CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 20-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
358-4 |
351-4 |
-7-0 |
-2.0% |
349-0 |
High |
358-4 |
356-4 |
-2-0 |
-0.6% |
364-4 |
Low |
347-6 |
349-4 |
1-6 |
0.5% |
345-4 |
Close |
347-6 |
355-4 |
7-6 |
2.2% |
364-0 |
Range |
10-6 |
7-0 |
-3-6 |
-34.9% |
19-0 |
ATR |
7-7 |
7-7 |
0-1 |
0.8% |
0-0 |
Volume |
109,384 |
107,934 |
-1,450 |
-1.3% |
773,882 |
|
Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
374-7 |
372-1 |
359-3 |
|
R3 |
367-7 |
365-1 |
357-3 |
|
R2 |
360-7 |
360-7 |
356-6 |
|
R1 |
358-1 |
358-1 |
356-1 |
359-4 |
PP |
353-7 |
353-7 |
353-7 |
354-4 |
S1 |
351-1 |
351-1 |
354-7 |
352-4 |
S2 |
346-7 |
346-7 |
354-2 |
|
S3 |
339-7 |
344-1 |
353-5 |
|
S4 |
332-7 |
337-1 |
351-5 |
|
|
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 |
347-6 |
16-6 |
4.7% |
7-7 |
2.2% |
46% |
False |
False |
148,076 |
10 |
364-4 |
344-0 |
20-4 |
5.8% |
8-1 |
2.3% |
56% |
False |
False |
141,413 |
20 |
370-6 |
343-4 |
27-2 |
7.7% |
6-7 |
1.9% |
44% |
False |
False |
113,460 |
40 |
391-0 |
343-4 |
47-4 |
13.4% |
6-3 |
1.8% |
25% |
False |
False |
106,263 |
60 |
391-0 |
343-4 |
47-4 |
13.4% |
6-2 |
1.8% |
25% |
False |
False |
89,387 |
80 |
435-0 |
343-4 |
91-4 |
25.7% |
6-2 |
1.8% |
13% |
False |
False |
72,179 |
100 |
435-0 |
343-4 |
91-4 |
25.7% |
6-6 |
1.9% |
13% |
False |
False |
61,051 |
120 |
435-0 |
343-4 |
91-4 |
25.7% |
7-1 |
2.0% |
13% |
False |
False |
52,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
386-2 |
2.618 |
374-7 |
1.618 |
367-7 |
1.000 |
363-4 |
0.618 |
360-7 |
HIGH |
356-4 |
0.618 |
353-7 |
0.500 |
353-0 |
0.382 |
352-1 |
LOW |
349-4 |
0.618 |
345-1 |
1.000 |
342-4 |
1.618 |
338-1 |
2.618 |
331-1 |
4.250 |
319-6 |
|
|
Fisher Pivots for day following 20-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
354-5 |
356-1 |
PP |
353-7 |
355-7 |
S1 |
353-0 |
355-6 |
|