CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
357-6 |
356-4 |
-1-2 |
-0.3% |
369-2 |
High |
361-0 |
369-2 |
8-2 |
2.3% |
370-4 |
Low |
357-2 |
355-4 |
-1-6 |
-0.5% |
355-0 |
Close |
358-0 |
367-6 |
9-6 |
2.7% |
356-0 |
Range |
3-6 |
13-6 |
10-0 |
266.7% |
15-4 |
ATR |
5-7 |
6-4 |
0-4 |
9.5% |
0-0 |
Volume |
52,784 |
49,403 |
-3,381 |
-6.4% |
193,970 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
405-3 |
400-3 |
375-2 |
|
R3 |
391-5 |
386-5 |
371-4 |
|
R2 |
377-7 |
377-7 |
370-2 |
|
R1 |
372-7 |
372-7 |
369-0 |
375-3 |
PP |
364-1 |
364-1 |
364-1 |
365-4 |
S1 |
359-1 |
359-1 |
366-4 |
361-5 |
S2 |
350-3 |
350-3 |
365-2 |
|
S3 |
336-5 |
345-3 |
364-0 |
|
S4 |
322-7 |
331-5 |
360-2 |
|
|
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 |
369-2 |
355-0 |
14-2 |
3.9% |
6-0 |
1.6% |
89% |
True |
False |
46,749 |
10 |
377-0 |
355-0 |
22-0 |
6.0% |
6-0 |
1.6% |
58% |
False |
False |
37,374 |
20 |
387-4 |
355-0 |
32-4 |
8.8% |
5-4 |
1.5% |
39% |
False |
False |
33,087 |
40 |
401-4 |
355-0 |
46-4 |
12.6% |
5-5 |
1.5% |
27% |
False |
False |
30,909 |
60 |
441-4 |
355-0 |
86-4 |
23.5% |
5-5 |
1.5% |
15% |
False |
False |
29,844 |
80 |
443-0 |
355-0 |
88-0 |
23.9% |
5-7 |
1.6% |
14% |
False |
False |
25,391 |
100 |
443-0 |
355-0 |
88-0 |
23.9% |
6-3 |
1.7% |
14% |
False |
False |
23,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
427-6 |
2.618 |
405-2 |
1.618 |
391-4 |
1.000 |
383-0 |
0.618 |
377-6 |
HIGH |
369-2 |
0.618 |
364-0 |
0.500 |
362-3 |
0.382 |
360-6 |
LOW |
355-4 |
0.618 |
347-0 |
1.000 |
341-6 |
1.618 |
333-2 |
2.618 |
319-4 |
4.250 |
297-0 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
366-0 |
366-0 |
PP |
364-1 |
364-1 |
S1 |
362-3 |
362-3 |
|