CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 03-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
Open |
362-0 |
367-0 |
5-0 |
1.4% |
357-0 |
High |
367-4 |
367-6 |
0-2 |
0.1% |
369-6 |
Low |
360-4 |
360-4 |
0-0 |
0.0% |
345-4 |
Close |
366-2 |
362-6 |
-3-4 |
-1.0% |
366-2 |
Range |
7-0 |
7-2 |
0-2 |
3.6% |
24-2 |
ATR |
8-3 |
8-2 |
-0-1 |
-1.0% |
0-0 |
Volume |
78,456 |
26,529 |
-51,927 |
-66.2% |
425,815 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385-3 |
381-3 |
366-6 |
|
R3 |
378-1 |
374-1 |
364-6 |
|
R2 |
370-7 |
370-7 |
364-1 |
|
R1 |
366-7 |
366-7 |
363-3 |
365-2 |
PP |
363-5 |
363-5 |
363-5 |
362-7 |
S1 |
359-5 |
359-5 |
362-1 |
358-0 |
S2 |
356-3 |
356-3 |
361-3 |
|
S3 |
349-1 |
352-3 |
360-6 |
|
S4 |
341-7 |
345-1 |
358-6 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
433-2 |
424-0 |
379-5 |
|
R3 |
409-0 |
399-6 |
372-7 |
|
R2 |
384-6 |
384-6 |
370-6 |
|
R1 |
375-4 |
375-4 |
368-4 |
380-1 |
PP |
360-4 |
360-4 |
360-4 |
362-6 |
S1 |
351-2 |
351-2 |
364-0 |
355-7 |
S2 |
336-2 |
336-2 |
361-6 |
|
S3 |
312-0 |
327-0 |
359-5 |
|
S4 |
287-6 |
302-6 |
352-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
369-6 |
345-4 |
24-2 |
6.7% |
7-4 |
2.1% |
71% |
False |
False |
70,733 |
10 |
369-6 |
345-4 |
24-2 |
6.7% |
7-3 |
2.0% |
71% |
False |
False |
83,460 |
20 |
369-6 |
344-0 |
25-6 |
7.1% |
7-5 |
2.1% |
73% |
False |
False |
111,011 |
40 |
378-4 |
343-4 |
35-0 |
9.6% |
6-4 |
1.8% |
55% |
False |
False |
98,738 |
60 |
391-0 |
343-4 |
47-4 |
13.1% |
6-4 |
1.8% |
41% |
False |
False |
96,168 |
80 |
434-0 |
343-4 |
90-4 |
24.9% |
6-4 |
1.8% |
21% |
False |
False |
80,007 |
100 |
435-0 |
343-4 |
91-4 |
25.2% |
6-5 |
1.8% |
21% |
False |
False |
66,926 |
120 |
435-0 |
343-4 |
91-4 |
25.2% |
7-0 |
1.9% |
21% |
False |
False |
57,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
398-4 |
2.618 |
386-6 |
1.618 |
379-4 |
1.000 |
375-0 |
0.618 |
372-2 |
HIGH |
367-6 |
0.618 |
365-0 |
0.500 |
364-1 |
0.382 |
363-2 |
LOW |
360-4 |
0.618 |
356-0 |
1.000 |
353-2 |
1.618 |
348-6 |
2.618 |
341-4 |
4.250 |
329-6 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
364-1 |
364-5 |
PP |
363-5 |
364-0 |
S1 |
363-2 |
363-3 |
|