CME Pit-Traded Corn Future July 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
369-0 |
374-4 |
5-4 |
1.5% |
375-0 |
| High |
375-0 |
376-2 |
1-2 |
0.3% |
379-4 |
| Low |
367-4 |
369-2 |
1-6 |
0.5% |
362-4 |
| Close |
372-0 |
370-4 |
-1-4 |
-0.4% |
372-0 |
| Range |
7-4 |
7-0 |
-0-4 |
-6.7% |
17-0 |
| ATR |
8-6 |
8-5 |
-0-1 |
-1.4% |
0-0 |
| Volume |
204,340 |
109,892 |
-94,448 |
-46.2% |
708,961 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
393-0 |
388-6 |
374-3 |
|
| R3 |
386-0 |
381-6 |
372-3 |
|
| R2 |
379-0 |
379-0 |
371-6 |
|
| R1 |
374-6 |
374-6 |
371-1 |
373-3 |
| PP |
372-0 |
372-0 |
372-0 |
371-2 |
| S1 |
367-6 |
367-6 |
369-7 |
366-3 |
| S2 |
365-0 |
365-0 |
369-2 |
|
| S3 |
358-0 |
360-6 |
368-5 |
|
| S4 |
351-0 |
353-6 |
366-5 |
|
|
| 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% |
8-6 |
2.4% |
47% |
False |
False |
136,766 |
| 10 |
379-4 |
352-0 |
27-4 |
7.4% |
8-2 |
2.2% |
67% |
False |
False |
154,983 |
| 20 |
379-4 |
352-0 |
27-4 |
7.4% |
8-0 |
2.1% |
67% |
False |
False |
139,920 |
| 40 |
387-4 |
352-0 |
35-4 |
9.6% |
6-7 |
1.9% |
52% |
False |
False |
90,349 |
| 60 |
401-4 |
352-0 |
49-4 |
13.4% |
6-3 |
1.7% |
37% |
False |
False |
69,804 |
| 80 |
402-0 |
352-0 |
50-0 |
13.5% |
6-1 |
1.7% |
37% |
False |
False |
59,560 |
| 100 |
443-0 |
352-0 |
91-0 |
24.6% |
6-1 |
1.7% |
20% |
False |
False |
50,535 |
| 120 |
443-0 |
352-0 |
91-0 |
24.6% |
6-5 |
1.8% |
20% |
False |
False |
44,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
406-0 |
|
2.618 |
394-5 |
|
1.618 |
387-5 |
|
1.000 |
383-2 |
|
0.618 |
380-5 |
|
HIGH |
376-2 |
|
0.618 |
373-5 |
|
0.500 |
372-6 |
|
0.382 |
371-7 |
|
LOW |
369-2 |
|
0.618 |
364-7 |
|
1.000 |
362-2 |
|
1.618 |
357-7 |
|
2.618 |
350-7 |
|
4.250 |
339-4 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
372-6 |
373-4 |
| PP |
372-0 |
372-4 |
| S1 |
371-2 |
371-4 |
|