CME Pit-Traded Corn Future July 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 |
374-4 |
370-0 |
-4-4 |
-1.2% |
375-0 |
High |
376-2 |
377-4 |
1-2 |
0.3% |
379-4 |
Low |
369-2 |
370-0 |
0-6 |
0.2% |
362-4 |
Close |
370-4 |
377-0 |
6-4 |
1.8% |
372-0 |
Range |
7-0 |
7-4 |
0-4 |
7.1% |
17-0 |
ATR |
8-5 |
8-4 |
-0-1 |
-0.9% |
0-0 |
Volume |
109,892 |
115,542 |
5,650 |
5.1% |
708,961 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
397-3 |
394-5 |
381-1 |
|
R3 |
389-7 |
387-1 |
379-0 |
|
R2 |
382-3 |
382-3 |
378-3 |
|
R1 |
379-5 |
379-5 |
377-6 |
381-0 |
PP |
374-7 |
374-7 |
374-7 |
375-4 |
S1 |
372-1 |
372-1 |
376-2 |
373-4 |
S2 |
367-3 |
367-3 |
375-5 |
|
S3 |
359-7 |
364-5 |
375-0 |
|
S4 |
352-3 |
357-1 |
372-7 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
422-3 |
414-1 |
381-3 |
|
R3 |
405-3 |
397-1 |
376-5 |
|
R2 |
388-3 |
388-3 |
375-1 |
|
R1 |
380-1 |
380-1 |
373-4 |
375-6 |
PP |
371-3 |
371-3 |
371-3 |
369-1 |
S1 |
363-1 |
363-1 |
370-4 |
358-6 |
S2 |
354-3 |
354-3 |
368-7 |
|
S3 |
337-3 |
346-1 |
367-3 |
|
S4 |
320-3 |
329-1 |
362-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
379-4 |
362-4 |
17-0 |
4.5% |
8-6 |
2.3% |
85% |
False |
False |
138,252 |
10 |
379-4 |
359-4 |
20-0 |
5.3% |
8-3 |
2.2% |
88% |
False |
False |
151,569 |
20 |
379-4 |
352-0 |
27-4 |
7.3% |
8-0 |
2.1% |
91% |
False |
False |
140,310 |
40 |
387-4 |
352-0 |
35-4 |
9.4% |
7-0 |
1.8% |
70% |
False |
False |
92,711 |
60 |
401-4 |
352-0 |
49-4 |
13.1% |
6-4 |
1.7% |
51% |
False |
False |
71,254 |
80 |
401-4 |
352-0 |
49-4 |
13.1% |
6-2 |
1.6% |
51% |
False |
False |
60,346 |
100 |
443-0 |
352-0 |
91-0 |
24.1% |
6-2 |
1.7% |
27% |
False |
False |
51,589 |
120 |
443-0 |
352-0 |
91-0 |
24.1% |
6-5 |
1.8% |
27% |
False |
False |
45,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
409-3 |
2.618 |
397-1 |
1.618 |
389-5 |
1.000 |
385-0 |
0.618 |
382-1 |
HIGH |
377-4 |
0.618 |
374-5 |
0.500 |
373-6 |
0.382 |
372-7 |
LOW |
370-0 |
0.618 |
365-3 |
1.000 |
362-4 |
1.618 |
357-7 |
2.618 |
350-3 |
4.250 |
338-1 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
375-7 |
375-4 |
PP |
374-7 |
374-0 |
S1 |
373-6 |
372-4 |
|