CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 01-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
360-0 |
357-0 |
-3-0 |
-0.8% |
382-4 |
High |
361-4 |
358-4 |
-3-0 |
-0.8% |
385-4 |
Low |
355-0 |
355-2 |
0-2 |
0.1% |
365-0 |
Close |
356-4 |
356-0 |
-0-4 |
-0.1% |
367-4 |
Range |
6-4 |
3-2 |
-3-2 |
-50.0% |
20-4 |
ATR |
6-5 |
6-3 |
-0-2 |
-3.6% |
0-0 |
Volume |
69,036 |
62,046 |
-6,990 |
-10.1% |
132,738 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
366-3 |
364-3 |
357-6 |
|
R3 |
363-1 |
361-1 |
356-7 |
|
R2 |
359-7 |
359-7 |
356-5 |
|
R1 |
357-7 |
357-7 |
356-2 |
357-2 |
PP |
356-5 |
356-5 |
356-5 |
356-2 |
S1 |
354-5 |
354-5 |
355-6 |
354-0 |
S2 |
353-3 |
353-3 |
355-3 |
|
S3 |
350-1 |
351-3 |
355-1 |
|
S4 |
346-7 |
348-1 |
354-2 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
434-1 |
421-3 |
378-6 |
|
R3 |
413-5 |
400-7 |
373-1 |
|
R2 |
393-1 |
393-1 |
371-2 |
|
R1 |
380-3 |
380-3 |
369-3 |
376-4 |
PP |
372-5 |
372-5 |
372-5 |
370-6 |
S1 |
359-7 |
359-7 |
365-5 |
356-0 |
S2 |
352-1 |
352-1 |
363-6 |
|
S3 |
331-5 |
339-3 |
361-7 |
|
S4 |
311-1 |
318-7 |
356-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
370-4 |
355-0 |
15-4 |
4.4% |
4-4 |
1.3% |
6% |
False |
False |
45,100 |
10 |
386-2 |
355-0 |
31-2 |
8.8% |
5-5 |
1.6% |
3% |
False |
False |
35,854 |
20 |
398-0 |
355-0 |
43-0 |
12.1% |
5-4 |
1.6% |
2% |
False |
False |
32,062 |
40 |
401-4 |
355-0 |
46-4 |
13.1% |
5-4 |
1.5% |
2% |
False |
False |
31,411 |
60 |
442-4 |
355-0 |
87-4 |
24.6% |
5-5 |
1.6% |
1% |
False |
False |
28,966 |
80 |
443-0 |
355-0 |
88-0 |
24.7% |
5-7 |
1.7% |
1% |
False |
False |
24,517 |
100 |
443-0 |
355-0 |
88-0 |
24.7% |
6-4 |
1.8% |
1% |
False |
False |
22,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
372-2 |
2.618 |
367-0 |
1.618 |
363-6 |
1.000 |
361-6 |
0.618 |
360-4 |
HIGH |
358-4 |
0.618 |
357-2 |
0.500 |
356-7 |
0.382 |
356-4 |
LOW |
355-2 |
0.618 |
353-2 |
1.000 |
352-0 |
1.618 |
350-0 |
2.618 |
346-6 |
4.250 |
341-4 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
356-7 |
362-2 |
PP |
356-5 |
360-1 |
S1 |
356-2 |
358-1 |
|