CME Pit-Traded Corn Future July 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
355-4 |
361-4 |
6-0 |
1.7% |
360-6 |
| High |
363-0 |
372-0 |
9-0 |
2.5% |
372-0 |
| Low |
354-4 |
361-2 |
6-6 |
1.9% |
353-6 |
| Close |
362-0 |
369-0 |
7-0 |
1.9% |
369-0 |
| Range |
8-4 |
10-6 |
2-2 |
26.5% |
18-2 |
| ATR |
8-4 |
8-5 |
0-1 |
1.9% |
0-0 |
| Volume |
115,468 |
112,279 |
-3,189 |
-2.8% |
572,807 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
399-5 |
395-1 |
374-7 |
|
| R3 |
388-7 |
384-3 |
372-0 |
|
| R2 |
378-1 |
378-1 |
371-0 |
|
| R1 |
373-5 |
373-5 |
370-0 |
375-7 |
| PP |
367-3 |
367-3 |
367-3 |
368-4 |
| S1 |
362-7 |
362-7 |
368-0 |
365-1 |
| S2 |
356-5 |
356-5 |
367-0 |
|
| S3 |
345-7 |
352-1 |
366-0 |
|
| S4 |
335-1 |
341-3 |
363-1 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
419-5 |
412-5 |
379-0 |
|
| R3 |
401-3 |
394-3 |
374-0 |
|
| R2 |
383-1 |
383-1 |
372-3 |
|
| R1 |
376-1 |
376-1 |
370-5 |
379-5 |
| PP |
364-7 |
364-7 |
364-7 |
366-6 |
| S1 |
357-7 |
357-7 |
367-3 |
361-3 |
| S2 |
346-5 |
346-5 |
365-5 |
|
| S3 |
328-3 |
339-5 |
364-0 |
|
| S4 |
310-1 |
321-3 |
359-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
372-0 |
353-6 |
18-2 |
4.9% |
7-7 |
2.1% |
84% |
True |
False |
114,561 |
| 10 |
385-0 |
353-6 |
31-2 |
8.5% |
7-6 |
2.1% |
49% |
False |
False |
120,678 |
| 20 |
385-0 |
352-0 |
33-0 |
8.9% |
8-0 |
2.2% |
52% |
False |
False |
139,272 |
| 40 |
385-0 |
352-0 |
33-0 |
8.9% |
7-2 |
2.0% |
52% |
False |
False |
112,217 |
| 60 |
401-4 |
352-0 |
49-4 |
13.4% |
6-6 |
1.8% |
34% |
False |
False |
83,863 |
| 80 |
401-4 |
352-0 |
49-4 |
13.4% |
6-4 |
1.8% |
34% |
False |
False |
70,506 |
| 100 |
443-0 |
352-0 |
91-0 |
24.7% |
6-3 |
1.7% |
19% |
False |
False |
60,740 |
| 120 |
443-0 |
352-0 |
91-0 |
24.7% |
6-4 |
1.8% |
19% |
False |
False |
52,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
417-6 |
|
2.618 |
400-1 |
|
1.618 |
389-3 |
|
1.000 |
382-6 |
|
0.618 |
378-5 |
|
HIGH |
372-0 |
|
0.618 |
367-7 |
|
0.500 |
366-5 |
|
0.382 |
365-3 |
|
LOW |
361-2 |
|
0.618 |
354-5 |
|
1.000 |
350-4 |
|
1.618 |
343-7 |
|
2.618 |
333-1 |
|
4.250 |
315-4 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
368-2 |
367-0 |
| PP |
367-3 |
364-7 |
| S1 |
366-5 |
362-7 |
|