CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 05-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
365-6 |
367-6 |
2-0 |
0.5% |
377-2 |
High |
365-6 |
368-0 |
2-2 |
0.6% |
379-0 |
Low |
365-6 |
367-0 |
1-2 |
0.3% |
365-6 |
Close |
366-0 |
367-6 |
1-6 |
0.5% |
366-0 |
Range |
0-0 |
1-0 |
1-0 |
|
13-2 |
ATR |
4-7 |
4-5 |
-0-2 |
-4.2% |
0-0 |
Volume |
17,596 |
8,832 |
-8,764 |
-49.8% |
52,382 |
|
Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
370-5 |
370-1 |
368-2 |
|
R3 |
369-5 |
369-1 |
368-0 |
|
R2 |
368-5 |
368-5 |
367-7 |
|
R1 |
368-1 |
368-1 |
367-7 |
368-2 |
PP |
367-5 |
367-5 |
367-5 |
367-5 |
S1 |
367-1 |
367-1 |
367-5 |
367-2 |
S2 |
366-5 |
366-5 |
367-5 |
|
S3 |
365-5 |
366-1 |
367-4 |
|
S4 |
364-5 |
365-1 |
367-2 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
410-0 |
401-2 |
373-2 |
|
R3 |
396-6 |
388-0 |
369-5 |
|
R2 |
383-4 |
383-4 |
368-3 |
|
R1 |
374-6 |
374-6 |
367-2 |
372-4 |
PP |
370-2 |
370-2 |
370-2 |
369-1 |
S1 |
361-4 |
361-4 |
364-6 |
359-2 |
S2 |
357-0 |
357-0 |
363-5 |
|
S3 |
343-6 |
348-2 |
362-3 |
|
S4 |
330-4 |
335-0 |
358-6 |
|
|
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% |
2-3 |
0.6% |
15% |
False |
False |
12,242 |
10 |
393-4 |
365-6 |
27-6 |
7.5% |
3-0 |
0.8% |
7% |
False |
False |
9,650 |
20 |
397-0 |
365-6 |
31-2 |
8.5% |
2-6 |
0.8% |
6% |
False |
False |
10,825 |
40 |
406-4 |
365-6 |
40-6 |
11.1% |
2-7 |
0.8% |
5% |
False |
False |
8,380 |
60 |
445-0 |
365-6 |
79-2 |
21.5% |
3-2 |
0.9% |
3% |
False |
False |
7,074 |
80 |
445-0 |
365-6 |
79-2 |
21.5% |
3-4 |
0.9% |
3% |
False |
False |
5,834 |
100 |
445-0 |
365-6 |
79-2 |
21.5% |
4-0 |
1.1% |
3% |
False |
False |
5,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
372-2 |
2.618 |
370-5 |
1.618 |
369-5 |
1.000 |
369-0 |
0.618 |
368-5 |
HIGH |
368-0 |
0.618 |
367-5 |
0.500 |
367-4 |
0.382 |
367-3 |
LOW |
367-0 |
0.618 |
366-3 |
1.000 |
366-0 |
1.618 |
365-3 |
2.618 |
364-3 |
4.250 |
362-6 |
|
|
Fisher Pivots for day following 05-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
367-5 |
367-6 |
PP |
367-5 |
367-5 |
S1 |
367-4 |
367-5 |
|