CME Pit-Traded Corn Future September 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 |
383-4 |
375-6 |
-7-6 |
-2.0% |
371-4 |
High |
383-6 |
377-6 |
-6-0 |
-1.6% |
384-4 |
Low |
379-0 |
372-4 |
-6-4 |
-1.7% |
359-6 |
Close |
380-2 |
377-6 |
-2-4 |
-0.7% |
383-4 |
Range |
4-6 |
5-2 |
0-4 |
10.5% |
24-6 |
ATR |
7-2 |
7-2 |
0-0 |
0.5% |
0-0 |
Volume |
22,203 |
14,185 |
-8,018 |
-36.1% |
180,966 |
|
Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
391-6 |
390-0 |
380-5 |
|
R3 |
386-4 |
384-6 |
379-2 |
|
R2 |
381-2 |
381-2 |
378-6 |
|
R1 |
379-4 |
379-4 |
378-2 |
380-3 |
PP |
376-0 |
376-0 |
376-0 |
376-4 |
S1 |
374-2 |
374-2 |
377-2 |
375-1 |
S2 |
370-6 |
370-6 |
376-6 |
|
S3 |
365-4 |
369-0 |
376-2 |
|
S4 |
360-2 |
363-6 |
374-7 |
|
|
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 |
368-4 |
16-0 |
4.2% |
6-4 |
1.7% |
58% |
False |
False |
32,056 |
10 |
384-4 |
359-6 |
24-6 |
6.6% |
6-0 |
1.6% |
73% |
False |
False |
31,089 |
20 |
384-4 |
359-6 |
24-6 |
6.6% |
6-2 |
1.6% |
73% |
False |
False |
27,142 |
40 |
395-4 |
359-6 |
35-6 |
9.5% |
4-4 |
1.2% |
50% |
False |
False |
19,057 |
60 |
406-4 |
359-6 |
46-6 |
12.4% |
4-0 |
1.1% |
39% |
False |
False |
14,766 |
80 |
445-0 |
359-6 |
85-2 |
22.6% |
4-0 |
1.1% |
21% |
False |
False |
12,223 |
100 |
445-0 |
359-6 |
85-2 |
22.6% |
4-0 |
1.1% |
21% |
False |
False |
10,236 |
120 |
445-0 |
359-6 |
85-2 |
22.6% |
4-2 |
1.1% |
21% |
False |
False |
8,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
400-0 |
2.618 |
391-4 |
1.618 |
386-2 |
1.000 |
383-0 |
0.618 |
381-0 |
HIGH |
377-6 |
0.618 |
375-6 |
0.500 |
375-1 |
0.382 |
374-4 |
LOW |
372-4 |
0.618 |
369-2 |
1.000 |
367-2 |
1.618 |
364-0 |
2.618 |
358-6 |
4.250 |
350-2 |
|
|
Fisher Pivots for day following 04-May-2010 |
Pivot |
1 day |
3 day |
R1 |
376-7 |
378-4 |
PP |
376-0 |
378-2 |
S1 |
375-1 |
378-0 |
|