CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
368-0 |
369-6 |
1-6 |
0.5% |
383-0 |
| High |
368-4 |
370-6 |
2-2 |
0.6% |
391-0 |
| Low |
363-6 |
366-0 |
2-2 |
0.6% |
370-0 |
| Close |
364-0 |
368-2 |
4-2 |
1.2% |
370-2 |
| Range |
4-6 |
4-6 |
0-0 |
0.0% |
21-0 |
| ATR |
7-3 |
7-3 |
0-0 |
-0.6% |
0-0 |
| Volume |
18,760 |
17,330 |
-1,430 |
-7.6% |
129,907 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
382-5 |
380-1 |
370-7 |
|
| R3 |
377-7 |
375-3 |
369-4 |
|
| R2 |
373-1 |
373-1 |
369-1 |
|
| R1 |
370-5 |
370-5 |
368-5 |
369-4 |
| PP |
368-3 |
368-3 |
368-3 |
367-6 |
| S1 |
365-7 |
365-7 |
367-7 |
364-6 |
| S2 |
363-5 |
363-5 |
367-3 |
|
| S3 |
358-7 |
361-1 |
367-0 |
|
| S4 |
354-1 |
356-3 |
365-5 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
440-1 |
426-1 |
381-6 |
|
| R3 |
419-1 |
405-1 |
376-0 |
|
| R2 |
398-1 |
398-1 |
374-1 |
|
| R1 |
384-1 |
384-1 |
372-1 |
380-5 |
| PP |
377-1 |
377-1 |
377-1 |
375-2 |
| S1 |
363-1 |
363-1 |
368-3 |
359-5 |
| S2 |
356-1 |
356-1 |
366-3 |
|
| S3 |
335-1 |
342-1 |
364-4 |
|
| S4 |
314-1 |
321-1 |
358-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
391-0 |
363-6 |
27-2 |
7.4% |
5-7 |
1.6% |
17% |
False |
False |
23,692 |
| 10 |
391-0 |
363-6 |
27-2 |
7.4% |
6-4 |
1.8% |
17% |
False |
False |
26,071 |
| 20 |
391-0 |
359-6 |
31-2 |
8.5% |
6-2 |
1.7% |
27% |
False |
False |
28,580 |
| 40 |
391-0 |
359-6 |
31-2 |
8.5% |
5-4 |
1.5% |
27% |
False |
False |
22,756 |
| 60 |
406-4 |
359-6 |
46-6 |
12.7% |
4-5 |
1.2% |
18% |
False |
False |
18,300 |
| 80 |
406-4 |
359-6 |
46-6 |
12.7% |
4-2 |
1.1% |
18% |
False |
False |
14,878 |
| 100 |
445-0 |
359-6 |
85-2 |
23.2% |
4-1 |
1.1% |
10% |
False |
False |
12,618 |
| 120 |
445-0 |
359-6 |
85-2 |
23.2% |
4-3 |
1.2% |
10% |
False |
False |
10,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
391-0 |
|
2.618 |
383-1 |
|
1.618 |
378-3 |
|
1.000 |
375-4 |
|
0.618 |
373-5 |
|
HIGH |
370-6 |
|
0.618 |
368-7 |
|
0.500 |
368-3 |
|
0.382 |
367-7 |
|
LOW |
366-0 |
|
0.618 |
363-1 |
|
1.000 |
361-2 |
|
1.618 |
358-3 |
|
2.618 |
353-5 |
|
4.250 |
345-6 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
368-3 |
369-1 |
| PP |
368-3 |
368-7 |
| S1 |
368-2 |
368-4 |
|