CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
345-0 |
346-2 |
1-2 |
0.4% |
358-0 |
| High |
347-0 |
349-4 |
2-4 |
0.7% |
359-4 |
| Low |
344-0 |
345-6 |
1-6 |
0.5% |
343-4 |
| Close |
345-6 |
346-4 |
0-6 |
0.2% |
344-4 |
| Range |
3-0 |
3-6 |
0-6 |
25.0% |
16-0 |
| ATR |
6-3 |
6-2 |
-0-2 |
-3.0% |
0-0 |
| Volume |
589 |
79,432 |
78,843 |
13,385.9% |
416,755 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
358-4 |
356-2 |
348-4 |
|
| R3 |
354-6 |
352-4 |
347-4 |
|
| R2 |
351-0 |
351-0 |
347-2 |
|
| R1 |
348-6 |
348-6 |
346-7 |
349-7 |
| PP |
347-2 |
347-2 |
347-2 |
347-6 |
| S1 |
345-0 |
345-0 |
346-1 |
346-1 |
| S2 |
343-4 |
343-4 |
345-6 |
|
| S3 |
339-6 |
341-2 |
345-4 |
|
| S4 |
336-0 |
337-4 |
344-4 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
397-1 |
386-7 |
353-2 |
|
| R3 |
381-1 |
370-7 |
348-7 |
|
| R2 |
365-1 |
365-1 |
347-3 |
|
| R1 |
354-7 |
354-7 |
346-0 |
352-0 |
| PP |
349-1 |
349-1 |
349-1 |
347-6 |
| S1 |
338-7 |
338-7 |
343-0 |
336-0 |
| S2 |
333-1 |
333-1 |
341-5 |
|
| S3 |
317-1 |
322-7 |
340-1 |
|
| S4 |
301-1 |
306-7 |
335-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
358-4 |
343-4 |
15-0 |
4.3% |
4-6 |
1.4% |
20% |
False |
False |
85,928 |
| 10 |
370-6 |
343-4 |
27-2 |
7.9% |
5-5 |
1.6% |
11% |
False |
False |
85,507 |
| 20 |
376-4 |
343-4 |
33-0 |
9.5% |
5-3 |
1.6% |
9% |
False |
False |
85,683 |
| 40 |
391-0 |
343-4 |
47-4 |
13.7% |
5-7 |
1.7% |
6% |
False |
False |
89,485 |
| 60 |
433-6 |
343-4 |
90-2 |
26.0% |
6-1 |
1.8% |
3% |
False |
False |
70,715 |
| 80 |
435-0 |
343-4 |
91-4 |
26.4% |
6-3 |
1.8% |
3% |
False |
False |
56,555 |
| 100 |
435-0 |
343-4 |
91-4 |
26.4% |
6-6 |
2.0% |
3% |
False |
False |
48,041 |
| 120 |
435-0 |
343-4 |
91-4 |
26.4% |
7-2 |
2.1% |
3% |
False |
False |
41,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
365-4 |
|
2.618 |
359-3 |
|
1.618 |
355-5 |
|
1.000 |
353-2 |
|
0.618 |
351-7 |
|
HIGH |
349-4 |
|
0.618 |
348-1 |
|
0.500 |
347-5 |
|
0.382 |
347-1 |
|
LOW |
345-6 |
|
0.618 |
343-3 |
|
1.000 |
342-0 |
|
1.618 |
339-5 |
|
2.618 |
335-7 |
|
4.250 |
329-6 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
347-5 |
346-4 |
| PP |
347-2 |
346-4 |
| S1 |
346-7 |
346-4 |
|