CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 01-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
350-0 |
345-4 |
-4-4 |
-1.3% |
372-0 |
High |
350-4 |
347-2 |
-3-2 |
-0.9% |
374-6 |
Low |
344-0 |
343-4 |
-0-4 |
-0.1% |
354-2 |
Close |
345-0 |
344-4 |
-0-4 |
-0.1% |
356-2 |
Range |
6-4 |
3-6 |
-2-6 |
-42.3% |
20-4 |
ATR |
6-7 |
6-5 |
-0-2 |
-3.3% |
0-0 |
Volume |
134,295 |
126,262 |
-8,033 |
-6.0% |
417,212 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
356-3 |
354-1 |
346-4 |
|
R3 |
352-5 |
350-3 |
345-4 |
|
R2 |
348-7 |
348-7 |
345-2 |
|
R1 |
346-5 |
346-5 |
344-7 |
345-7 |
PP |
345-1 |
345-1 |
345-1 |
344-6 |
S1 |
342-7 |
342-7 |
344-1 |
342-1 |
S2 |
341-3 |
341-3 |
343-6 |
|
S3 |
337-5 |
339-1 |
343-4 |
|
S4 |
333-7 |
335-3 |
342-4 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
423-2 |
410-2 |
367-4 |
|
R3 |
402-6 |
389-6 |
361-7 |
|
R2 |
382-2 |
382-2 |
360-0 |
|
R1 |
369-2 |
369-2 |
358-1 |
365-4 |
PP |
361-6 |
361-6 |
361-6 |
359-7 |
S1 |
348-6 |
348-6 |
354-3 |
345-0 |
S2 |
341-2 |
341-2 |
352-4 |
|
S3 |
320-6 |
328-2 |
350-5 |
|
S4 |
300-2 |
307-6 |
345-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
359-4 |
343-4 |
16-0 |
4.6% |
4-6 |
1.4% |
6% |
False |
True |
103,759 |
10 |
375-4 |
343-4 |
32-0 |
9.3% |
5-6 |
1.7% |
3% |
False |
True |
91,701 |
20 |
387-4 |
343-4 |
44-0 |
12.8% |
6-0 |
1.7% |
2% |
False |
True |
90,709 |
40 |
391-0 |
343-4 |
47-4 |
13.8% |
6-1 |
1.8% |
2% |
False |
True |
89,920 |
60 |
434-0 |
343-4 |
90-4 |
26.3% |
6-1 |
1.8% |
1% |
False |
True |
69,848 |
80 |
435-0 |
343-4 |
91-4 |
26.6% |
6-3 |
1.8% |
1% |
False |
True |
56,121 |
100 |
435-0 |
343-4 |
91-4 |
26.6% |
6-7 |
2.0% |
1% |
False |
True |
47,479 |
120 |
435-0 |
343-4 |
91-4 |
26.6% |
7-3 |
2.1% |
1% |
False |
True |
40,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
363-2 |
2.618 |
357-1 |
1.618 |
353-3 |
1.000 |
351-0 |
0.618 |
349-5 |
HIGH |
347-2 |
0.618 |
345-7 |
0.500 |
345-3 |
0.382 |
344-7 |
LOW |
343-4 |
0.618 |
341-1 |
1.000 |
339-6 |
1.618 |
337-3 |
2.618 |
333-5 |
4.250 |
327-4 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
345-3 |
351-0 |
PP |
345-1 |
348-7 |
S1 |
344-6 |
346-5 |
|