CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 16-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
367-0 |
370-4 |
3-4 |
1.0% |
360-2 |
High |
373-4 |
374-4 |
1-0 |
0.3% |
374-4 |
Low |
367-0 |
369-0 |
2-0 |
0.5% |
356-4 |
Close |
373-6 |
374-0 |
0-2 |
0.1% |
374-0 |
Range |
6-4 |
5-4 |
-1-0 |
-15.4% |
18-0 |
ATR |
6-7 |
6-6 |
-0-1 |
-1.4% |
0-0 |
Volume |
153,077 |
77,428 |
-75,649 |
-49.4% |
544,160 |
|
Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
389-0 |
387-0 |
377-0 |
|
R3 |
383-4 |
381-4 |
375-4 |
|
R2 |
378-0 |
378-0 |
375-0 |
|
R1 |
376-0 |
376-0 |
374-4 |
377-0 |
PP |
372-4 |
372-4 |
372-4 |
373-0 |
S1 |
370-4 |
370-4 |
373-4 |
371-4 |
S2 |
367-0 |
367-0 |
373-0 |
|
S3 |
361-4 |
365-0 |
372-4 |
|
S4 |
356-0 |
359-4 |
371-0 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
422-3 |
416-1 |
383-7 |
|
R3 |
404-3 |
398-1 |
379-0 |
|
R2 |
386-3 |
386-3 |
377-2 |
|
R1 |
380-1 |
380-1 |
375-5 |
383-2 |
PP |
368-3 |
368-3 |
368-3 |
369-7 |
S1 |
362-1 |
362-1 |
372-3 |
365-2 |
S2 |
350-3 |
350-3 |
370-6 |
|
S3 |
332-3 |
344-1 |
369-0 |
|
S4 |
314-3 |
326-1 |
364-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
374-4 |
356-4 |
18-0 |
4.8% |
6-2 |
1.7% |
97% |
True |
False |
108,832 |
10 |
374-4 |
355-4 |
19-0 |
5.1% |
6-4 |
1.7% |
97% |
True |
False |
84,991 |
20 |
386-2 |
355-0 |
31-2 |
8.4% |
6-1 |
1.6% |
61% |
False |
False |
60,422 |
40 |
401-4 |
355-0 |
46-4 |
12.4% |
5-7 |
1.6% |
41% |
False |
False |
44,285 |
60 |
401-4 |
355-0 |
46-4 |
12.4% |
5-5 |
1.5% |
41% |
False |
False |
38,637 |
80 |
443-0 |
355-0 |
88-0 |
23.5% |
5-6 |
1.5% |
22% |
False |
False |
33,670 |
100 |
443-0 |
355-0 |
88-0 |
23.5% |
6-2 |
1.7% |
22% |
False |
False |
29,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
397-7 |
2.618 |
388-7 |
1.618 |
383-3 |
1.000 |
380-0 |
0.618 |
377-7 |
HIGH |
374-4 |
0.618 |
372-3 |
0.500 |
371-6 |
0.382 |
371-1 |
LOW |
369-0 |
0.618 |
365-5 |
1.000 |
363-4 |
1.618 |
360-1 |
2.618 |
354-5 |
4.250 |
345-5 |
|
|
Fisher Pivots for day following 16-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
373-2 |
372-5 |
PP |
372-4 |
371-1 |
S1 |
371-6 |
369-6 |
|