CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 05-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
Open |
365-6 |
363-4 |
-2-2 |
-0.6% |
364-0 |
High |
370-0 |
373-2 |
3-2 |
0.9% |
377-4 |
Low |
362-4 |
362-4 |
0-0 |
0.0% |
352-0 |
Close |
369-0 |
373-0 |
4-0 |
1.1% |
375-2 |
Range |
7-4 |
10-6 |
3-2 |
43.3% |
25-4 |
ATR |
8-4 |
8-5 |
0-1 |
1.9% |
0-0 |
Volume |
108,115 |
131,920 |
23,805 |
22.0% |
869,707 |
|
Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
401-7 |
398-1 |
378-7 |
|
R3 |
391-1 |
387-3 |
376-0 |
|
R2 |
380-3 |
380-3 |
375-0 |
|
R1 |
376-5 |
376-5 |
374-0 |
378-4 |
PP |
369-5 |
369-5 |
369-5 |
370-4 |
S1 |
365-7 |
365-7 |
372-0 |
367-6 |
S2 |
358-7 |
358-7 |
371-0 |
|
S3 |
348-1 |
355-1 |
370-0 |
|
S4 |
337-3 |
344-3 |
367-1 |
|
|
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 |
362-4 |
15-0 |
4.0% |
8-4 |
2.3% |
70% |
False |
True |
160,218 |
10 |
377-4 |
352-0 |
25-4 |
6.8% |
8-0 |
2.2% |
82% |
False |
False |
152,321 |
20 |
377-4 |
352-0 |
25-4 |
6.8% |
7-4 |
2.0% |
82% |
False |
False |
130,992 |
40 |
387-4 |
352-0 |
35-4 |
9.5% |
6-4 |
1.8% |
59% |
False |
False |
82,040 |
60 |
401-4 |
352-0 |
49-4 |
13.3% |
6-2 |
1.7% |
42% |
False |
False |
64,270 |
80 |
441-4 |
352-0 |
89-4 |
24.0% |
6-1 |
1.6% |
23% |
False |
False |
55,131 |
100 |
443-0 |
352-0 |
91-0 |
24.4% |
6-2 |
1.7% |
23% |
False |
False |
46,511 |
120 |
443-0 |
352-0 |
91-0 |
24.4% |
6-4 |
1.8% |
23% |
False |
False |
41,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
419-0 |
2.618 |
401-3 |
1.618 |
390-5 |
1.000 |
384-0 |
0.618 |
379-7 |
HIGH |
373-2 |
0.618 |
369-1 |
0.500 |
367-7 |
0.382 |
366-5 |
LOW |
362-4 |
0.618 |
355-7 |
1.000 |
351-6 |
1.618 |
345-1 |
2.618 |
334-3 |
4.250 |
316-6 |
|
|
Fisher Pivots for day following 05-May-2010 |
Pivot |
1 day |
3 day |
R1 |
371-2 |
371-6 |
PP |
369-5 |
370-5 |
S1 |
367-7 |
369-3 |
|