CME Pit-Traded Corn Future December 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 |
390-0 |
386-2 |
-3-6 |
-1.0% |
392-4 |
High |
391-4 |
393-0 |
1-4 |
0.4% |
393-0 |
Low |
385-2 |
386-2 |
1-0 |
0.3% |
380-0 |
Close |
386-4 |
393-0 |
6-4 |
1.7% |
386-0 |
Range |
6-2 |
6-6 |
0-4 |
8.0% |
13-0 |
ATR |
7-6 |
7-6 |
-0-1 |
-0.9% |
0-0 |
Volume |
38,768 |
50,205 |
11,437 |
29.5% |
255,189 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
411-0 |
408-6 |
396-6 |
|
R3 |
404-2 |
402-0 |
394-7 |
|
R2 |
397-4 |
397-4 |
394-2 |
|
R1 |
395-2 |
395-2 |
393-5 |
396-3 |
PP |
390-6 |
390-6 |
390-6 |
391-2 |
S1 |
388-4 |
388-4 |
392-3 |
389-5 |
S2 |
384-0 |
384-0 |
391-6 |
|
S3 |
377-2 |
381-6 |
391-1 |
|
S4 |
370-4 |
375-0 |
389-2 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
425-3 |
418-5 |
393-1 |
|
R3 |
412-3 |
405-5 |
389-5 |
|
R2 |
399-3 |
399-3 |
388-3 |
|
R1 |
392-5 |
392-5 |
387-2 |
389-4 |
PP |
386-3 |
386-3 |
386-3 |
384-6 |
S1 |
379-5 |
379-5 |
384-6 |
376-4 |
S2 |
373-3 |
373-3 |
383-5 |
|
S3 |
360-3 |
366-5 |
382-3 |
|
S4 |
347-3 |
353-5 |
378-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
393-0 |
380-0 |
13-0 |
3.3% |
7-7 |
2.0% |
100% |
True |
False |
51,727 |
10 |
393-0 |
374-0 |
19-0 |
4.8% |
7-3 |
1.9% |
100% |
True |
False |
55,460 |
20 |
394-4 |
367-4 |
27-0 |
6.9% |
7-1 |
1.8% |
94% |
False |
False |
48,992 |
40 |
405-2 |
367-4 |
37-6 |
9.6% |
6-1 |
1.6% |
68% |
False |
False |
38,198 |
60 |
414-4 |
367-4 |
47-0 |
12.0% |
5-5 |
1.4% |
54% |
False |
False |
33,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
421-6 |
2.618 |
410-5 |
1.618 |
403-7 |
1.000 |
399-6 |
0.618 |
397-1 |
HIGH |
393-0 |
0.618 |
390-3 |
0.500 |
389-5 |
0.382 |
388-7 |
LOW |
386-2 |
0.618 |
382-1 |
1.000 |
379-4 |
1.618 |
375-3 |
2.618 |
368-5 |
4.250 |
357-4 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
391-7 |
391-1 |
PP |
390-6 |
389-2 |
S1 |
389-5 |
387-3 |
|