CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 01-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
369-4 |
365-6 |
-3-6 |
-1.0% |
391-0 |
High |
369-4 |
365-6 |
-3-6 |
-1.0% |
393-4 |
Low |
365-6 |
365-6 |
0-0 |
0.0% |
374-4 |
Close |
366-0 |
366-0 |
0-0 |
0.0% |
376-2 |
Range |
3-6 |
0-0 |
-3-6 |
-100.0% |
19-0 |
ATR |
5-2 |
4-7 |
-0-3 |
-6.8% |
0-0 |
Volume |
16,512 |
17,596 |
1,084 |
6.6% |
35,287 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
365-7 |
365-7 |
366-0 |
|
R3 |
365-7 |
365-7 |
366-0 |
|
R2 |
365-7 |
365-7 |
366-0 |
|
R1 |
365-7 |
365-7 |
366-0 |
365-7 |
PP |
365-7 |
365-7 |
365-7 |
365-6 |
S1 |
365-7 |
365-7 |
366-0 |
365-7 |
S2 |
365-7 |
365-7 |
366-0 |
|
S3 |
365-7 |
365-7 |
366-0 |
|
S4 |
365-7 |
365-7 |
366-0 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
438-3 |
426-3 |
386-6 |
|
R3 |
419-3 |
407-3 |
381-4 |
|
R2 |
400-3 |
400-3 |
379-6 |
|
R1 |
388-3 |
388-3 |
378-0 |
384-7 |
PP |
381-3 |
381-3 |
381-3 |
379-6 |
S1 |
369-3 |
369-3 |
374-4 |
365-7 |
S2 |
362-3 |
362-3 |
372-6 |
|
S3 |
343-3 |
350-3 |
371-0 |
|
S4 |
324-3 |
331-3 |
365-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
379-0 |
365-6 |
13-2 |
3.6% |
2-4 |
0.7% |
2% |
False |
True |
12,506 |
10 |
394-0 |
365-6 |
28-2 |
7.7% |
3-0 |
0.8% |
1% |
False |
True |
10,057 |
20 |
405-0 |
365-6 |
39-2 |
10.7% |
3-2 |
0.9% |
1% |
False |
True |
10,930 |
40 |
406-4 |
365-6 |
40-6 |
11.1% |
3-0 |
0.8% |
1% |
False |
True |
8,276 |
60 |
445-0 |
365-6 |
79-2 |
21.7% |
3-2 |
0.9% |
0% |
False |
True |
6,956 |
80 |
445-0 |
365-6 |
79-2 |
21.7% |
3-4 |
0.9% |
0% |
False |
True |
5,754 |
100 |
445-0 |
365-6 |
79-2 |
21.7% |
4-0 |
1.1% |
0% |
False |
True |
5,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
365-6 |
2.618 |
365-6 |
1.618 |
365-6 |
1.000 |
365-6 |
0.618 |
365-6 |
HIGH |
365-6 |
0.618 |
365-6 |
0.500 |
365-6 |
0.382 |
365-6 |
LOW |
365-6 |
0.618 |
365-6 |
1.000 |
365-6 |
1.618 |
365-6 |
2.618 |
365-6 |
4.250 |
365-6 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
365-7 |
371-7 |
PP |
365-7 |
369-7 |
S1 |
365-6 |
368-0 |
|