CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 05-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
Open |
384-4 |
381-6 |
-2-6 |
-0.7% |
380-4 |
High |
387-6 |
389-2 |
1-4 |
0.4% |
392-6 |
Low |
381-6 |
380-0 |
-1-6 |
-0.5% |
367-4 |
Close |
387-0 |
389-2 |
2-2 |
0.6% |
392-2 |
Range |
6-0 |
9-2 |
3-2 |
54.2% |
25-2 |
ATR |
7-5 |
7-6 |
0-1 |
1.5% |
0-0 |
Volume |
35,854 |
39,984 |
4,130 |
11.5% |
298,410 |
|
Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
413-7 |
410-7 |
394-3 |
|
R3 |
404-5 |
401-5 |
391-6 |
|
R2 |
395-3 |
395-3 |
391-0 |
|
R1 |
392-3 |
392-3 |
390-1 |
393-7 |
PP |
386-1 |
386-1 |
386-1 |
387-0 |
S1 |
383-1 |
383-1 |
388-3 |
384-5 |
S2 |
376-7 |
376-7 |
387-4 |
|
S3 |
367-5 |
373-7 |
386-6 |
|
S4 |
358-3 |
364-5 |
384-1 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
459-7 |
451-3 |
406-1 |
|
R3 |
434-5 |
426-1 |
399-2 |
|
R2 |
409-3 |
409-3 |
396-7 |
|
R1 |
400-7 |
400-7 |
394-5 |
405-1 |
PP |
384-1 |
384-1 |
384-1 |
386-2 |
S1 |
375-5 |
375-5 |
389-7 |
379-7 |
S2 |
358-7 |
358-7 |
387-5 |
|
S3 |
333-5 |
350-3 |
385-2 |
|
S4 |
308-3 |
325-1 |
378-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
392-6 |
380-0 |
12-6 |
3.3% |
7-4 |
1.9% |
73% |
False |
True |
54,585 |
10 |
392-6 |
367-4 |
25-2 |
6.5% |
7-0 |
1.8% |
86% |
False |
False |
51,960 |
20 |
394-4 |
367-4 |
27-0 |
6.9% |
6-5 |
1.7% |
81% |
False |
False |
45,857 |
40 |
405-2 |
367-4 |
37-6 |
9.7% |
5-7 |
1.5% |
58% |
False |
False |
35,938 |
60 |
414-4 |
367-4 |
47-0 |
12.1% |
5-4 |
1.4% |
46% |
False |
False |
31,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
428-4 |
2.618 |
413-4 |
1.618 |
404-2 |
1.000 |
398-4 |
0.618 |
395-0 |
HIGH |
389-2 |
0.618 |
385-6 |
0.500 |
384-5 |
0.382 |
383-4 |
LOW |
380-0 |
0.618 |
374-2 |
1.000 |
370-6 |
1.618 |
365-0 |
2.618 |
355-6 |
4.250 |
340-6 |
|
|
Fisher Pivots for day following 05-May-2010 |
Pivot |
1 day |
3 day |
R1 |
387-6 |
388-2 |
PP |
386-1 |
387-3 |
S1 |
384-5 |
386-3 |
|