CME Pit-Traded Corn Future July 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
383-4 |
378-4 |
-5-0 |
-1.3% |
375-0 |
| High |
385-0 |
378-6 |
-6-2 |
-1.6% |
379-4 |
| Low |
375-0 |
372-0 |
-3-0 |
-0.8% |
362-4 |
| Close |
378-2 |
373-0 |
-5-2 |
-1.4% |
372-0 |
| Range |
10-0 |
6-6 |
-3-2 |
-32.5% |
17-0 |
| ATR |
8-5 |
8-4 |
-0-1 |
-1.5% |
0-0 |
| Volume |
134,147 |
170,941 |
36,794 |
27.4% |
708,961 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
394-7 |
390-5 |
376-6 |
|
| R3 |
388-1 |
383-7 |
374-7 |
|
| R2 |
381-3 |
381-3 |
374-2 |
|
| R1 |
377-1 |
377-1 |
373-5 |
375-7 |
| PP |
374-5 |
374-5 |
374-5 |
374-0 |
| S1 |
370-3 |
370-3 |
372-3 |
369-1 |
| S2 |
367-7 |
367-7 |
371-6 |
|
| S3 |
361-1 |
363-5 |
371-1 |
|
| S4 |
354-3 |
356-7 |
369-2 |
|
|
| 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 |
4.7% |
7-6 |
2.1% |
31% |
False |
False |
146,972 |
| 10 |
385-0 |
362-4 |
22-4 |
6.0% |
8-3 |
2.2% |
47% |
False |
False |
145,961 |
| 20 |
385-0 |
352-0 |
33-0 |
8.8% |
8-1 |
2.2% |
64% |
False |
False |
140,723 |
| 40 |
387-4 |
352-0 |
35-4 |
9.5% |
7-1 |
1.9% |
59% |
False |
False |
99,267 |
| 60 |
401-4 |
352-0 |
49-4 |
13.3% |
6-5 |
1.8% |
42% |
False |
False |
75,515 |
| 80 |
401-4 |
352-0 |
49-4 |
13.3% |
6-2 |
1.7% |
42% |
False |
False |
63,434 |
| 100 |
443-0 |
352-0 |
91-0 |
24.4% |
6-2 |
1.7% |
23% |
False |
False |
54,416 |
| 120 |
443-0 |
352-0 |
91-0 |
24.4% |
6-5 |
1.8% |
23% |
False |
False |
47,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
407-4 |
|
2.618 |
396-3 |
|
1.618 |
389-5 |
|
1.000 |
385-4 |
|
0.618 |
382-7 |
|
HIGH |
378-6 |
|
0.618 |
376-1 |
|
0.500 |
375-3 |
|
0.382 |
374-5 |
|
LOW |
372-0 |
|
0.618 |
367-7 |
|
1.000 |
365-2 |
|
1.618 |
361-1 |
|
2.618 |
354-3 |
|
4.250 |
343-2 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
375-3 |
377-4 |
| PP |
374-5 |
376-0 |
| S1 |
373-6 |
374-4 |
|