CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 09-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
363-0 |
362-4 |
-0-4 |
-0.1% |
357-0 |
High |
363-6 |
363-2 |
-0-4 |
-0.1% |
369-2 |
Low |
357-6 |
355-4 |
-2-2 |
-0.6% |
355-4 |
Close |
359-4 |
357-2 |
-2-2 |
-0.6% |
357-2 |
Range |
6-0 |
7-6 |
1-6 |
29.2% |
13-6 |
ATR |
6-6 |
6-6 |
0-1 |
1.1% |
0-0 |
Volume |
121,486 |
81,602 |
-39,884 |
-32.8% |
305,754 |
|
Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
381-7 |
377-3 |
361-4 |
|
R3 |
374-1 |
369-5 |
359-3 |
|
R2 |
366-3 |
366-3 |
358-5 |
|
R1 |
361-7 |
361-7 |
358-0 |
360-2 |
PP |
358-5 |
358-5 |
358-5 |
357-7 |
S1 |
354-1 |
354-1 |
356-4 |
352-4 |
S2 |
350-7 |
350-7 |
355-7 |
|
S3 |
343-1 |
346-3 |
355-1 |
|
S4 |
335-3 |
338-5 |
353-0 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
401-7 |
393-3 |
364-6 |
|
R3 |
388-1 |
379-5 |
361-0 |
|
R2 |
374-3 |
374-3 |
359-6 |
|
R1 |
365-7 |
365-7 |
358-4 |
370-1 |
PP |
360-5 |
360-5 |
360-5 |
362-6 |
S1 |
352-1 |
352-1 |
356-0 |
356-3 |
S2 |
346-7 |
346-7 |
354-6 |
|
S3 |
333-1 |
338-3 |
353-4 |
|
S4 |
319-3 |
324-5 |
349-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
369-2 |
355-4 |
13-6 |
3.8% |
6-6 |
1.9% |
13% |
False |
True |
61,150 |
10 |
370-4 |
355-0 |
15-4 |
4.3% |
5-5 |
1.6% |
15% |
False |
False |
53,125 |
20 |
387-4 |
355-0 |
32-4 |
9.1% |
5-6 |
1.6% |
7% |
False |
False |
39,107 |
40 |
401-4 |
355-0 |
46-4 |
13.0% |
5-5 |
1.6% |
5% |
False |
False |
34,024 |
60 |
404-4 |
355-0 |
49-4 |
13.9% |
5-6 |
1.6% |
5% |
False |
False |
32,390 |
80 |
443-0 |
355-0 |
88-0 |
24.6% |
5-6 |
1.6% |
3% |
False |
False |
27,616 |
100 |
443-0 |
355-0 |
88-0 |
24.6% |
6-2 |
1.8% |
3% |
False |
False |
24,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
396-2 |
2.618 |
383-4 |
1.618 |
375-6 |
1.000 |
371-0 |
0.618 |
368-0 |
HIGH |
363-2 |
0.618 |
360-2 |
0.500 |
359-3 |
0.382 |
358-4 |
LOW |
355-4 |
0.618 |
350-6 |
1.000 |
347-6 |
1.618 |
343-0 |
2.618 |
335-2 |
4.250 |
322-4 |
|
|
Fisher Pivots for day following 09-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
359-3 |
362-3 |
PP |
358-5 |
360-5 |
S1 |
358-0 |
359-0 |
|