CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 29-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
354-4 |
362-0 |
7-4 |
2.1% |
358-4 |
High |
361-0 |
369-6 |
8-6 |
2.4% |
362-6 |
Low |
353-4 |
359-4 |
6-0 |
1.7% |
347-6 |
Close |
357-0 |
360-4 |
3-4 |
1.0% |
353-0 |
Range |
7-4 |
10-2 |
2-6 |
36.7% |
15-0 |
ATR |
8-1 |
8-4 |
0-3 |
4.0% |
0-0 |
Volume |
85,029 |
71,517 |
-13,512 |
-15.9% |
491,644 |
|
Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
394-0 |
387-4 |
366-1 |
|
R3 |
383-6 |
377-2 |
363-3 |
|
R2 |
373-4 |
373-4 |
362-3 |
|
R1 |
367-0 |
367-0 |
361-4 |
365-1 |
PP |
363-2 |
363-2 |
363-2 |
362-2 |
S1 |
356-6 |
356-6 |
359-4 |
354-7 |
S2 |
353-0 |
353-0 |
358-5 |
|
S3 |
342-6 |
346-4 |
357-5 |
|
S4 |
332-4 |
336-2 |
354-7 |
|
|
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 |
369-6 |
345-4 |
24-2 |
6.7% |
7-6 |
2.2% |
62% |
True |
False |
84,143 |
10 |
369-6 |
345-4 |
24-2 |
6.7% |
7-4 |
2.1% |
62% |
True |
False |
95,437 |
20 |
369-6 |
343-4 |
26-2 |
7.3% |
7-2 |
2.0% |
65% |
True |
False |
112,105 |
40 |
387-4 |
343-4 |
44-0 |
12.2% |
6-5 |
1.8% |
39% |
False |
False |
100,603 |
60 |
391-0 |
343-4 |
47-4 |
13.2% |
6-5 |
1.8% |
36% |
False |
False |
96,288 |
80 |
434-0 |
343-4 |
90-4 |
25.1% |
6-3 |
1.8% |
19% |
False |
False |
79,076 |
100 |
435-0 |
343-4 |
91-4 |
25.4% |
6-5 |
1.8% |
19% |
False |
False |
66,207 |
120 |
435-0 |
343-4 |
91-4 |
25.4% |
7-0 |
1.9% |
19% |
False |
False |
57,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
413-2 |
2.618 |
396-5 |
1.618 |
386-3 |
1.000 |
380-0 |
0.618 |
376-1 |
HIGH |
369-6 |
0.618 |
365-7 |
0.500 |
364-5 |
0.382 |
363-3 |
LOW |
359-4 |
0.618 |
353-1 |
1.000 |
349-2 |
1.618 |
342-7 |
2.618 |
332-5 |
4.250 |
316-0 |
|
|
Fisher Pivots for day following 29-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
364-5 |
359-4 |
PP |
363-2 |
358-5 |
S1 |
361-7 |
357-5 |
|