CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
369-0 |
363-4 |
-5-4 |
-1.5% |
367-0 |
High |
369-0 |
370-0 |
1-0 |
0.3% |
390-0 |
Low |
361-4 |
363-4 |
2-0 |
0.6% |
354-0 |
Close |
363-0 |
369-6 |
6-6 |
1.9% |
364-6 |
Range |
7-4 |
6-4 |
-1-0 |
-13.3% |
36-0 |
ATR |
9-4 |
9-2 |
-0-1 |
-1.9% |
0-0 |
Volume |
5,188 |
4,549 |
-639 |
-12.3% |
84,879 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
387-2 |
385-0 |
373-3 |
|
R3 |
380-6 |
378-4 |
371-4 |
|
R2 |
374-2 |
374-2 |
371-0 |
|
R1 |
372-0 |
372-0 |
370-3 |
373-1 |
PP |
367-6 |
367-6 |
367-6 |
368-2 |
S1 |
365-4 |
365-4 |
369-1 |
366-5 |
S2 |
361-2 |
361-2 |
368-4 |
|
S3 |
354-6 |
359-0 |
368-0 |
|
S4 |
348-2 |
352-4 |
366-1 |
|
|
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 |
355-0 |
35-0 |
9.5% |
11-6 |
3.2% |
42% |
False |
False |
10,120 |
10 |
390-0 |
353-4 |
36-4 |
9.9% |
9-6 |
2.6% |
45% |
False |
False |
32,961 |
20 |
390-0 |
345-4 |
44-4 |
12.0% |
8-4 |
2.3% |
54% |
False |
False |
76,757 |
40 |
390-0 |
343-4 |
46-4 |
12.6% |
7-3 |
2.0% |
56% |
False |
False |
86,063 |
60 |
391-0 |
343-4 |
47-4 |
12.8% |
7-0 |
1.9% |
55% |
False |
False |
89,308 |
80 |
391-0 |
343-4 |
47-4 |
12.8% |
6-6 |
1.8% |
55% |
False |
False |
78,743 |
100 |
435-0 |
343-4 |
91-4 |
24.7% |
6-6 |
1.8% |
29% |
False |
False |
66,423 |
120 |
435-0 |
343-4 |
91-4 |
24.7% |
7-0 |
1.9% |
29% |
False |
False |
57,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
397-5 |
2.618 |
387-0 |
1.618 |
380-4 |
1.000 |
376-4 |
0.618 |
374-0 |
HIGH |
370-0 |
0.618 |
367-4 |
0.500 |
366-6 |
0.382 |
366-0 |
LOW |
363-4 |
0.618 |
359-4 |
1.000 |
357-0 |
1.618 |
353-0 |
2.618 |
346-4 |
4.250 |
335-7 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
368-6 |
368-3 |
PP |
367-6 |
366-7 |
S1 |
366-6 |
365-4 |
|