CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 16-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
356-4 |
361-0 |
4-4 |
1.3% |
349-0 |
High |
363-6 |
364-4 |
0-6 |
0.2% |
364-4 |
Low |
356-2 |
359-0 |
2-6 |
0.8% |
345-4 |
Close |
363-2 |
364-0 |
0-6 |
0.2% |
364-0 |
Range |
7-4 |
5-4 |
-2-0 |
-26.7% |
19-0 |
ATR |
7-2 |
7-1 |
-0-1 |
-1.8% |
0-0 |
Volume |
223,855 |
115,368 |
-108,487 |
-48.5% |
773,882 |
|
Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
379-0 |
377-0 |
367-0 |
|
R3 |
373-4 |
371-4 |
365-4 |
|
R2 |
368-0 |
368-0 |
365-0 |
|
R1 |
366-0 |
366-0 |
364-4 |
367-0 |
PP |
362-4 |
362-4 |
362-4 |
363-0 |
S1 |
360-4 |
360-4 |
363-4 |
361-4 |
S2 |
357-0 |
357-0 |
363-0 |
|
S3 |
351-4 |
355-0 |
362-4 |
|
S4 |
346-0 |
349-4 |
361-0 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
415-0 |
408-4 |
374-4 |
|
R3 |
396-0 |
389-4 |
369-2 |
|
R2 |
377-0 |
377-0 |
367-4 |
|
R1 |
370-4 |
370-4 |
365-6 |
373-6 |
PP |
358-0 |
358-0 |
358-0 |
359-5 |
S1 |
351-4 |
351-4 |
362-2 |
354-6 |
S2 |
339-0 |
339-0 |
360-4 |
|
S3 |
320-0 |
332-4 |
358-6 |
|
S4 |
301-0 |
313-4 |
353-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
364-4 |
345-4 |
19-0 |
5.2% |
6-7 |
1.9% |
97% |
True |
False |
154,776 |
10 |
364-4 |
344-0 |
20-4 |
5.6% |
7-1 |
1.9% |
98% |
True |
False |
127,683 |
20 |
375-4 |
343-4 |
32-0 |
8.8% |
6-3 |
1.8% |
64% |
False |
False |
109,692 |
40 |
391-0 |
343-4 |
47-4 |
13.0% |
6-3 |
1.7% |
43% |
False |
False |
104,132 |
60 |
391-0 |
343-4 |
47-4 |
13.0% |
6-1 |
1.7% |
43% |
False |
False |
86,660 |
80 |
435-0 |
343-4 |
91-4 |
25.1% |
6-2 |
1.7% |
22% |
False |
False |
69,840 |
100 |
435-0 |
343-4 |
91-4 |
25.1% |
6-5 |
1.8% |
22% |
False |
False |
59,011 |
120 |
435-0 |
343-4 |
91-4 |
25.1% |
7-2 |
2.0% |
22% |
False |
False |
50,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
387-7 |
2.618 |
378-7 |
1.618 |
373-3 |
1.000 |
370-0 |
0.618 |
367-7 |
HIGH |
364-4 |
0.618 |
362-3 |
0.500 |
361-6 |
0.382 |
361-1 |
LOW |
359-0 |
0.618 |
355-5 |
1.000 |
353-4 |
1.618 |
350-1 |
2.618 |
344-5 |
4.250 |
335-5 |
|
|
Fisher Pivots for day following 16-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
363-2 |
362-4 |
PP |
362-4 |
360-7 |
S1 |
361-6 |
359-3 |
|