CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 06-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
357-0 |
357-6 |
0-6 |
0.2% |
369-2 |
High |
358-0 |
361-0 |
3-0 |
0.8% |
370-4 |
Low |
355-4 |
357-2 |
1-6 |
0.5% |
355-0 |
Close |
357-4 |
358-0 |
0-4 |
0.1% |
356-0 |
Range |
2-4 |
3-6 |
1-2 |
50.0% |
15-4 |
ATR |
6-1 |
5-7 |
-0-1 |
-2.7% |
0-0 |
Volume |
479 |
52,784 |
52,305 |
10,919.6% |
193,970 |
|
Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
370-0 |
367-6 |
360-0 |
|
R3 |
366-2 |
364-0 |
359-0 |
|
R2 |
362-4 |
362-4 |
358-6 |
|
R1 |
360-2 |
360-2 |
358-3 |
361-3 |
PP |
358-6 |
358-6 |
358-6 |
359-2 |
S1 |
356-4 |
356-4 |
357-5 |
357-5 |
S2 |
355-0 |
355-0 |
357-2 |
|
S3 |
351-2 |
352-6 |
357-0 |
|
S4 |
347-4 |
349-0 |
356-0 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
407-0 |
397-0 |
364-4 |
|
R3 |
391-4 |
381-4 |
360-2 |
|
R2 |
376-0 |
376-0 |
358-7 |
|
R1 |
366-0 |
366-0 |
357-3 |
363-2 |
PP |
360-4 |
360-4 |
360-4 |
359-1 |
S1 |
350-4 |
350-4 |
354-5 |
347-6 |
S2 |
345-0 |
345-0 |
353-1 |
|
S3 |
329-4 |
335-0 |
351-6 |
|
S4 |
314-0 |
319-4 |
347-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
369-4 |
355-0 |
14-4 |
4.1% |
4-3 |
1.2% |
21% |
False |
False |
45,565 |
10 |
382-0 |
355-0 |
27-0 |
7.5% |
5-4 |
1.5% |
11% |
False |
False |
36,491 |
20 |
387-4 |
355-0 |
32-4 |
9.1% |
5-0 |
1.4% |
9% |
False |
False |
31,712 |
40 |
401-4 |
355-0 |
46-4 |
13.0% |
5-3 |
1.5% |
6% |
False |
False |
30,614 |
60 |
442-4 |
355-0 |
87-4 |
24.4% |
5-4 |
1.5% |
3% |
False |
False |
29,383 |
80 |
443-0 |
355-0 |
88-0 |
24.6% |
5-7 |
1.6% |
3% |
False |
False |
24,928 |
100 |
443-0 |
355-0 |
88-0 |
24.6% |
6-3 |
1.8% |
3% |
False |
False |
22,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
377-0 |
2.618 |
370-7 |
1.618 |
367-1 |
1.000 |
364-6 |
0.618 |
363-3 |
HIGH |
361-0 |
0.618 |
359-5 |
0.500 |
359-1 |
0.382 |
358-5 |
LOW |
357-2 |
0.618 |
354-7 |
1.000 |
353-4 |
1.618 |
351-1 |
2.618 |
347-3 |
4.250 |
341-2 |
|
|
Fisher Pivots for day following 06-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
359-1 |
358-1 |
PP |
358-6 |
358-1 |
S1 |
358-3 |
358-0 |
|