CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 19-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
370-4 |
367-4 |
-3-0 |
-0.8% |
360-2 |
High |
374-4 |
368-0 |
-6-4 |
-1.7% |
374-4 |
Low |
369-0 |
357-0 |
-12-0 |
-3.3% |
356-4 |
Close |
374-0 |
357-2 |
-16-6 |
-4.5% |
374-0 |
Range |
5-4 |
11-0 |
5-4 |
100.0% |
18-0 |
ATR |
6-6 |
7-4 |
0-6 |
10.8% |
0-0 |
Volume |
77,428 |
102,589 |
25,161 |
32.5% |
544,160 |
|
Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
393-6 |
386-4 |
363-2 |
|
R3 |
382-6 |
375-4 |
360-2 |
|
R2 |
371-6 |
371-6 |
359-2 |
|
R1 |
364-4 |
364-4 |
358-2 |
362-5 |
PP |
360-6 |
360-6 |
360-6 |
359-6 |
S1 |
353-4 |
353-4 |
356-2 |
351-5 |
S2 |
349-6 |
349-6 |
355-2 |
|
S3 |
338-6 |
342-4 |
354-2 |
|
S4 |
327-6 |
331-4 |
351-2 |
|
|
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 |
5.0% |
7-6 |
2.2% |
4% |
False |
False |
116,916 |
10 |
374-4 |
355-4 |
19-0 |
5.3% |
7-3 |
2.1% |
9% |
False |
False |
95,202 |
20 |
385-4 |
355-0 |
30-4 |
8.5% |
6-4 |
1.8% |
7% |
False |
False |
63,960 |
40 |
401-4 |
355-0 |
46-4 |
13.0% |
6-0 |
1.7% |
5% |
False |
False |
46,108 |
60 |
401-4 |
355-0 |
46-4 |
13.0% |
5-6 |
1.6% |
5% |
False |
False |
40,044 |
80 |
443-0 |
355-0 |
88-0 |
24.6% |
5-6 |
1.6% |
3% |
False |
False |
34,830 |
100 |
443-0 |
355-0 |
88-0 |
24.6% |
6-3 |
1.8% |
3% |
False |
False |
30,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
414-6 |
2.618 |
396-6 |
1.618 |
385-6 |
1.000 |
379-0 |
0.618 |
374-6 |
HIGH |
368-0 |
0.618 |
363-6 |
0.500 |
362-4 |
0.382 |
361-2 |
LOW |
357-0 |
0.618 |
350-2 |
1.000 |
346-0 |
1.618 |
339-2 |
2.618 |
328-2 |
4.250 |
310-2 |
|
|
Fisher Pivots for day following 19-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
362-4 |
365-6 |
PP |
360-6 |
362-7 |
S1 |
359-0 |
360-1 |
|