CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 04-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
Open |
367-0 |
357-4 |
-9-4 |
-2.6% |
357-0 |
High |
367-6 |
360-4 |
-7-2 |
-2.0% |
369-6 |
Low |
360-4 |
354-0 |
-6-4 |
-1.8% |
345-4 |
Close |
362-6 |
360-0 |
-2-6 |
-0.8% |
366-2 |
Range |
7-2 |
6-4 |
-0-6 |
-10.3% |
24-2 |
ATR |
8-2 |
8-3 |
0-0 |
0.4% |
0-0 |
Volume |
26,529 |
17,483 |
-9,046 |
-34.1% |
425,815 |
|
Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
377-5 |
375-3 |
363-5 |
|
R3 |
371-1 |
368-7 |
361-6 |
|
R2 |
364-5 |
364-5 |
361-2 |
|
R1 |
362-3 |
362-3 |
360-5 |
363-4 |
PP |
358-1 |
358-1 |
358-1 |
358-6 |
S1 |
355-7 |
355-7 |
359-3 |
357-0 |
S2 |
351-5 |
351-5 |
358-6 |
|
S3 |
345-1 |
349-3 |
358-2 |
|
S4 |
338-5 |
342-7 |
356-3 |
|
|
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 |
353-4 |
16-2 |
4.5% |
7-6 |
2.1% |
40% |
False |
False |
55,802 |
10 |
369-6 |
345-4 |
24-2 |
6.7% |
7-2 |
2.0% |
60% |
False |
False |
74,415 |
20 |
369-6 |
344-0 |
25-6 |
7.2% |
7-6 |
2.1% |
62% |
False |
False |
107,914 |
40 |
376-4 |
343-4 |
33-0 |
9.2% |
6-5 |
1.8% |
50% |
False |
False |
96,799 |
60 |
391-0 |
343-4 |
47-4 |
13.2% |
6-4 |
1.8% |
35% |
False |
False |
95,628 |
80 |
433-6 |
343-4 |
90-2 |
25.1% |
6-4 |
1.8% |
18% |
False |
False |
80,014 |
100 |
435-0 |
343-4 |
91-4 |
25.4% |
6-5 |
1.8% |
18% |
False |
False |
66,827 |
120 |
435-0 |
343-4 |
91-4 |
25.4% |
6-7 |
1.9% |
18% |
False |
False |
58,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
388-1 |
2.618 |
377-4 |
1.618 |
371-0 |
1.000 |
367-0 |
0.618 |
364-4 |
HIGH |
360-4 |
0.618 |
358-0 |
0.500 |
357-2 |
0.382 |
356-4 |
LOW |
354-0 |
0.618 |
350-0 |
1.000 |
347-4 |
1.618 |
343-4 |
2.618 |
337-0 |
4.250 |
326-3 |
|
|
Fisher Pivots for day following 04-May-2010 |
Pivot |
1 day |
3 day |
R1 |
359-1 |
360-7 |
PP |
358-1 |
360-5 |
S1 |
357-2 |
360-2 |
|