CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
357-0 |
364-0 |
7-0 |
2.0% |
357-0 |
| High |
365-0 |
390-0 |
25-0 |
6.8% |
369-6 |
| Low |
355-0 |
361-4 |
6-4 |
1.8% |
345-4 |
| Close |
364-6 |
364-0 |
-0-6 |
-0.2% |
366-2 |
| Range |
10-0 |
28-4 |
18-4 |
185.0% |
24-2 |
| ATR |
8-4 |
9-7 |
1-3 |
16.9% |
0-0 |
| Volume |
16,371 |
14,167 |
-2,204 |
-13.5% |
425,815 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
457-3 |
439-1 |
379-5 |
|
| R3 |
428-7 |
410-5 |
371-7 |
|
| R2 |
400-3 |
400-3 |
369-2 |
|
| R1 |
382-1 |
382-1 |
366-5 |
378-2 |
| PP |
371-7 |
371-7 |
371-7 |
369-7 |
| S1 |
353-5 |
353-5 |
361-3 |
349-6 |
| S2 |
343-3 |
343-3 |
358-6 |
|
| S3 |
314-7 |
325-1 |
356-1 |
|
| S4 |
286-3 |
296-5 |
348-3 |
|
|
| 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 |
390-0 |
354-0 |
36-0 |
9.9% |
11-7 |
3.3% |
28% |
True |
False |
30,601 |
| 10 |
390-0 |
345-4 |
44-4 |
12.2% |
9-7 |
2.7% |
42% |
True |
False |
57,372 |
| 20 |
390-0 |
344-0 |
46-0 |
12.6% |
8-5 |
2.4% |
43% |
True |
False |
95,636 |
| 40 |
390-0 |
343-4 |
46-4 |
12.8% |
7-2 |
2.0% |
44% |
True |
False |
93,290 |
| 60 |
391-0 |
343-4 |
47-4 |
13.0% |
7-0 |
1.9% |
43% |
False |
False |
93,516 |
| 80 |
407-0 |
343-4 |
63-4 |
17.4% |
6-6 |
1.9% |
32% |
False |
False |
79,717 |
| 100 |
435-0 |
343-4 |
91-4 |
25.1% |
6-7 |
1.9% |
22% |
False |
False |
66,808 |
| 120 |
435-0 |
343-4 |
91-4 |
25.1% |
7-0 |
1.9% |
22% |
False |
False |
57,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
511-1 |
|
2.618 |
464-5 |
|
1.618 |
436-1 |
|
1.000 |
418-4 |
|
0.618 |
407-5 |
|
HIGH |
390-0 |
|
0.618 |
379-1 |
|
0.500 |
375-6 |
|
0.382 |
372-3 |
|
LOW |
361-4 |
|
0.618 |
343-7 |
|
1.000 |
333-0 |
|
1.618 |
315-3 |
|
2.618 |
286-7 |
|
4.250 |
240-3 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
375-6 |
372-0 |
| PP |
371-7 |
369-3 |
| S1 |
367-7 |
366-5 |
|