CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
380-0 |
375-4 |
-4-4 |
-1.2% |
383-4 |
| High |
385-0 |
380-6 |
-4-2 |
-1.1% |
385-0 |
| Low |
375-4 |
375-2 |
-0-2 |
-0.1% |
372-4 |
| Close |
377-6 |
378-4 |
0-6 |
0.2% |
378-4 |
| Range |
9-4 |
5-4 |
-4-0 |
-42.1% |
12-4 |
| ATR |
7-4 |
7-3 |
-0-1 |
-1.9% |
0-0 |
| Volume |
25,806 |
48,603 |
22,797 |
88.3% |
131,106 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
394-5 |
392-1 |
381-4 |
|
| R3 |
389-1 |
386-5 |
380-0 |
|
| R2 |
383-5 |
383-5 |
379-4 |
|
| R1 |
381-1 |
381-1 |
379-0 |
382-3 |
| PP |
378-1 |
378-1 |
378-1 |
378-6 |
| S1 |
375-5 |
375-5 |
378-0 |
376-7 |
| S2 |
372-5 |
372-5 |
377-4 |
|
| S3 |
367-1 |
370-1 |
377-0 |
|
| S4 |
361-5 |
364-5 |
375-4 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
416-1 |
409-7 |
385-3 |
|
| R3 |
403-5 |
397-3 |
382-0 |
|
| R2 |
391-1 |
391-1 |
380-6 |
|
| R1 |
384-7 |
384-7 |
379-5 |
381-6 |
| PP |
378-5 |
378-5 |
378-5 |
377-1 |
| S1 |
372-3 |
372-3 |
377-3 |
369-2 |
| S2 |
366-1 |
366-1 |
376-2 |
|
| S3 |
353-5 |
359-7 |
375-0 |
|
| S4 |
341-1 |
347-3 |
371-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
385-0 |
372-4 |
12-4 |
3.3% |
6-5 |
1.7% |
48% |
False |
False |
26,221 |
| 10 |
385-0 |
359-6 |
25-2 |
6.7% |
6-3 |
1.7% |
74% |
False |
False |
31,207 |
| 20 |
385-0 |
359-6 |
25-2 |
6.7% |
6-2 |
1.6% |
74% |
False |
False |
28,838 |
| 40 |
395-4 |
359-6 |
35-6 |
9.4% |
4-7 |
1.3% |
52% |
False |
False |
20,305 |
| 60 |
406-4 |
359-6 |
46-6 |
12.4% |
4-1 |
1.1% |
40% |
False |
False |
16,001 |
| 80 |
412-2 |
359-6 |
52-4 |
13.9% |
4-1 |
1.1% |
36% |
False |
False |
13,261 |
| 100 |
445-0 |
359-6 |
85-2 |
22.5% |
4-0 |
1.1% |
22% |
False |
False |
11,066 |
| 120 |
445-0 |
359-6 |
85-2 |
22.5% |
4-2 |
1.1% |
22% |
False |
False |
9,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
404-1 |
|
2.618 |
395-1 |
|
1.618 |
389-5 |
|
1.000 |
386-2 |
|
0.618 |
384-1 |
|
HIGH |
380-6 |
|
0.618 |
378-5 |
|
0.500 |
378-0 |
|
0.382 |
377-3 |
|
LOW |
375-2 |
|
0.618 |
371-7 |
|
1.000 |
369-6 |
|
1.618 |
366-3 |
|
2.618 |
360-7 |
|
4.250 |
351-7 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
378-3 |
378-7 |
| PP |
378-1 |
378-6 |
| S1 |
378-0 |
378-5 |
|