CME Pit-Traded Corn Future July 2010
| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
364-0 |
356-2 |
-7-6 |
-2.1% |
367-4 |
| High |
366-4 |
358-2 |
-8-2 |
-2.3% |
372-6 |
| Low |
359-0 |
352-0 |
-7-0 |
-1.9% |
357-0 |
| Close |
359-4 |
353-6 |
-5-6 |
-1.6% |
361-0 |
| Range |
7-4 |
6-2 |
-1-2 |
-16.7% |
15-6 |
| ATR |
7-6 |
7-6 |
0-0 |
-0.2% |
0-0 |
| Volume |
138,727 |
149,683 |
10,956 |
7.9% |
627,848 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
373-3 |
369-7 |
357-2 |
|
| R3 |
367-1 |
363-5 |
355-4 |
|
| R2 |
360-7 |
360-7 |
354-7 |
|
| R1 |
357-3 |
357-3 |
354-3 |
356-0 |
| PP |
354-5 |
354-5 |
354-5 |
354-0 |
| S1 |
351-1 |
351-1 |
353-1 |
349-6 |
| S2 |
348-3 |
348-3 |
352-5 |
|
| S3 |
342-1 |
344-7 |
352-0 |
|
| S4 |
335-7 |
338-5 |
350-2 |
|
|
| 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 |
352-0 |
20-6 |
5.9% |
7-3 |
2.1% |
8% |
False |
True |
137,678 |
| 10 |
374-4 |
352-0 |
22-4 |
6.4% |
7-5 |
2.1% |
8% |
False |
True |
129,051 |
| 20 |
374-4 |
352-0 |
22-4 |
6.4% |
6-6 |
1.9% |
8% |
False |
True |
97,036 |
| 40 |
399-0 |
352-0 |
47-0 |
13.3% |
6-1 |
1.7% |
4% |
False |
True |
61,928 |
| 60 |
401-4 |
352-0 |
49-4 |
14.0% |
6-0 |
1.7% |
4% |
False |
True |
51,738 |
| 80 |
443-0 |
352-0 |
91-0 |
25.7% |
5-7 |
1.7% |
2% |
False |
True |
44,417 |
| 100 |
443-0 |
352-0 |
91-0 |
25.7% |
6-1 |
1.7% |
2% |
False |
True |
37,583 |
| 120 |
443-0 |
352-0 |
91-0 |
25.7% |
6-6 |
1.9% |
2% |
False |
True |
33,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
384-6 |
|
2.618 |
374-5 |
|
1.618 |
368-3 |
|
1.000 |
364-4 |
|
0.618 |
362-1 |
|
HIGH |
358-2 |
|
0.618 |
355-7 |
|
0.500 |
355-1 |
|
0.382 |
354-3 |
|
LOW |
352-0 |
|
0.618 |
348-1 |
|
1.000 |
345-6 |
|
1.618 |
341-7 |
|
2.618 |
335-5 |
|
4.250 |
325-4 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
355-1 |
360-7 |
| PP |
354-5 |
358-4 |
| S1 |
354-2 |
356-1 |
|