CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 20-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
Open |
361-0 |
355-4 |
-5-4 |
-1.5% |
374-4 |
High |
363-0 |
363-0 |
0-0 |
0.0% |
385-0 |
Low |
353-6 |
354-4 |
0-6 |
0.2% |
362-0 |
Close |
359-2 |
362-0 |
2-6 |
0.8% |
363-0 |
Range |
9-2 |
8-4 |
-0-6 |
-8.1% |
23-0 |
ATR |
8-4 |
8-4 |
0-0 |
0.0% |
0-0 |
Volume |
104,868 |
115,468 |
10,600 |
10.1% |
633,974 |
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385-3 |
382-1 |
366-5 |
|
R3 |
376-7 |
373-5 |
364-3 |
|
R2 |
368-3 |
368-3 |
363-4 |
|
R1 |
365-1 |
365-1 |
362-6 |
366-6 |
PP |
359-7 |
359-7 |
359-7 |
360-5 |
S1 |
356-5 |
356-5 |
361-2 |
358-2 |
S2 |
351-3 |
351-3 |
360-4 |
|
S3 |
342-7 |
348-1 |
359-5 |
|
S4 |
334-3 |
339-5 |
357-3 |
|
|
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 |
368-4 |
353-6 |
14-6 |
4.1% |
7-0 |
1.9% |
56% |
False |
False |
112,796 |
10 |
385-0 |
353-6 |
31-2 |
8.6% |
7-3 |
2.0% |
26% |
False |
False |
129,884 |
20 |
385-0 |
352-0 |
33-0 |
9.1% |
8-0 |
2.2% |
30% |
False |
False |
140,124 |
40 |
385-0 |
352-0 |
33-0 |
9.1% |
7-2 |
2.0% |
30% |
False |
False |
109,961 |
60 |
401-4 |
352-0 |
49-4 |
13.7% |
6-5 |
1.8% |
20% |
False |
False |
82,333 |
80 |
401-4 |
352-0 |
49-4 |
13.7% |
6-3 |
1.8% |
20% |
False |
False |
69,314 |
100 |
443-0 |
352-0 |
91-0 |
25.1% |
6-2 |
1.7% |
11% |
False |
False |
59,643 |
120 |
443-0 |
352-0 |
91-0 |
25.1% |
6-4 |
1.8% |
11% |
False |
False |
51,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
399-1 |
2.618 |
385-2 |
1.618 |
376-6 |
1.000 |
371-4 |
0.618 |
368-2 |
HIGH |
363-0 |
0.618 |
359-6 |
0.500 |
358-6 |
0.382 |
357-6 |
LOW |
354-4 |
0.618 |
349-2 |
1.000 |
346-0 |
1.618 |
340-6 |
2.618 |
332-2 |
4.250 |
318-3 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
360-7 |
360-6 |
PP |
359-7 |
359-5 |
S1 |
358-6 |
358-3 |
|