CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
383-0 |
377-4 |
-5-4 |
-1.4% |
383-4 |
High |
383-0 |
384-2 |
1-2 |
0.3% |
385-0 |
Low |
376-6 |
377-4 |
0-6 |
0.2% |
372-4 |
Close |
377-6 |
384-0 |
6-2 |
1.7% |
378-4 |
Range |
6-2 |
6-6 |
0-4 |
8.0% |
12-4 |
ATR |
7-2 |
7-2 |
0-0 |
-0.5% |
0-0 |
Volume |
26,419 |
21,116 |
-5,303 |
-20.1% |
131,106 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
402-1 |
399-7 |
387-6 |
|
R3 |
395-3 |
393-1 |
385-7 |
|
R2 |
388-5 |
388-5 |
385-2 |
|
R1 |
386-3 |
386-3 |
384-5 |
387-4 |
PP |
381-7 |
381-7 |
381-7 |
382-4 |
S1 |
379-5 |
379-5 |
383-3 |
380-6 |
S2 |
375-1 |
375-1 |
382-6 |
|
S3 |
368-3 |
372-7 |
382-1 |
|
S4 |
361-5 |
366-1 |
380-2 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
416-1 |
409-7 |
385-3 |
|
R3 |
403-5 |
397-3 |
382-0 |
|
R2 |
391-1 |
391-1 |
380-6 |
|
R1 |
384-7 |
384-7 |
379-5 |
381-6 |
PP |
378-5 |
378-5 |
378-5 |
377-1 |
S1 |
372-3 |
372-3 |
377-3 |
369-2 |
S2 |
366-1 |
366-1 |
376-2 |
|
S3 |
353-5 |
359-7 |
375-0 |
|
S4 |
341-1 |
347-3 |
371-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
385-0 |
372-6 |
12-2 |
3.2% |
7-2 |
1.9% |
92% |
False |
False |
28,450 |
10 |
385-0 |
368-4 |
16-4 |
4.3% |
6-7 |
1.8% |
94% |
False |
False |
30,253 |
20 |
385-0 |
359-6 |
25-2 |
6.6% |
6-4 |
1.7% |
96% |
False |
False |
28,949 |
40 |
395-4 |
359-6 |
35-6 |
9.3% |
5-0 |
1.3% |
68% |
False |
False |
21,068 |
60 |
406-4 |
359-6 |
46-6 |
12.2% |
4-2 |
1.1% |
52% |
False |
False |
16,631 |
80 |
406-4 |
359-6 |
46-6 |
12.2% |
4-0 |
1.1% |
52% |
False |
False |
13,670 |
100 |
445-0 |
359-6 |
85-2 |
22.2% |
4-0 |
1.0% |
28% |
False |
False |
11,508 |
120 |
445-0 |
359-6 |
85-2 |
22.2% |
4-3 |
1.1% |
28% |
False |
False |
9,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
413-0 |
2.618 |
401-7 |
1.618 |
395-1 |
1.000 |
391-0 |
0.618 |
388-3 |
HIGH |
384-2 |
0.618 |
381-5 |
0.500 |
380-7 |
0.382 |
380-1 |
LOW |
377-4 |
0.618 |
373-3 |
1.000 |
370-6 |
1.618 |
366-5 |
2.618 |
359-7 |
4.250 |
348-6 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
383-0 |
382-5 |
PP |
381-7 |
381-1 |
S1 |
380-7 |
379-6 |
|