CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
358-0 |
360-4 |
2-4 |
0.7% |
358-4 |
High |
362-6 |
361-0 |
-1-6 |
-0.5% |
362-6 |
Low |
356-2 |
352-2 |
-4-0 |
-1.1% |
347-6 |
Close |
362-2 |
353-0 |
-9-2 |
-2.6% |
353-0 |
Range |
6-4 |
8-6 |
2-2 |
34.6% |
15-0 |
ATR |
7-6 |
7-7 |
0-1 |
2.1% |
0-0 |
Volume |
104,079 |
73,359 |
-30,720 |
-29.5% |
491,644 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
381-5 |
376-1 |
357-6 |
|
R3 |
372-7 |
367-3 |
355-3 |
|
R2 |
364-1 |
364-1 |
354-5 |
|
R1 |
358-5 |
358-5 |
353-6 |
357-0 |
PP |
355-3 |
355-3 |
355-3 |
354-5 |
S1 |
349-7 |
349-7 |
352-2 |
348-2 |
S2 |
346-5 |
346-5 |
351-3 |
|
S3 |
337-7 |
341-1 |
350-5 |
|
S4 |
329-1 |
332-3 |
348-2 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
399-4 |
391-2 |
361-2 |
|
R3 |
384-4 |
376-2 |
357-1 |
|
R2 |
369-4 |
369-4 |
355-6 |
|
R1 |
361-2 |
361-2 |
354-3 |
357-7 |
PP |
354-4 |
354-4 |
354-4 |
352-6 |
S1 |
346-2 |
346-2 |
351-5 |
342-7 |
S2 |
339-4 |
339-4 |
350-2 |
|
S3 |
324-4 |
331-2 |
348-7 |
|
S4 |
309-4 |
316-2 |
344-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
362-6 |
347-6 |
15-0 |
4.2% |
7-7 |
2.2% |
35% |
False |
False |
98,328 |
10 |
364-4 |
345-4 |
19-0 |
5.4% |
7-3 |
2.1% |
39% |
False |
False |
126,552 |
20 |
364-4 |
343-4 |
21-0 |
5.9% |
6-6 |
1.9% |
45% |
False |
False |
114,363 |
40 |
391-0 |
343-4 |
47-4 |
13.5% |
6-4 |
1.8% |
20% |
False |
False |
103,453 |
60 |
391-0 |
343-4 |
47-4 |
13.5% |
6-3 |
1.8% |
20% |
False |
False |
92,672 |
80 |
435-0 |
343-4 |
91-4 |
25.9% |
6-3 |
1.8% |
10% |
False |
False |
75,388 |
100 |
435-0 |
343-4 |
91-4 |
25.9% |
6-5 |
1.9% |
10% |
False |
False |
63,278 |
120 |
435-0 |
343-4 |
91-4 |
25.9% |
7-2 |
2.1% |
10% |
False |
False |
54,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
398-2 |
2.618 |
383-7 |
1.618 |
375-1 |
1.000 |
369-6 |
0.618 |
366-3 |
HIGH |
361-0 |
0.618 |
357-5 |
0.500 |
356-5 |
0.382 |
355-5 |
LOW |
352-2 |
0.618 |
346-7 |
1.000 |
343-4 |
1.618 |
338-1 |
2.618 |
329-3 |
4.250 |
315-0 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
356-5 |
357-4 |
PP |
355-3 |
356-0 |
S1 |
354-2 |
354-4 |
|