CME Pit-Traded Corn Future July 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
370-0 |
383-4 |
13-4 |
3.6% |
375-0 |
| High |
377-4 |
385-0 |
7-4 |
2.0% |
379-4 |
| Low |
370-0 |
375-0 |
5-0 |
1.4% |
362-4 |
| Close |
377-0 |
378-2 |
1-2 |
0.3% |
372-0 |
| Range |
7-4 |
10-0 |
2-4 |
33.3% |
17-0 |
| ATR |
8-4 |
8-5 |
0-1 |
1.3% |
0-0 |
| Volume |
115,542 |
134,147 |
18,605 |
16.1% |
708,961 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
409-3 |
403-7 |
383-6 |
|
| R3 |
399-3 |
393-7 |
381-0 |
|
| R2 |
389-3 |
389-3 |
380-1 |
|
| R1 |
383-7 |
383-7 |
379-1 |
381-5 |
| PP |
379-3 |
379-3 |
379-3 |
378-2 |
| S1 |
373-7 |
373-7 |
377-3 |
371-5 |
| S2 |
369-3 |
369-3 |
376-3 |
|
| S3 |
359-3 |
363-7 |
375-4 |
|
| S4 |
349-3 |
353-7 |
372-6 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
422-3 |
414-1 |
381-3 |
|
| R3 |
405-3 |
397-1 |
376-5 |
|
| R2 |
388-3 |
388-3 |
375-1 |
|
| R1 |
380-1 |
380-1 |
373-4 |
375-6 |
| PP |
371-3 |
371-3 |
371-3 |
369-1 |
| S1 |
363-1 |
363-1 |
370-4 |
358-6 |
| S2 |
354-3 |
354-3 |
368-7 |
|
| S3 |
337-3 |
346-1 |
367-3 |
|
| S4 |
320-3 |
329-1 |
362-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
385-0 |
367-4 |
17-4 |
4.6% |
8-5 |
2.3% |
61% |
True |
False |
138,697 |
| 10 |
385-0 |
362-4 |
22-4 |
5.9% |
8-5 |
2.3% |
70% |
True |
False |
149,458 |
| 20 |
385-0 |
352-0 |
33-0 |
8.7% |
8-0 |
2.1% |
80% |
True |
False |
139,830 |
| 40 |
387-4 |
352-0 |
35-4 |
9.4% |
7-1 |
1.9% |
74% |
False |
False |
95,445 |
| 60 |
401-4 |
352-0 |
49-4 |
13.1% |
6-5 |
1.7% |
53% |
False |
False |
73,056 |
| 80 |
401-4 |
352-0 |
49-4 |
13.1% |
6-2 |
1.6% |
53% |
False |
False |
61,701 |
| 100 |
443-0 |
352-0 |
91-0 |
24.1% |
6-2 |
1.7% |
29% |
False |
False |
52,823 |
| 120 |
443-0 |
352-0 |
91-0 |
24.1% |
6-5 |
1.8% |
29% |
False |
False |
46,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
427-4 |
|
2.618 |
411-1 |
|
1.618 |
401-1 |
|
1.000 |
395-0 |
|
0.618 |
391-1 |
|
HIGH |
385-0 |
|
0.618 |
381-1 |
|
0.500 |
380-0 |
|
0.382 |
378-7 |
|
LOW |
375-0 |
|
0.618 |
368-7 |
|
1.000 |
365-0 |
|
1.618 |
358-7 |
|
2.618 |
348-7 |
|
4.250 |
332-4 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
380-0 |
377-7 |
| PP |
379-3 |
377-4 |
| S1 |
378-7 |
377-1 |
|