CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 21-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
360-4 |
365-4 |
5-0 |
1.4% |
360-2 |
High |
366-0 |
372-6 |
6-6 |
1.8% |
374-4 |
Low |
358-4 |
365-4 |
7-0 |
2.0% |
356-4 |
Close |
365-2 |
369-0 |
3-6 |
1.0% |
374-0 |
Range |
7-4 |
7-2 |
-0-2 |
-3.3% |
18-0 |
ATR |
7-5 |
7-5 |
0-0 |
-0.1% |
0-0 |
Volume |
125,278 |
121,527 |
-3,751 |
-3.0% |
544,160 |
|
Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
390-7 |
387-1 |
373-0 |
|
R3 |
383-5 |
379-7 |
371-0 |
|
R2 |
376-3 |
376-3 |
370-3 |
|
R1 |
372-5 |
372-5 |
369-5 |
374-4 |
PP |
369-1 |
369-1 |
369-1 |
370-0 |
S1 |
365-3 |
365-3 |
368-3 |
367-2 |
S2 |
361-7 |
361-7 |
367-5 |
|
S3 |
354-5 |
358-1 |
367-0 |
|
S4 |
347-3 |
350-7 |
365-0 |
|
|
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 |
357-0 |
17-4 |
4.7% |
7-4 |
2.0% |
69% |
False |
False |
115,979 |
10 |
374-4 |
355-4 |
19-0 |
5.1% |
7-1 |
1.9% |
71% |
False |
False |
109,664 |
20 |
377-0 |
355-0 |
22-0 |
6.0% |
6-5 |
1.8% |
64% |
False |
False |
73,519 |
40 |
401-4 |
355-0 |
46-4 |
12.6% |
6-0 |
1.6% |
30% |
False |
False |
50,288 |
60 |
401-4 |
355-0 |
46-4 |
12.6% |
5-7 |
1.6% |
30% |
False |
False |
43,476 |
80 |
443-0 |
355-0 |
88-0 |
23.8% |
5-6 |
1.6% |
16% |
False |
False |
37,728 |
100 |
443-0 |
355-0 |
88-0 |
23.8% |
6-2 |
1.7% |
16% |
False |
False |
32,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
403-4 |
2.618 |
391-6 |
1.618 |
384-4 |
1.000 |
380-0 |
0.618 |
377-2 |
HIGH |
372-6 |
0.618 |
370-0 |
0.500 |
369-1 |
0.382 |
368-2 |
LOW |
365-4 |
0.618 |
361-0 |
1.000 |
358-2 |
1.618 |
353-6 |
2.618 |
346-4 |
4.250 |
334-6 |
|
|
Fisher Pivots for day following 21-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
369-1 |
367-5 |
PP |
369-1 |
366-2 |
S1 |
369-0 |
364-7 |
|