CME Pit-Traded Corn Future July 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
368-4 |
360-6 |
-7-6 |
-2.1% |
374-4 |
| High |
368-4 |
361-4 |
-7-0 |
-1.9% |
385-0 |
| Low |
362-0 |
355-4 |
-6-4 |
-1.8% |
362-0 |
| Close |
363-0 |
356-0 |
-7-0 |
-1.9% |
363-0 |
| Range |
6-4 |
6-0 |
-0-4 |
-7.7% |
23-0 |
| ATR |
8-5 |
8-5 |
-0-1 |
-1.0% |
0-0 |
| Volume |
103,452 |
127,487 |
24,035 |
23.2% |
633,974 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
375-5 |
371-7 |
359-2 |
|
| R3 |
369-5 |
365-7 |
357-5 |
|
| R2 |
363-5 |
363-5 |
357-1 |
|
| R1 |
359-7 |
359-7 |
356-4 |
358-6 |
| PP |
357-5 |
357-5 |
357-5 |
357-1 |
| S1 |
353-7 |
353-7 |
355-4 |
352-6 |
| S2 |
351-5 |
351-5 |
354-7 |
|
| S3 |
345-5 |
347-7 |
354-3 |
|
| S4 |
339-5 |
341-7 |
352-6 |
|
|
| 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 |
8.3% |
7-3 |
2.1% |
2% |
False |
True |
130,313 |
| 10 |
385-0 |
355-4 |
29-4 |
8.3% |
8-1 |
2.3% |
2% |
False |
True |
133,540 |
| 20 |
385-0 |
352-0 |
33-0 |
9.3% |
7-7 |
2.2% |
12% |
False |
False |
143,269 |
| 40 |
385-4 |
352-0 |
33-4 |
9.4% |
7-1 |
2.0% |
12% |
False |
False |
103,614 |
| 60 |
401-4 |
352-0 |
49-4 |
13.9% |
6-5 |
1.9% |
8% |
False |
False |
78,495 |
| 80 |
401-4 |
352-0 |
49-4 |
13.9% |
6-2 |
1.8% |
8% |
False |
False |
65,851 |
| 100 |
443-0 |
352-0 |
91-0 |
25.6% |
6-1 |
1.7% |
4% |
False |
False |
56,518 |
| 120 |
443-0 |
352-0 |
91-0 |
25.6% |
6-5 |
1.9% |
4% |
False |
False |
49,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
387-0 |
|
2.618 |
377-2 |
|
1.618 |
371-2 |
|
1.000 |
367-4 |
|
0.618 |
365-2 |
|
HIGH |
361-4 |
|
0.618 |
359-2 |
|
0.500 |
358-4 |
|
0.382 |
357-6 |
|
LOW |
355-4 |
|
0.618 |
351-6 |
|
1.000 |
349-4 |
|
1.618 |
345-6 |
|
2.618 |
339-6 |
|
4.250 |
330-0 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
358-4 |
367-1 |
| PP |
357-5 |
363-3 |
| S1 |
356-7 |
359-6 |
|