CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 03-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
Open |
375-6 |
383-4 |
7-6 |
2.1% |
371-4 |
High |
384-4 |
383-6 |
-0-6 |
-0.2% |
384-4 |
Low |
375-6 |
379-0 |
3-2 |
0.9% |
359-6 |
Close |
383-4 |
380-2 |
-3-2 |
-0.8% |
383-4 |
Range |
8-6 |
4-6 |
-4-0 |
-45.7% |
24-6 |
ATR |
7-4 |
7-2 |
-0-2 |
-2.6% |
0-0 |
Volume |
38,166 |
22,203 |
-15,963 |
-41.8% |
180,966 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
395-2 |
392-4 |
382-7 |
|
R3 |
390-4 |
387-6 |
381-4 |
|
R2 |
385-6 |
385-6 |
381-1 |
|
R1 |
383-0 |
383-0 |
380-5 |
382-0 |
PP |
381-0 |
381-0 |
381-0 |
380-4 |
S1 |
378-2 |
378-2 |
379-7 |
377-2 |
S2 |
376-2 |
376-2 |
379-3 |
|
S3 |
371-4 |
373-4 |
379-0 |
|
S4 |
366-6 |
368-6 |
377-5 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
450-1 |
441-5 |
397-1 |
|
R3 |
425-3 |
416-7 |
390-2 |
|
R2 |
400-5 |
400-5 |
388-0 |
|
R1 |
392-1 |
392-1 |
385-6 |
396-3 |
PP |
375-7 |
375-7 |
375-7 |
378-0 |
S1 |
367-3 |
367-3 |
381-2 |
371-5 |
S2 |
351-1 |
351-1 |
379-0 |
|
S3 |
326-3 |
342-5 |
376-6 |
|
S4 |
301-5 |
317-7 |
369-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
384-4 |
359-6 |
24-6 |
6.5% |
6-2 |
1.7% |
83% |
False |
False |
34,349 |
10 |
384-4 |
359-6 |
24-6 |
6.5% |
6-1 |
1.6% |
83% |
False |
False |
31,146 |
20 |
384-4 |
359-6 |
24-6 |
6.5% |
6-1 |
1.6% |
83% |
False |
False |
27,250 |
40 |
397-0 |
359-6 |
37-2 |
9.8% |
4-3 |
1.2% |
55% |
False |
False |
19,038 |
60 |
406-4 |
359-6 |
46-6 |
12.3% |
4-0 |
1.0% |
44% |
False |
False |
14,670 |
80 |
445-0 |
359-6 |
85-2 |
22.4% |
4-0 |
1.0% |
24% |
False |
False |
12,118 |
100 |
445-0 |
359-6 |
85-2 |
22.4% |
4-0 |
1.0% |
24% |
False |
False |
10,117 |
120 |
445-0 |
359-6 |
85-2 |
22.4% |
4-3 |
1.1% |
24% |
False |
False |
8,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
404-0 |
2.618 |
396-1 |
1.618 |
391-3 |
1.000 |
388-4 |
0.618 |
386-5 |
HIGH |
383-6 |
0.618 |
381-7 |
0.500 |
381-3 |
0.382 |
380-7 |
LOW |
379-0 |
0.618 |
376-1 |
1.000 |
374-2 |
1.618 |
371-3 |
2.618 |
366-5 |
4.250 |
358-6 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
381-3 |
380-0 |
PP |
381-0 |
379-7 |
S1 |
380-5 |
379-5 |
|