CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
367-4 |
369-0 |
1-4 |
0.4% |
367-4 |
High |
372-0 |
369-6 |
-2-2 |
-0.6% |
372-6 |
Low |
365-6 |
360-2 |
-5-4 |
-1.5% |
357-0 |
Close |
371-4 |
361-0 |
-10-4 |
-2.8% |
361-0 |
Range |
6-2 |
9-4 |
3-2 |
52.0% |
15-6 |
ATR |
7-4 |
7-6 |
0-2 |
3.6% |
0-0 |
Volume |
149,130 |
129,324 |
-19,806 |
-13.3% |
627,848 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
392-1 |
386-1 |
366-2 |
|
R3 |
382-5 |
376-5 |
363-5 |
|
R2 |
373-1 |
373-1 |
362-6 |
|
R1 |
367-1 |
367-1 |
361-7 |
365-3 |
PP |
363-5 |
363-5 |
363-5 |
362-6 |
S1 |
357-5 |
357-5 |
360-1 |
355-7 |
S2 |
354-1 |
354-1 |
359-2 |
|
S3 |
344-5 |
348-1 |
358-3 |
|
S4 |
335-1 |
338-5 |
355-6 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
410-7 |
401-5 |
369-5 |
|
R3 |
395-1 |
385-7 |
365-3 |
|
R2 |
379-3 |
379-3 |
363-7 |
|
R1 |
370-1 |
370-1 |
362-4 |
366-7 |
PP |
363-5 |
363-5 |
363-5 |
362-0 |
S1 |
354-3 |
354-3 |
359-4 |
351-1 |
S2 |
347-7 |
347-7 |
358-1 |
|
S3 |
332-1 |
338-5 |
356-5 |
|
S4 |
316-3 |
322-7 |
352-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
372-6 |
357-0 |
15-6 |
4.4% |
8-2 |
2.3% |
25% |
False |
False |
125,569 |
10 |
374-4 |
356-4 |
18-0 |
5.0% |
7-2 |
2.0% |
25% |
False |
False |
117,200 |
20 |
374-4 |
355-0 |
19-4 |
5.4% |
6-4 |
1.8% |
31% |
False |
False |
85,163 |
40 |
401-4 |
355-0 |
46-4 |
12.9% |
6-1 |
1.7% |
13% |
False |
False |
56,158 |
60 |
401-4 |
355-0 |
46-4 |
12.9% |
6-0 |
1.6% |
13% |
False |
False |
47,584 |
80 |
443-0 |
355-0 |
88-0 |
24.4% |
5-7 |
1.6% |
7% |
False |
False |
41,107 |
100 |
443-0 |
355-0 |
88-0 |
24.4% |
6-2 |
1.7% |
7% |
False |
False |
34,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
410-1 |
2.618 |
394-5 |
1.618 |
385-1 |
1.000 |
379-2 |
0.618 |
375-5 |
HIGH |
369-6 |
0.618 |
366-1 |
0.500 |
365-0 |
0.382 |
363-7 |
LOW |
360-2 |
0.618 |
354-3 |
1.000 |
350-6 |
1.618 |
344-7 |
2.618 |
335-3 |
4.250 |
319-7 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
365-0 |
366-4 |
PP |
363-5 |
364-5 |
S1 |
362-3 |
362-7 |
|