CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 26-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
360-4 |
357-0 |
-3-4 |
-1.0% |
358-4 |
High |
361-0 |
359-0 |
-2-0 |
-0.6% |
362-6 |
Low |
352-2 |
352-0 |
-0-2 |
-0.1% |
347-6 |
Close |
353-0 |
352-2 |
-0-6 |
-0.2% |
353-0 |
Range |
8-6 |
7-0 |
-1-6 |
-20.0% |
15-0 |
ATR |
7-7 |
7-7 |
-0-1 |
-0.8% |
0-0 |
Volume |
73,359 |
98,676 |
25,317 |
34.5% |
491,644 |
|
Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
375-3 |
370-7 |
356-1 |
|
R3 |
368-3 |
363-7 |
354-1 |
|
R2 |
361-3 |
361-3 |
353-4 |
|
R1 |
356-7 |
356-7 |
352-7 |
355-5 |
PP |
354-3 |
354-3 |
354-3 |
353-6 |
S1 |
349-7 |
349-7 |
351-5 |
348-5 |
S2 |
347-3 |
347-3 |
351-0 |
|
S3 |
340-3 |
342-7 |
350-3 |
|
S4 |
333-3 |
335-7 |
348-3 |
|
|
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 |
349-4 |
13-2 |
3.8% |
7-1 |
2.0% |
21% |
False |
False |
96,187 |
10 |
364-4 |
345-4 |
19-0 |
5.4% |
7-5 |
2.2% |
36% |
False |
False |
125,150 |
20 |
364-4 |
343-4 |
21-0 |
6.0% |
7-0 |
2.0% |
42% |
False |
False |
114,195 |
40 |
391-0 |
343-4 |
47-4 |
13.5% |
6-5 |
1.9% |
18% |
False |
False |
102,992 |
60 |
391-0 |
343-4 |
47-4 |
13.5% |
6-4 |
1.8% |
18% |
False |
False |
93,904 |
80 |
435-0 |
343-4 |
91-4 |
26.0% |
6-3 |
1.8% |
10% |
False |
False |
76,439 |
100 |
435-0 |
343-4 |
91-4 |
26.0% |
6-4 |
1.9% |
10% |
False |
False |
64,099 |
120 |
435-0 |
343-4 |
91-4 |
26.0% |
7-2 |
2.1% |
10% |
False |
False |
55,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
388-6 |
2.618 |
377-3 |
1.618 |
370-3 |
1.000 |
366-0 |
0.618 |
363-3 |
HIGH |
359-0 |
0.618 |
356-3 |
0.500 |
355-4 |
0.382 |
354-5 |
LOW |
352-0 |
0.618 |
347-5 |
1.000 |
345-0 |
1.618 |
340-5 |
2.618 |
333-5 |
4.250 |
322-2 |
|
|
Fisher Pivots for day following 26-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
355-4 |
357-3 |
PP |
354-3 |
355-5 |
S1 |
353-3 |
354-0 |
|