CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 12-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
362-4 |
360-2 |
-2-2 |
-0.6% |
357-0 |
High |
363-2 |
361-0 |
-2-2 |
-0.6% |
369-2 |
Low |
355-4 |
357-0 |
1-4 |
0.4% |
355-4 |
Close |
357-2 |
359-4 |
2-2 |
0.6% |
357-2 |
Range |
7-6 |
4-0 |
-3-6 |
-48.4% |
13-6 |
ATR |
6-6 |
6-5 |
-0-2 |
-2.9% |
0-0 |
Volume |
81,602 |
62,167 |
-19,435 |
-23.8% |
305,754 |
|
Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
371-1 |
369-3 |
361-6 |
|
R3 |
367-1 |
365-3 |
360-5 |
|
R2 |
363-1 |
363-1 |
360-2 |
|
R1 |
361-3 |
361-3 |
359-7 |
360-2 |
PP |
359-1 |
359-1 |
359-1 |
358-5 |
S1 |
357-3 |
357-3 |
359-1 |
356-2 |
S2 |
355-1 |
355-1 |
358-6 |
|
S3 |
351-1 |
353-3 |
358-3 |
|
S4 |
347-1 |
349-3 |
357-2 |
|
|
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% |
7-0 |
2.0% |
29% |
False |
False |
73,488 |
10 |
370-4 |
355-0 |
15-4 |
4.3% |
5-6 |
1.6% |
29% |
False |
False |
56,189 |
20 |
387-4 |
355-0 |
32-4 |
9.0% |
5-6 |
1.6% |
14% |
False |
False |
40,778 |
40 |
401-4 |
355-0 |
46-4 |
12.9% |
5-5 |
1.6% |
10% |
False |
False |
34,746 |
60 |
402-0 |
355-0 |
47-0 |
13.1% |
5-4 |
1.5% |
10% |
False |
False |
32,774 |
80 |
443-0 |
355-0 |
88-0 |
24.5% |
5-6 |
1.6% |
5% |
False |
False |
28,189 |
100 |
443-0 |
355-0 |
88-0 |
24.5% |
6-3 |
1.8% |
5% |
False |
False |
25,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
378-0 |
2.618 |
371-4 |
1.618 |
367-4 |
1.000 |
365-0 |
0.618 |
363-4 |
HIGH |
361-0 |
0.618 |
359-4 |
0.500 |
359-0 |
0.382 |
358-4 |
LOW |
357-0 |
0.618 |
354-4 |
1.000 |
353-0 |
1.618 |
350-4 |
2.618 |
346-4 |
4.250 |
340-0 |
|
|
Fisher Pivots for day following 12-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
359-3 |
359-5 |
PP |
359-1 |
359-5 |
S1 |
359-0 |
359-4 |
|