CME Pit-Traded Corn Future July 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
361-4 |
361-0 |
-0-4 |
-0.1% |
374-4 |
| High |
362-4 |
363-0 |
0-4 |
0.1% |
385-0 |
| Low |
357-6 |
353-6 |
-4-0 |
-1.1% |
362-0 |
| Close |
359-6 |
359-2 |
-0-4 |
-0.1% |
363-0 |
| Range |
4-6 |
9-2 |
4-4 |
94.7% |
23-0 |
| ATR |
8-3 |
8-4 |
0-0 |
0.7% |
0-0 |
| Volume |
112,705 |
104,868 |
-7,837 |
-7.0% |
633,974 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
386-3 |
382-1 |
364-3 |
|
| R3 |
377-1 |
372-7 |
361-6 |
|
| R2 |
367-7 |
367-7 |
361-0 |
|
| R1 |
363-5 |
363-5 |
360-1 |
361-1 |
| PP |
358-5 |
358-5 |
358-5 |
357-4 |
| S1 |
354-3 |
354-3 |
358-3 |
351-7 |
| S2 |
349-3 |
349-3 |
357-4 |
|
| S3 |
340-1 |
345-1 |
356-6 |
|
| S4 |
330-7 |
335-7 |
354-1 |
|
|
| 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 |
378-6 |
353-6 |
25-0 |
7.0% |
6-5 |
1.9% |
22% |
False |
True |
123,890 |
| 10 |
385-0 |
353-6 |
31-2 |
8.7% |
7-5 |
2.1% |
18% |
False |
True |
131,294 |
| 20 |
385-0 |
352-0 |
33-0 |
9.2% |
7-7 |
2.2% |
22% |
False |
False |
141,807 |
| 40 |
385-0 |
352-0 |
33-0 |
9.2% |
7-2 |
2.0% |
22% |
False |
False |
107,663 |
| 60 |
401-4 |
352-0 |
49-4 |
13.8% |
6-5 |
1.8% |
15% |
False |
False |
80,794 |
| 80 |
401-4 |
352-0 |
49-4 |
13.8% |
6-3 |
1.8% |
15% |
False |
False |
68,059 |
| 100 |
443-0 |
352-0 |
91-0 |
25.3% |
6-2 |
1.7% |
8% |
False |
False |
58,544 |
| 120 |
443-0 |
352-0 |
91-0 |
25.3% |
6-4 |
1.8% |
8% |
False |
False |
50,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
402-2 |
|
2.618 |
387-2 |
|
1.618 |
378-0 |
|
1.000 |
372-2 |
|
0.618 |
368-6 |
|
HIGH |
363-0 |
|
0.618 |
359-4 |
|
0.500 |
358-3 |
|
0.382 |
357-2 |
|
LOW |
353-6 |
|
0.618 |
348-0 |
|
1.000 |
344-4 |
|
1.618 |
338-6 |
|
2.618 |
329-4 |
|
4.250 |
314-4 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
359-0 |
359-0 |
| PP |
358-5 |
358-5 |
| S1 |
358-3 |
358-3 |
|