CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 12-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
351-4 |
349-0 |
-2-4 |
-0.7% |
345-0 |
High |
352-0 |
350-4 |
-1-4 |
-0.4% |
358-4 |
Low |
344-0 |
345-6 |
1-6 |
0.5% |
344-0 |
Close |
345-6 |
348-2 |
2-4 |
0.7% |
345-6 |
Range |
8-0 |
4-6 |
-3-2 |
-40.6% |
14-4 |
ATR |
7-1 |
7-0 |
-0-1 |
-2.4% |
0-0 |
Volume |
146,831 |
112,702 |
-34,129 |
-23.2% |
502,956 |
|
Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
362-3 |
360-1 |
350-7 |
|
R3 |
357-5 |
355-3 |
349-4 |
|
R2 |
352-7 |
352-7 |
349-1 |
|
R1 |
350-5 |
350-5 |
348-5 |
349-3 |
PP |
348-1 |
348-1 |
348-1 |
347-4 |
S1 |
345-7 |
345-7 |
347-7 |
344-5 |
S2 |
343-3 |
343-3 |
347-3 |
|
S3 |
338-5 |
341-1 |
347-0 |
|
S4 |
333-7 |
336-3 |
345-5 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
392-7 |
383-7 |
353-6 |
|
R3 |
378-3 |
369-3 |
349-6 |
|
R2 |
363-7 |
363-7 |
348-3 |
|
R1 |
354-7 |
354-7 |
347-1 |
359-3 |
PP |
349-3 |
349-3 |
349-3 |
351-6 |
S1 |
340-3 |
340-3 |
344-3 |
344-7 |
S2 |
334-7 |
334-7 |
343-1 |
|
S3 |
320-3 |
325-7 |
341-6 |
|
S4 |
305-7 |
311-3 |
337-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
358-4 |
344-0 |
14-4 |
4.2% |
7-5 |
2.2% |
29% |
False |
False |
123,013 |
10 |
359-4 |
343-4 |
16-0 |
4.6% |
6-2 |
1.8% |
30% |
False |
False |
103,241 |
20 |
376-4 |
343-4 |
33-0 |
9.5% |
6-1 |
1.7% |
14% |
False |
False |
92,030 |
40 |
391-0 |
343-4 |
47-4 |
13.6% |
6-1 |
1.8% |
10% |
False |
False |
94,085 |
60 |
393-0 |
343-4 |
49-4 |
14.2% |
6-1 |
1.7% |
10% |
False |
False |
77,858 |
80 |
435-0 |
343-4 |
91-4 |
26.3% |
6-2 |
1.8% |
5% |
False |
False |
62,261 |
100 |
435-0 |
343-4 |
91-4 |
26.3% |
6-5 |
1.9% |
5% |
False |
False |
52,730 |
120 |
435-0 |
343-4 |
91-4 |
26.3% |
7-3 |
2.1% |
5% |
False |
False |
45,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
370-6 |
2.618 |
362-7 |
1.618 |
358-1 |
1.000 |
355-2 |
0.618 |
353-3 |
HIGH |
350-4 |
0.618 |
348-5 |
0.500 |
348-1 |
0.382 |
347-5 |
LOW |
345-6 |
0.618 |
342-7 |
1.000 |
341-0 |
1.618 |
338-1 |
2.618 |
333-3 |
4.250 |
325-4 |
|
|
Fisher Pivots for day following 12-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
348-2 |
348-5 |
PP |
348-1 |
348-4 |
S1 |
348-1 |
348-3 |
|