CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
364-0 |
369-0 |
5-0 |
1.4% |
367-0 |
| High |
367-0 |
369-0 |
2-0 |
0.5% |
390-0 |
| Low |
361-0 |
361-4 |
0-4 |
0.1% |
354-0 |
| Close |
364-6 |
363-0 |
-1-6 |
-0.5% |
364-6 |
| Range |
6-0 |
7-4 |
1-4 |
25.0% |
36-0 |
| ATR |
9-5 |
9-4 |
-0-1 |
-1.6% |
0-0 |
| Volume |
10,329 |
5,188 |
-5,141 |
-49.8% |
84,879 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
387-0 |
382-4 |
367-1 |
|
| R3 |
379-4 |
375-0 |
365-0 |
|
| R2 |
372-0 |
372-0 |
364-3 |
|
| R1 |
367-4 |
367-4 |
363-6 |
366-0 |
| PP |
364-4 |
364-4 |
364-4 |
363-6 |
| S1 |
360-0 |
360-0 |
362-2 |
358-4 |
| S2 |
357-0 |
357-0 |
361-5 |
|
| S3 |
349-4 |
352-4 |
361-0 |
|
| S4 |
342-0 |
345-0 |
358-7 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
477-5 |
457-1 |
384-4 |
|
| R3 |
441-5 |
421-1 |
374-5 |
|
| R2 |
405-5 |
405-5 |
371-3 |
|
| R1 |
385-1 |
385-1 |
368-0 |
377-3 |
| PP |
369-5 |
369-5 |
369-5 |
365-6 |
| S1 |
349-1 |
349-1 |
361-4 |
341-3 |
| S2 |
333-5 |
333-5 |
358-1 |
|
| S3 |
297-5 |
313-1 |
354-7 |
|
| S4 |
261-5 |
277-1 |
345-0 |
|
|
| 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% |
11-6 |
3.2% |
25% |
False |
False |
12,707 |
| 10 |
390-0 |
345-4 |
44-4 |
12.3% |
9-5 |
2.6% |
39% |
False |
False |
41,720 |
| 20 |
390-0 |
345-4 |
44-4 |
12.3% |
8-5 |
2.4% |
39% |
False |
False |
83,435 |
| 40 |
390-0 |
343-4 |
46-4 |
12.8% |
7-3 |
2.0% |
42% |
False |
False |
87,733 |
| 60 |
391-0 |
343-4 |
47-4 |
13.1% |
7-0 |
1.9% |
41% |
False |
False |
90,535 |
| 80 |
393-0 |
343-4 |
49-4 |
13.6% |
6-6 |
1.9% |
39% |
False |
False |
79,253 |
| 100 |
435-0 |
343-4 |
91-4 |
25.2% |
6-6 |
1.9% |
21% |
False |
False |
66,496 |
| 120 |
435-0 |
343-4 |
91-4 |
25.2% |
7-0 |
1.9% |
21% |
False |
False |
57,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
400-7 |
|
2.618 |
388-5 |
|
1.618 |
381-1 |
|
1.000 |
376-4 |
|
0.618 |
373-5 |
|
HIGH |
369-0 |
|
0.618 |
366-1 |
|
0.500 |
365-2 |
|
0.382 |
364-3 |
|
LOW |
361-4 |
|
0.618 |
356-7 |
|
1.000 |
354-0 |
|
1.618 |
349-3 |
|
2.618 |
341-7 |
|
4.250 |
329-5 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
365-2 |
375-4 |
| PP |
364-4 |
371-3 |
| S1 |
363-6 |
367-1 |
|