CME Pit-Traded Corn Future July 2010
| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
368-4 |
364-6 |
-3-6 |
-1.0% |
360-6 |
| High |
372-4 |
368-4 |
-4-0 |
-1.1% |
372-0 |
| Low |
368-0 |
362-6 |
-5-2 |
-1.4% |
353-6 |
| Close |
371-0 |
364-2 |
-6-6 |
-1.8% |
369-0 |
| Range |
4-4 |
5-6 |
1-2 |
27.8% |
18-2 |
| ATR |
8-3 |
8-3 |
0-0 |
-0.1% |
0-0 |
| Volume |
147,199 |
96,250 |
-50,949 |
-34.6% |
572,807 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
382-3 |
379-1 |
367-3 |
|
| R3 |
376-5 |
373-3 |
365-7 |
|
| R2 |
370-7 |
370-7 |
365-2 |
|
| R1 |
367-5 |
367-5 |
364-6 |
366-3 |
| PP |
365-1 |
365-1 |
365-1 |
364-4 |
| S1 |
361-7 |
361-7 |
363-6 |
360-5 |
| S2 |
359-3 |
359-3 |
363-2 |
|
| S3 |
353-5 |
356-1 |
362-5 |
|
| S4 |
347-7 |
350-3 |
361-1 |
|
|
| 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 |
372-4 |
353-6 |
18-6 |
5.1% |
7-6 |
2.1% |
56% |
False |
False |
115,212 |
| 10 |
385-0 |
353-6 |
31-2 |
8.6% |
7-2 |
2.0% |
34% |
False |
False |
122,479 |
| 20 |
385-0 |
353-6 |
31-2 |
8.6% |
7-7 |
2.2% |
34% |
False |
False |
137,024 |
| 40 |
385-0 |
352-0 |
33-0 |
9.1% |
7-3 |
2.0% |
37% |
False |
False |
117,030 |
| 60 |
399-0 |
352-0 |
47-0 |
12.9% |
6-6 |
1.8% |
26% |
False |
False |
86,960 |
| 80 |
401-4 |
352-0 |
49-4 |
13.6% |
6-4 |
1.8% |
25% |
False |
False |
73,059 |
| 100 |
443-0 |
352-0 |
91-0 |
25.0% |
6-2 |
1.7% |
13% |
False |
False |
62,938 |
| 120 |
443-0 |
352-0 |
91-0 |
25.0% |
6-3 |
1.8% |
13% |
False |
False |
54,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
393-0 |
|
2.618 |
383-4 |
|
1.618 |
377-6 |
|
1.000 |
374-2 |
|
0.618 |
372-0 |
|
HIGH |
368-4 |
|
0.618 |
366-2 |
|
0.500 |
365-5 |
|
0.382 |
365-0 |
|
LOW |
362-6 |
|
0.618 |
359-2 |
|
1.000 |
357-0 |
|
1.618 |
353-4 |
|
2.618 |
347-6 |
|
4.250 |
338-2 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
365-5 |
366-7 |
| PP |
365-1 |
366-0 |
| S1 |
364-6 |
365-1 |
|