CME Pit-Traded Corn Future July 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 |
375-0 |
365-6 |
-9-2 |
-2.5% |
364-0 |
High |
376-2 |
370-0 |
-6-2 |
-1.7% |
377-4 |
Low |
369-0 |
362-4 |
-6-4 |
-1.8% |
352-0 |
Close |
371-4 |
369-0 |
-2-4 |
-0.7% |
375-2 |
Range |
7-2 |
7-4 |
0-2 |
3.4% |
25-4 |
ATR |
8-3 |
8-4 |
0-0 |
0.5% |
0-0 |
Volume |
135,019 |
108,115 |
-26,904 |
-19.9% |
869,707 |
|
Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
389-5 |
386-7 |
373-1 |
|
R3 |
382-1 |
379-3 |
371-0 |
|
R2 |
374-5 |
374-5 |
370-3 |
|
R1 |
371-7 |
371-7 |
369-6 |
373-2 |
PP |
367-1 |
367-1 |
367-1 |
367-7 |
S1 |
364-3 |
364-3 |
368-2 |
365-6 |
S2 |
359-5 |
359-5 |
367-5 |
|
S3 |
352-1 |
356-7 |
367-0 |
|
S4 |
344-5 |
349-3 |
364-7 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
444-6 |
435-4 |
389-2 |
|
R3 |
419-2 |
410-0 |
382-2 |
|
R2 |
393-6 |
393-6 |
379-7 |
|
R1 |
384-4 |
384-4 |
377-5 |
389-1 |
PP |
368-2 |
368-2 |
368-2 |
370-4 |
S1 |
359-0 |
359-0 |
372-7 |
363-5 |
S2 |
342-6 |
342-6 |
370-5 |
|
S3 |
317-2 |
333-4 |
368-2 |
|
S4 |
291-6 |
308-0 |
361-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
377-4 |
359-4 |
18-0 |
4.9% |
8-0 |
2.2% |
53% |
False |
False |
164,886 |
10 |
377-4 |
352-0 |
25-4 |
6.9% |
7-5 |
2.1% |
67% |
False |
False |
151,282 |
20 |
377-4 |
352-0 |
25-4 |
6.9% |
7-6 |
2.1% |
67% |
False |
False |
126,867 |
40 |
387-4 |
352-0 |
35-4 |
9.6% |
6-3 |
1.7% |
48% |
False |
False |
79,289 |
60 |
401-4 |
352-0 |
49-4 |
13.4% |
6-1 |
1.7% |
34% |
False |
False |
62,698 |
80 |
442-4 |
352-0 |
90-4 |
24.5% |
6-1 |
1.6% |
19% |
False |
False |
53,754 |
100 |
443-0 |
352-0 |
91-0 |
24.7% |
6-2 |
1.7% |
19% |
False |
False |
45,316 |
120 |
443-0 |
352-0 |
91-0 |
24.7% |
6-5 |
1.8% |
19% |
False |
False |
40,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
401-7 |
2.618 |
389-5 |
1.618 |
382-1 |
1.000 |
377-4 |
0.618 |
374-5 |
HIGH |
370-0 |
0.618 |
367-1 |
0.500 |
366-2 |
0.382 |
365-3 |
LOW |
362-4 |
0.618 |
357-7 |
1.000 |
355-0 |
1.618 |
350-3 |
2.618 |
342-7 |
4.250 |
330-5 |
|
|
Fisher Pivots for day following 04-May-2010 |
Pivot |
1 day |
3 day |
R1 |
368-1 |
369-5 |
PP |
367-1 |
369-3 |
S1 |
366-2 |
369-2 |
|