CME Pit-Traded Corn Future July 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 |
363-4 |
371-0 |
7-4 |
2.1% |
364-0 |
| High |
373-2 |
379-4 |
6-2 |
1.7% |
377-4 |
| Low |
362-4 |
368-2 |
5-6 |
1.6% |
352-0 |
| Close |
373-0 |
371-2 |
-1-6 |
-0.5% |
375-2 |
| Range |
10-6 |
11-2 |
0-4 |
4.7% |
25-4 |
| ATR |
8-5 |
8-6 |
0-2 |
2.2% |
0-0 |
| Volume |
131,920 |
129,567 |
-2,353 |
-1.8% |
869,707 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
406-6 |
400-2 |
377-4 |
|
| R3 |
395-4 |
389-0 |
374-3 |
|
| R2 |
384-2 |
384-2 |
373-2 |
|
| R1 |
377-6 |
377-6 |
372-2 |
381-0 |
| PP |
373-0 |
373-0 |
373-0 |
374-5 |
| S1 |
366-4 |
366-4 |
370-2 |
369-6 |
| S2 |
361-6 |
361-6 |
369-2 |
|
| S3 |
350-4 |
355-2 |
368-1 |
|
| S4 |
339-2 |
344-0 |
365-0 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
444-6 |
435-4 |
389-2 |
|
| R3 |
419-2 |
410-0 |
382-2 |
|
| R2 |
393-6 |
393-6 |
379-7 |
|
| R1 |
384-4 |
384-4 |
377-5 |
389-1 |
| PP |
368-2 |
368-2 |
368-2 |
370-4 |
| S1 |
359-0 |
359-0 |
372-7 |
363-5 |
| S2 |
342-6 |
342-6 |
370-5 |
|
| S3 |
317-2 |
333-4 |
368-2 |
|
| S4 |
291-6 |
308-0 |
361-2 |
|
|
| 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 |
4.6% |
9-0 |
2.4% |
51% |
True |
False |
144,951 |
| 10 |
379-4 |
352-0 |
27-4 |
7.4% |
8-4 |
2.3% |
70% |
True |
False |
150,365 |
| 20 |
379-4 |
352-0 |
27-4 |
7.4% |
7-7 |
2.1% |
70% |
True |
False |
131,396 |
| 40 |
387-4 |
352-0 |
35-4 |
9.6% |
6-6 |
1.8% |
54% |
False |
False |
84,633 |
| 60 |
401-4 |
352-0 |
49-4 |
13.3% |
6-3 |
1.7% |
39% |
False |
False |
65,905 |
| 80 |
414-0 |
352-0 |
62-0 |
16.7% |
6-2 |
1.7% |
31% |
False |
False |
56,467 |
| 100 |
443-0 |
352-0 |
91-0 |
24.5% |
6-2 |
1.7% |
21% |
False |
False |
47,718 |
| 120 |
443-0 |
352-0 |
91-0 |
24.5% |
6-5 |
1.8% |
21% |
False |
False |
41,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
427-2 |
|
2.618 |
409-0 |
|
1.618 |
397-6 |
|
1.000 |
390-6 |
|
0.618 |
386-4 |
|
HIGH |
379-4 |
|
0.618 |
375-2 |
|
0.500 |
373-7 |
|
0.382 |
372-4 |
|
LOW |
368-2 |
|
0.618 |
361-2 |
|
1.000 |
357-0 |
|
1.618 |
350-0 |
|
2.618 |
338-6 |
|
4.250 |
320-4 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
373-7 |
371-1 |
| PP |
373-0 |
371-1 |
| S1 |
372-1 |
371-0 |
|