CME Pit-Traded Corn Future September 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 |
375-6 |
372-6 |
-3-0 |
-0.8% |
371-4 |
| High |
377-6 |
380-6 |
3-0 |
0.8% |
384-4 |
| Low |
372-4 |
372-6 |
0-2 |
0.1% |
359-6 |
| Close |
377-6 |
380-6 |
3-0 |
0.8% |
383-4 |
| Range |
5-2 |
8-0 |
2-6 |
52.4% |
24-6 |
| ATR |
7-2 |
7-3 |
0-0 |
0.7% |
0-0 |
| Volume |
14,185 |
20,309 |
6,124 |
43.2% |
180,966 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
402-1 |
399-3 |
385-1 |
|
| R3 |
394-1 |
391-3 |
383-0 |
|
| R2 |
386-1 |
386-1 |
382-2 |
|
| R1 |
383-3 |
383-3 |
381-4 |
384-6 |
| PP |
378-1 |
378-1 |
378-1 |
378-6 |
| S1 |
375-3 |
375-3 |
380-0 |
376-6 |
| S2 |
370-1 |
370-1 |
379-2 |
|
| S3 |
362-1 |
367-3 |
378-4 |
|
| S4 |
354-1 |
359-3 |
376-3 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
450-1 |
441-5 |
397-1 |
|
| R3 |
425-3 |
416-7 |
390-2 |
|
| R2 |
400-5 |
400-5 |
388-0 |
|
| R1 |
392-1 |
392-1 |
385-6 |
396-3 |
| PP |
375-7 |
375-7 |
375-7 |
378-0 |
| S1 |
367-3 |
367-3 |
381-2 |
371-5 |
| S2 |
351-1 |
351-1 |
379-0 |
|
| S3 |
326-3 |
342-5 |
376-6 |
|
| S4 |
301-5 |
317-7 |
369-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
384-4 |
372-4 |
12-0 |
3.2% |
7-0 |
1.9% |
69% |
False |
False |
29,355 |
| 10 |
384-4 |
359-6 |
24-6 |
6.5% |
6-2 |
1.7% |
85% |
False |
False |
30,753 |
| 20 |
384-4 |
359-6 |
24-6 |
6.5% |
6-0 |
1.6% |
85% |
False |
False |
27,643 |
| 40 |
395-4 |
359-6 |
35-6 |
9.4% |
4-5 |
1.2% |
59% |
False |
False |
19,201 |
| 60 |
406-4 |
359-6 |
46-6 |
12.3% |
4-0 |
1.1% |
45% |
False |
False |
15,045 |
| 80 |
444-6 |
359-6 |
85-0 |
22.3% |
4-0 |
1.0% |
25% |
False |
False |
12,423 |
| 100 |
445-0 |
359-6 |
85-2 |
22.4% |
4-1 |
1.1% |
25% |
False |
False |
10,393 |
| 120 |
445-0 |
359-6 |
85-2 |
22.4% |
4-2 |
1.1% |
25% |
False |
False |
9,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
414-6 |
|
2.618 |
401-6 |
|
1.618 |
393-6 |
|
1.000 |
388-6 |
|
0.618 |
385-6 |
|
HIGH |
380-6 |
|
0.618 |
377-6 |
|
0.500 |
376-6 |
|
0.382 |
375-6 |
|
LOW |
372-6 |
|
0.618 |
367-6 |
|
1.000 |
364-6 |
|
1.618 |
359-6 |
|
2.618 |
351-6 |
|
4.250 |
338-6 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
379-3 |
379-7 |
| PP |
378-1 |
379-0 |
| S1 |
376-6 |
378-1 |
|