CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 26-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
369-0 |
364-0 |
-5-0 |
-1.4% |
367-4 |
High |
369-6 |
366-4 |
-3-2 |
-0.9% |
372-6 |
Low |
360-2 |
359-0 |
-1-2 |
-0.3% |
357-0 |
Close |
361-0 |
359-4 |
-1-4 |
-0.4% |
361-0 |
Range |
9-4 |
7-4 |
-2-0 |
-21.1% |
15-6 |
ATR |
7-6 |
7-6 |
0-0 |
-0.2% |
0-0 |
Volume |
129,324 |
138,727 |
9,403 |
7.3% |
627,848 |
|
Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
384-1 |
379-3 |
363-5 |
|
R3 |
376-5 |
371-7 |
361-4 |
|
R2 |
369-1 |
369-1 |
360-7 |
|
R1 |
364-3 |
364-3 |
360-2 |
363-0 |
PP |
361-5 |
361-5 |
361-5 |
361-0 |
S1 |
356-7 |
356-7 |
358-6 |
355-4 |
S2 |
354-1 |
354-1 |
358-1 |
|
S3 |
346-5 |
349-3 |
357-4 |
|
S4 |
339-1 |
341-7 |
355-3 |
|
|
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 |
358-4 |
14-2 |
4.0% |
7-5 |
2.1% |
7% |
False |
False |
132,797 |
10 |
374-4 |
356-4 |
18-0 |
5.0% |
7-5 |
2.1% |
17% |
False |
False |
124,856 |
20 |
374-4 |
355-0 |
19-4 |
5.4% |
6-6 |
1.9% |
23% |
False |
False |
90,522 |
40 |
401-4 |
355-0 |
46-4 |
12.9% |
6-2 |
1.7% |
10% |
False |
False |
59,050 |
60 |
401-4 |
355-0 |
46-4 |
12.9% |
6-0 |
1.7% |
10% |
False |
False |
49,504 |
80 |
443-0 |
355-0 |
88-0 |
24.5% |
6-0 |
1.7% |
5% |
False |
False |
42,708 |
100 |
443-0 |
355-0 |
88-0 |
24.5% |
6-1 |
1.7% |
5% |
False |
False |
36,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
398-3 |
2.618 |
386-1 |
1.618 |
378-5 |
1.000 |
374-0 |
0.618 |
371-1 |
HIGH |
366-4 |
0.618 |
363-5 |
0.500 |
362-6 |
0.382 |
361-7 |
LOW |
359-0 |
0.618 |
354-3 |
1.000 |
351-4 |
1.618 |
346-7 |
2.618 |
339-3 |
4.250 |
327-1 |
|
|
Fisher Pivots for day following 26-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
362-6 |
365-4 |
PP |
361-5 |
363-4 |
S1 |
360-5 |
361-4 |
|