CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 07-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
Open |
364-0 |
364-0 |
0-0 |
0.0% |
367-0 |
High |
390-0 |
367-0 |
-23-0 |
-5.9% |
390-0 |
Low |
361-4 |
361-0 |
-0-4 |
-0.1% |
354-0 |
Close |
364-0 |
364-6 |
0-6 |
0.2% |
364-6 |
Range |
28-4 |
6-0 |
-22-4 |
-78.9% |
36-0 |
ATR |
9-7 |
9-5 |
-0-2 |
-2.8% |
0-0 |
Volume |
14,167 |
10,329 |
-3,838 |
-27.1% |
84,879 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
382-2 |
379-4 |
368-0 |
|
R3 |
376-2 |
373-4 |
366-3 |
|
R2 |
370-2 |
370-2 |
365-7 |
|
R1 |
367-4 |
367-4 |
365-2 |
368-7 |
PP |
364-2 |
364-2 |
364-2 |
365-0 |
S1 |
361-4 |
361-4 |
364-2 |
362-7 |
S2 |
358-2 |
358-2 |
363-5 |
|
S3 |
352-2 |
355-4 |
363-1 |
|
S4 |
346-2 |
349-4 |
361-4 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
477-5 |
457-1 |
384-4 |
|
R3 |
441-5 |
421-1 |
374-5 |
|
R2 |
405-5 |
405-5 |
371-3 |
|
R1 |
385-1 |
385-1 |
368-0 |
377-3 |
PP |
369-5 |
369-5 |
369-5 |
365-6 |
S1 |
349-1 |
349-1 |
361-4 |
341-3 |
S2 |
333-5 |
333-5 |
358-1 |
|
S3 |
297-5 |
313-1 |
354-7 |
|
S4 |
261-5 |
277-1 |
345-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
390-0 |
354-0 |
36-0 |
9.9% |
11-5 |
3.2% |
30% |
False |
False |
16,975 |
10 |
390-0 |
345-4 |
44-4 |
12.2% |
9-4 |
2.6% |
43% |
False |
False |
51,069 |
20 |
390-0 |
345-4 |
44-4 |
12.2% |
8-4 |
2.3% |
43% |
False |
False |
88,811 |
40 |
390-0 |
343-4 |
46-4 |
12.7% |
7-2 |
2.0% |
46% |
False |
False |
89,790 |
60 |
391-0 |
343-4 |
47-4 |
13.0% |
6-7 |
1.9% |
45% |
False |
False |
92,102 |
80 |
395-0 |
343-4 |
51-4 |
14.1% |
6-7 |
1.9% |
41% |
False |
False |
79,521 |
100 |
435-0 |
343-4 |
91-4 |
25.1% |
6-6 |
1.8% |
23% |
False |
False |
66,634 |
120 |
435-0 |
343-4 |
91-4 |
25.1% |
7-0 |
1.9% |
23% |
False |
False |
57,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
392-4 |
2.618 |
382-6 |
1.618 |
376-6 |
1.000 |
373-0 |
0.618 |
370-6 |
HIGH |
367-0 |
0.618 |
364-6 |
0.500 |
364-0 |
0.382 |
363-2 |
LOW |
361-0 |
0.618 |
357-2 |
1.000 |
355-0 |
1.618 |
351-2 |
2.618 |
345-2 |
4.250 |
335-4 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
364-4 |
372-4 |
PP |
364-2 |
369-7 |
S1 |
364-0 |
367-3 |
|