CME Pit-Traded Corn Future May 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 |
357-4 |
357-0 |
-0-4 |
-0.1% |
357-0 |
| High |
360-4 |
365-0 |
4-4 |
1.2% |
369-6 |
| Low |
354-0 |
355-0 |
1-0 |
0.3% |
345-4 |
| Close |
360-0 |
364-6 |
4-6 |
1.3% |
366-2 |
| Range |
6-4 |
10-0 |
3-4 |
53.8% |
24-2 |
| ATR |
8-3 |
8-4 |
0-1 |
1.4% |
0-0 |
| Volume |
17,483 |
16,371 |
-1,112 |
-6.4% |
425,815 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
391-5 |
388-1 |
370-2 |
|
| R3 |
381-5 |
378-1 |
367-4 |
|
| R2 |
371-5 |
371-5 |
366-5 |
|
| R1 |
368-1 |
368-1 |
365-5 |
369-7 |
| PP |
361-5 |
361-5 |
361-5 |
362-4 |
| S1 |
358-1 |
358-1 |
363-7 |
359-7 |
| S2 |
351-5 |
351-5 |
362-7 |
|
| S3 |
341-5 |
348-1 |
362-0 |
|
| S4 |
331-5 |
338-1 |
359-2 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
433-2 |
424-0 |
379-5 |
|
| R3 |
409-0 |
399-6 |
372-7 |
|
| R2 |
384-6 |
384-6 |
370-6 |
|
| R1 |
375-4 |
375-4 |
368-4 |
380-1 |
| PP |
360-4 |
360-4 |
360-4 |
362-6 |
| S1 |
351-2 |
351-2 |
364-0 |
355-7 |
| S2 |
336-2 |
336-2 |
361-6 |
|
| S3 |
312-0 |
327-0 |
359-5 |
|
| S4 |
287-6 |
302-6 |
352-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
369-6 |
354-0 |
15-6 |
4.3% |
8-2 |
2.2% |
68% |
False |
False |
42,071 |
| 10 |
369-6 |
345-4 |
24-2 |
6.6% |
7-5 |
2.1% |
79% |
False |
False |
66,363 |
| 20 |
369-6 |
344-0 |
25-6 |
7.1% |
7-4 |
2.1% |
81% |
False |
False |
104,236 |
| 40 |
376-4 |
343-4 |
33-0 |
9.0% |
6-6 |
1.8% |
64% |
False |
False |
95,329 |
| 60 |
391-0 |
343-4 |
47-4 |
13.0% |
6-5 |
1.8% |
45% |
False |
False |
94,459 |
| 80 |
433-4 |
343-4 |
90-0 |
24.7% |
6-4 |
1.8% |
24% |
False |
False |
79,838 |
| 100 |
435-0 |
343-4 |
91-4 |
25.1% |
6-5 |
1.8% |
23% |
False |
False |
66,843 |
| 120 |
435-0 |
343-4 |
91-4 |
25.1% |
6-7 |
1.9% |
23% |
False |
False |
58,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
407-4 |
|
2.618 |
391-1 |
|
1.618 |
381-1 |
|
1.000 |
375-0 |
|
0.618 |
371-1 |
|
HIGH |
365-0 |
|
0.618 |
361-1 |
|
0.500 |
360-0 |
|
0.382 |
358-7 |
|
LOW |
355-0 |
|
0.618 |
348-7 |
|
1.000 |
345-0 |
|
1.618 |
338-7 |
|
2.618 |
328-7 |
|
4.250 |
312-4 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
363-1 |
363-4 |
| PP |
361-5 |
362-1 |
| S1 |
360-0 |
360-7 |
|