CME Pit-Traded Corn Future July 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
356-2 |
360-4 |
4-2 |
1.2% |
367-4 |
| High |
358-2 |
367-4 |
9-2 |
2.6% |
372-6 |
| Low |
352-0 |
359-4 |
7-4 |
2.1% |
357-0 |
| Close |
353-6 |
364-0 |
10-2 |
2.9% |
361-0 |
| Range |
6-2 |
8-0 |
1-6 |
28.0% |
15-6 |
| ATR |
7-6 |
8-1 |
0-3 |
5.6% |
0-0 |
| Volume |
149,683 |
155,258 |
5,575 |
3.7% |
627,848 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
387-5 |
383-7 |
368-3 |
|
| R3 |
379-5 |
375-7 |
366-2 |
|
| R2 |
371-5 |
371-5 |
365-4 |
|
| R1 |
367-7 |
367-7 |
364-6 |
369-6 |
| PP |
363-5 |
363-5 |
363-5 |
364-5 |
| S1 |
359-7 |
359-7 |
363-2 |
361-6 |
| S2 |
355-5 |
355-5 |
362-4 |
|
| S3 |
347-5 |
351-7 |
361-6 |
|
| S4 |
339-5 |
343-7 |
359-5 |
|
|
| 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 |
372-0 |
352-0 |
20-0 |
5.5% |
7-4 |
2.1% |
60% |
False |
False |
144,424 |
| 10 |
374-4 |
352-0 |
22-4 |
6.2% |
7-4 |
2.1% |
53% |
False |
False |
130,202 |
| 20 |
374-4 |
352-0 |
22-4 |
6.2% |
6-7 |
1.9% |
53% |
False |
False |
102,625 |
| 40 |
399-0 |
352-0 |
47-0 |
12.9% |
6-1 |
1.7% |
26% |
False |
False |
65,105 |
| 60 |
401-4 |
352-0 |
49-4 |
13.6% |
6-0 |
1.7% |
24% |
False |
False |
53,950 |
| 80 |
443-0 |
352-0 |
91-0 |
25.0% |
6-0 |
1.6% |
13% |
False |
False |
46,227 |
| 100 |
443-0 |
352-0 |
91-0 |
25.0% |
6-1 |
1.7% |
13% |
False |
False |
39,035 |
| 120 |
443-0 |
352-0 |
91-0 |
25.0% |
6-5 |
1.8% |
13% |
False |
False |
34,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
401-4 |
|
2.618 |
388-4 |
|
1.618 |
380-4 |
|
1.000 |
375-4 |
|
0.618 |
372-4 |
|
HIGH |
367-4 |
|
0.618 |
364-4 |
|
0.500 |
363-4 |
|
0.382 |
362-4 |
|
LOW |
359-4 |
|
0.618 |
354-4 |
|
1.000 |
351-4 |
|
1.618 |
346-4 |
|
2.618 |
338-4 |
|
4.250 |
325-4 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
363-7 |
362-5 |
| PP |
363-5 |
361-1 |
| S1 |
363-4 |
359-6 |
|