CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 27-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
357-0 |
350-0 |
-7-0 |
-2.0% |
358-4 |
High |
359-0 |
351-0 |
-8-0 |
-2.2% |
362-6 |
Low |
352-0 |
345-4 |
-6-4 |
-1.8% |
347-6 |
Close |
352-2 |
347-4 |
-4-6 |
-1.3% |
353-0 |
Range |
7-0 |
5-4 |
-1-4 |
-21.4% |
15-0 |
ATR |
7-7 |
7-6 |
-0-1 |
-1.0% |
0-0 |
Volume |
98,676 |
92,137 |
-6,539 |
-6.6% |
491,644 |
|
Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
364-4 |
361-4 |
350-4 |
|
R3 |
359-0 |
356-0 |
349-0 |
|
R2 |
353-4 |
353-4 |
348-4 |
|
R1 |
350-4 |
350-4 |
348-0 |
349-2 |
PP |
348-0 |
348-0 |
348-0 |
347-3 |
S1 |
345-0 |
345-0 |
347-0 |
343-6 |
S2 |
342-4 |
342-4 |
346-4 |
|
S3 |
337-0 |
339-4 |
346-0 |
|
S4 |
331-4 |
334-0 |
344-4 |
|
|
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 |
345-4 |
17-2 |
5.0% |
6-7 |
2.0% |
12% |
False |
True |
93,027 |
10 |
364-4 |
345-4 |
19-0 |
5.5% |
7-3 |
2.1% |
11% |
False |
True |
120,552 |
20 |
364-4 |
343-4 |
21-0 |
6.0% |
7-0 |
2.0% |
19% |
False |
False |
115,445 |
40 |
388-6 |
343-4 |
45-2 |
13.0% |
6-4 |
1.9% |
9% |
False |
False |
102,194 |
60 |
391-0 |
343-4 |
47-4 |
13.7% |
6-3 |
1.8% |
8% |
False |
False |
94,867 |
80 |
435-0 |
343-4 |
91-4 |
26.3% |
6-3 |
1.8% |
4% |
False |
False |
77,441 |
100 |
435-0 |
343-4 |
91-4 |
26.3% |
6-4 |
1.9% |
4% |
False |
False |
64,859 |
120 |
435-0 |
343-4 |
91-4 |
26.3% |
7-1 |
2.1% |
4% |
False |
False |
56,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
374-3 |
2.618 |
365-3 |
1.618 |
359-7 |
1.000 |
356-4 |
0.618 |
354-3 |
HIGH |
351-0 |
0.618 |
348-7 |
0.500 |
348-2 |
0.382 |
347-5 |
LOW |
345-4 |
0.618 |
342-1 |
1.000 |
340-0 |
1.618 |
336-5 |
2.618 |
331-1 |
4.250 |
322-1 |
|
|
Fisher Pivots for day following 27-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
348-2 |
353-2 |
PP |
348-0 |
351-3 |
S1 |
347-6 |
349-3 |
|