CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
365-4 |
367-4 |
2-0 |
0.5% |
360-2 |
High |
372-6 |
372-0 |
-0-6 |
-0.2% |
374-4 |
Low |
365-4 |
365-6 |
0-2 |
0.1% |
356-4 |
Close |
369-0 |
371-4 |
2-4 |
0.7% |
374-0 |
Range |
7-2 |
6-2 |
-1-0 |
-13.8% |
18-0 |
ATR |
7-5 |
7-4 |
-0-1 |
-1.3% |
0-0 |
Volume |
121,527 |
149,130 |
27,603 |
22.7% |
544,160 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
388-4 |
386-2 |
375-0 |
|
R3 |
382-2 |
380-0 |
373-2 |
|
R2 |
376-0 |
376-0 |
372-5 |
|
R1 |
373-6 |
373-6 |
372-1 |
374-7 |
PP |
369-6 |
369-6 |
369-6 |
370-2 |
S1 |
367-4 |
367-4 |
370-7 |
368-5 |
S2 |
363-4 |
363-4 |
370-3 |
|
S3 |
357-2 |
361-2 |
369-6 |
|
S4 |
351-0 |
355-0 |
368-0 |
|
|
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% |
83% |
False |
False |
115,190 |
10 |
374-4 |
355-4 |
19-0 |
5.1% |
7-1 |
1.9% |
84% |
False |
False |
112,428 |
20 |
376-2 |
355-0 |
21-2 |
5.7% |
6-4 |
1.8% |
78% |
False |
False |
79,799 |
40 |
401-4 |
355-0 |
46-4 |
12.5% |
6-0 |
1.6% |
35% |
False |
False |
53,438 |
60 |
401-4 |
355-0 |
46-4 |
12.5% |
5-7 |
1.6% |
35% |
False |
False |
45,711 |
80 |
443-0 |
355-0 |
88-0 |
23.7% |
5-7 |
1.6% |
19% |
False |
False |
39,523 |
100 |
443-0 |
355-0 |
88-0 |
23.7% |
6-2 |
1.7% |
19% |
False |
False |
33,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
398-4 |
2.618 |
388-3 |
1.618 |
382-1 |
1.000 |
378-2 |
0.618 |
375-7 |
HIGH |
372-0 |
0.618 |
369-5 |
0.500 |
368-7 |
0.382 |
368-1 |
LOW |
365-6 |
0.618 |
361-7 |
1.000 |
359-4 |
1.618 |
355-5 |
2.618 |
349-3 |
4.250 |
339-2 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
370-5 |
369-4 |
PP |
369-6 |
367-5 |
S1 |
368-7 |
365-5 |
|