CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 06-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
Open |
372-6 |
380-0 |
7-2 |
1.9% |
371-4 |
High |
380-6 |
385-0 |
4-2 |
1.1% |
384-4 |
Low |
372-6 |
375-4 |
2-6 |
0.7% |
359-6 |
Close |
380-6 |
377-6 |
-3-0 |
-0.8% |
383-4 |
Range |
8-0 |
9-4 |
1-4 |
18.8% |
24-6 |
ATR |
7-3 |
7-4 |
0-1 |
2.1% |
0-0 |
Volume |
20,309 |
25,806 |
5,497 |
27.1% |
180,966 |
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
407-7 |
402-3 |
383-0 |
|
R3 |
398-3 |
392-7 |
380-3 |
|
R2 |
388-7 |
388-7 |
379-4 |
|
R1 |
383-3 |
383-3 |
378-5 |
381-3 |
PP |
379-3 |
379-3 |
379-3 |
378-4 |
S1 |
373-7 |
373-7 |
376-7 |
371-7 |
S2 |
369-7 |
369-7 |
376-0 |
|
S3 |
360-3 |
364-3 |
375-1 |
|
S4 |
350-7 |
354-7 |
372-4 |
|
|
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 |
385-0 |
372-4 |
12-4 |
3.3% |
7-2 |
1.9% |
42% |
True |
False |
24,133 |
10 |
385-0 |
359-6 |
25-2 |
6.7% |
6-6 |
1.8% |
71% |
True |
False |
30,495 |
20 |
385-0 |
359-6 |
25-2 |
6.7% |
6-2 |
1.6% |
71% |
True |
False |
27,418 |
40 |
395-4 |
359-6 |
35-6 |
9.5% |
4-6 |
1.3% |
50% |
False |
False |
19,468 |
60 |
406-4 |
359-6 |
46-6 |
12.4% |
4-1 |
1.1% |
39% |
False |
False |
15,336 |
80 |
418-0 |
359-6 |
58-2 |
15.4% |
4-1 |
1.1% |
31% |
False |
False |
12,703 |
100 |
445-0 |
359-6 |
85-2 |
22.6% |
4-0 |
1.1% |
21% |
False |
False |
10,611 |
120 |
445-0 |
359-6 |
85-2 |
22.6% |
4-3 |
1.1% |
21% |
False |
False |
9,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
425-3 |
2.618 |
409-7 |
1.618 |
400-3 |
1.000 |
394-4 |
0.618 |
390-7 |
HIGH |
385-0 |
0.618 |
381-3 |
0.500 |
380-2 |
0.382 |
379-1 |
LOW |
375-4 |
0.618 |
369-5 |
1.000 |
366-0 |
1.618 |
360-1 |
2.618 |
350-5 |
4.250 |
335-1 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
380-2 |
378-6 |
PP |
379-3 |
378-3 |
S1 |
378-5 |
378-1 |
|