CME Pit-Traded Corn Future July 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 |
371-0 |
369-0 |
-2-0 |
-0.5% |
375-0 |
| High |
379-4 |
375-0 |
-4-4 |
-1.2% |
379-4 |
| Low |
368-2 |
367-4 |
-0-6 |
-0.2% |
362-4 |
| Close |
371-2 |
372-0 |
0-6 |
0.2% |
372-0 |
| Range |
11-2 |
7-4 |
-3-6 |
-33.3% |
17-0 |
| ATR |
8-6 |
8-6 |
-0-1 |
-1.1% |
0-0 |
| Volume |
129,567 |
204,340 |
74,773 |
57.7% |
708,961 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
394-0 |
390-4 |
376-1 |
|
| R3 |
386-4 |
383-0 |
374-0 |
|
| R2 |
379-0 |
379-0 |
373-3 |
|
| R1 |
375-4 |
375-4 |
372-6 |
377-2 |
| PP |
371-4 |
371-4 |
371-4 |
372-3 |
| S1 |
368-0 |
368-0 |
371-2 |
369-6 |
| S2 |
364-0 |
364-0 |
370-5 |
|
| S3 |
356-4 |
360-4 |
370-0 |
|
| S4 |
349-0 |
353-0 |
367-7 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
422-3 |
414-1 |
381-3 |
|
| R3 |
405-3 |
397-1 |
376-5 |
|
| R2 |
388-3 |
388-3 |
375-1 |
|
| R1 |
380-1 |
380-1 |
373-4 |
375-6 |
| PP |
371-3 |
371-3 |
371-3 |
369-1 |
| S1 |
363-1 |
363-1 |
370-4 |
358-6 |
| S2 |
354-3 |
354-3 |
368-7 |
|
| S3 |
337-3 |
346-1 |
367-3 |
|
| S4 |
320-3 |
329-1 |
362-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
379-4 |
362-4 |
17-0 |
4.6% |
8-7 |
2.4% |
56% |
False |
False |
141,792 |
| 10 |
379-4 |
352-0 |
27-4 |
7.4% |
8-3 |
2.2% |
73% |
False |
False |
157,866 |
| 20 |
379-4 |
352-0 |
27-4 |
7.4% |
7-6 |
2.1% |
73% |
False |
False |
137,533 |
| 40 |
387-4 |
352-0 |
35-4 |
9.5% |
6-6 |
1.8% |
56% |
False |
False |
88,320 |
| 60 |
401-4 |
352-0 |
49-4 |
13.3% |
6-3 |
1.7% |
40% |
False |
False |
68,527 |
| 80 |
404-4 |
352-0 |
52-4 |
14.1% |
6-2 |
1.7% |
38% |
False |
False |
58,676 |
| 100 |
443-0 |
352-0 |
91-0 |
24.5% |
6-1 |
1.7% |
22% |
False |
False |
49,599 |
| 120 |
443-0 |
352-0 |
91-0 |
24.5% |
6-4 |
1.8% |
22% |
False |
False |
43,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
406-7 |
|
2.618 |
394-5 |
|
1.618 |
387-1 |
|
1.000 |
382-4 |
|
0.618 |
379-5 |
|
HIGH |
375-0 |
|
0.618 |
372-1 |
|
0.500 |
371-2 |
|
0.382 |
370-3 |
|
LOW |
367-4 |
|
0.618 |
362-7 |
|
1.000 |
360-0 |
|
1.618 |
355-3 |
|
2.618 |
347-7 |
|
4.250 |
335-5 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
371-6 |
371-5 |
| PP |
371-4 |
371-3 |
| S1 |
371-2 |
371-0 |
|