CME Pit-Traded Corn Future July 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
369-4 |
373-2 |
3-6 |
1.0% |
360-6 |
| High |
372-0 |
373-6 |
1-6 |
0.5% |
372-0 |
| Low |
368-6 |
371-4 |
2-6 |
0.7% |
353-6 |
| Close |
371-4 |
373-2 |
1-6 |
0.5% |
369-0 |
| Range |
3-2 |
2-2 |
-1-0 |
-30.8% |
18-2 |
| ATR |
8-2 |
7-7 |
-0-3 |
-5.2% |
0-0 |
| Volume |
122,528 |
97,015 |
-25,513 |
-20.8% |
572,807 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
379-5 |
378-5 |
374-4 |
|
| R3 |
377-3 |
376-3 |
373-7 |
|
| R2 |
375-1 |
375-1 |
373-5 |
|
| R1 |
374-1 |
374-1 |
373-4 |
374-3 |
| PP |
372-7 |
372-7 |
372-7 |
373-0 |
| S1 |
371-7 |
371-7 |
373-0 |
372-1 |
| S2 |
370-5 |
370-5 |
372-7 |
|
| S3 |
368-3 |
369-5 |
372-5 |
|
| S4 |
366-1 |
367-3 |
372-0 |
|
|
| 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 |
373-6 |
361-2 |
12-4 |
3.3% |
5-2 |
1.4% |
96% |
True |
False |
115,054 |
| 10 |
373-6 |
353-6 |
20-0 |
5.4% |
6-1 |
1.6% |
98% |
True |
False |
113,925 |
| 20 |
385-0 |
353-6 |
31-2 |
8.4% |
7-2 |
1.9% |
62% |
False |
False |
129,943 |
| 40 |
385-0 |
352-0 |
33-0 |
8.8% |
7-1 |
1.9% |
64% |
False |
False |
119,706 |
| 60 |
398-0 |
352-0 |
46-0 |
12.3% |
6-5 |
1.8% |
46% |
False |
False |
89,828 |
| 80 |
401-4 |
352-0 |
49-4 |
13.3% |
6-3 |
1.7% |
43% |
False |
False |
75,231 |
| 100 |
442-4 |
352-0 |
90-4 |
24.2% |
6-2 |
1.7% |
23% |
False |
False |
64,884 |
| 120 |
443-0 |
352-0 |
91-0 |
24.4% |
6-3 |
1.7% |
23% |
False |
False |
55,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
383-2 |
|
2.618 |
379-5 |
|
1.618 |
377-3 |
|
1.000 |
376-0 |
|
0.618 |
375-1 |
|
HIGH |
373-6 |
|
0.618 |
372-7 |
|
0.500 |
372-5 |
|
0.382 |
372-3 |
|
LOW |
371-4 |
|
0.618 |
370-1 |
|
1.000 |
369-2 |
|
1.618 |
367-7 |
|
2.618 |
365-5 |
|
4.250 |
362-0 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
373-0 |
371-5 |
| PP |
372-7 |
369-7 |
| S1 |
372-5 |
368-2 |
|