379-0 |
|
1.000 |
375-0 |
|
0.618 |
372-4 |
|
HIGH |
368-4 |
|
0.618 |
366-0 |
|
0.500 |
365-2 |
|
0.382 |
364-4 |
|
LOW |
362-0 |
|
0.618 |
358-0 |
|
1.000 |
355-4 |
|
1.618 |
351-4 |
|
2.618 |
345-0 |
|
4.250 |
334-3 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
365-2 |
373-4 |
| PP |
364-4 |
370-0 |
| S1 |
363-6 |
366-4 |
|