CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 28-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
350-0 |
354-4 |
4-4 |
1.3% |
358-4 |
High |
351-0 |
361-0 |
10-0 |
2.8% |
362-6 |
Low |
345-4 |
353-4 |
8-0 |
2.3% |
347-6 |
Close |
347-4 |
357-0 |
9-4 |
2.7% |
353-0 |
Range |
5-4 |
7-4 |
2-0 |
36.4% |
15-0 |
ATR |
7-6 |
8-1 |
0-3 |
5.3% |
0-0 |
Volume |
92,137 |
85,029 |
-7,108 |
-7.7% |
491,644 |
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
379-5 |
375-7 |
361-1 |
|
R3 |
372-1 |
368-3 |
359-0 |
|
R2 |
364-5 |
364-5 |
358-3 |
|
R1 |
360-7 |
360-7 |
357-6 |
362-6 |
PP |
357-1 |
357-1 |
357-1 |
358-1 |
S1 |
353-3 |
353-3 |
356-2 |
355-2 |
S2 |
349-5 |
349-5 |
355-5 |
|
S3 |
342-1 |
345-7 |
355-0 |
|
S4 |
334-5 |
338-3 |
352-7 |
|
|
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 |
4.8% |
7-0 |
2.0% |
67% |
False |
False |
90,656 |
10 |
364-4 |
345-4 |
19-0 |
5.3% |
7-2 |
2.0% |
61% |
False |
False |
110,670 |
20 |
364-4 |
343-4 |
21-0 |
5.9% |
7-0 |
2.0% |
64% |
False |
False |
115,244 |
40 |
388-6 |
343-4 |
45-2 |
12.7% |
6-4 |
1.8% |
30% |
False |
False |
101,477 |
60 |
391-0 |
343-4 |
47-4 |
13.3% |
6-4 |
1.8% |
28% |
False |
False |
95,683 |
80 |
435-0 |
343-4 |
91-4 |
25.6% |
6-3 |
1.8% |
15% |
False |
False |
78,328 |
100 |
435-0 |
343-4 |
91-4 |
25.6% |
6-4 |
1.8% |
15% |
False |
False |
65,603 |
120 |
435-0 |
343-4 |
91-4 |
25.6% |
7-0 |
2.0% |
15% |
False |
False |
56,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
392-7 |
2.618 |
380-5 |
1.618 |
373-1 |
1.000 |
368-4 |
0.618 |
365-5 |
HIGH |
361-0 |
0.618 |
358-1 |
0.500 |
357-2 |
0.382 |
356-3 |
LOW |
353-4 |
0.618 |
348-7 |
1.000 |
346-0 |
1.618 |
341-3 |
2.618 |
333-7 |
4.250 |
321-5 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
357-2 |
355-6 |
PP |
357-1 |
354-4 |
S1 |
357-1 |
353-2 |
|