CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 08-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
345-0 |
352-4 |
7-4 |
2.2% |
358-0 |
High |
358-4 |
353-2 |
-5-2 |
-1.5% |
359-4 |
Low |
344-0 |
346-2 |
2-2 |
0.7% |
343-4 |
Close |
356-4 |
348-2 |
-8-2 |
-2.3% |
344-4 |
Range |
14-4 |
7-0 |
-7-4 |
-51.7% |
16-0 |
ATR |
6-7 |
7-1 |
0-2 |
3.6% |
0-0 |
Volume |
89,924 |
186,180 |
96,256 |
107.0% |
416,755 |
|
Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
370-2 |
366-2 |
352-1 |
|
R3 |
363-2 |
359-2 |
350-1 |
|
R2 |
356-2 |
356-2 |
349-4 |
|
R1 |
352-2 |
352-2 |
348-7 |
350-6 |
PP |
349-2 |
349-2 |
349-2 |
348-4 |
S1 |
345-2 |
345-2 |
347-5 |
343-6 |
S2 |
342-2 |
342-2 |
347-0 |
|
S3 |
335-2 |
338-2 |
346-3 |
|
S4 |
328-2 |
331-2 |
344-3 |
|
|
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% |
6-3 |
1.8% |
32% |
False |
False |
96,477 |
10 |
364-6 |
343-4 |
21-2 |
6.1% |
6-2 |
1.8% |
22% |
False |
False |
95,273 |
20 |
376-4 |
343-4 |
33-0 |
9.5% |
5-7 |
1.7% |
14% |
False |
False |
90,945 |
40 |
391-0 |
343-4 |
47-4 |
13.6% |
6-1 |
1.8% |
10% |
False |
False |
92,456 |
60 |
407-0 |
343-4 |
63-4 |
18.2% |
6-2 |
1.8% |
7% |
False |
False |
74,411 |
80 |
435-0 |
343-4 |
91-4 |
26.3% |
6-3 |
1.8% |
5% |
False |
False |
59,601 |
100 |
435-0 |
343-4 |
91-4 |
26.3% |
6-6 |
1.9% |
5% |
False |
False |
50,427 |
120 |
435-0 |
343-4 |
91-4 |
26.3% |
7-3 |
2.1% |
5% |
False |
False |
43,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
383-0 |
2.618 |
371-5 |
1.618 |
364-5 |
1.000 |
360-2 |
0.618 |
357-5 |
HIGH |
353-2 |
0.618 |
350-5 |
0.500 |
349-6 |
0.382 |
348-7 |
LOW |
346-2 |
0.618 |
341-7 |
1.000 |
339-2 |
1.618 |
334-7 |
2.618 |
327-7 |
4.250 |
316-4 |
|
|
Fisher Pivots for day following 08-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
349-6 |
351-2 |
PP |
349-2 |
350-2 |
S1 |
348-6 |
349-2 |
|