CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
360-6 |
361-4 |
0-6 |
0.2% |
374-4 |
High |
361-4 |
362-4 |
1-0 |
0.3% |
385-0 |
Low |
355-4 |
357-6 |
2-2 |
0.6% |
362-0 |
Close |
356-0 |
359-6 |
3-6 |
1.1% |
363-0 |
Range |
6-0 |
4-6 |
-1-2 |
-20.8% |
23-0 |
ATR |
8-5 |
8-3 |
-0-1 |
-1.7% |
0-0 |
Volume |
127,487 |
112,705 |
-14,782 |
-11.6% |
633,974 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
374-2 |
371-6 |
362-3 |
|
R3 |
369-4 |
367-0 |
361-0 |
|
R2 |
364-6 |
364-6 |
360-5 |
|
R1 |
362-2 |
362-2 |
360-1 |
361-1 |
PP |
360-0 |
360-0 |
360-0 |
359-4 |
S1 |
357-4 |
357-4 |
359-3 |
356-3 |
S2 |
355-2 |
355-2 |
358-7 |
|
S3 |
350-4 |
352-6 |
358-4 |
|
S4 |
345-6 |
348-0 |
357-1 |
|
|
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 |
355-4 |
29-4 |
8.2% |
6-6 |
1.9% |
14% |
False |
False |
129,746 |
10 |
385-0 |
355-4 |
29-4 |
8.2% |
7-6 |
2.2% |
14% |
False |
False |
133,999 |
20 |
385-0 |
352-0 |
33-0 |
9.2% |
7-6 |
2.2% |
23% |
False |
False |
142,640 |
40 |
385-0 |
352-0 |
33-0 |
9.2% |
7-1 |
2.0% |
23% |
False |
False |
106,056 |
60 |
401-4 |
352-0 |
49-4 |
13.8% |
6-4 |
1.8% |
16% |
False |
False |
79,836 |
80 |
401-4 |
352-0 |
49-4 |
13.8% |
6-2 |
1.7% |
16% |
False |
False |
67,037 |
100 |
443-0 |
352-0 |
91-0 |
25.3% |
6-1 |
1.7% |
9% |
False |
False |
57,555 |
120 |
443-0 |
352-0 |
91-0 |
25.3% |
6-4 |
1.8% |
9% |
False |
False |
50,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
382-6 |
2.618 |
374-7 |
1.618 |
370-1 |
1.000 |
367-2 |
0.618 |
365-3 |
HIGH |
362-4 |
0.618 |
360-5 |
0.500 |
360-1 |
0.382 |
359-5 |
LOW |
357-6 |
0.618 |
354-7 |
1.000 |
353-0 |
1.618 |
350-1 |
2.618 |
345-3 |
4.250 |
337-4 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
360-1 |
362-0 |
PP |
360-0 |
361-2 |
S1 |
359-7 |
360-4 |
|