CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
368-0 |
366-4 |
-1-4 |
-0.4% |
377-2 |
High |
370-6 |
379-0 |
8-2 |
2.2% |
379-0 |
Low |
368-0 |
366-0 |
-2-0 |
-0.5% |
365-6 |
Close |
368-4 |
377-6 |
9-2 |
2.5% |
366-0 |
Range |
2-6 |
13-0 |
10-2 |
372.7% |
13-2 |
ATR |
4-5 |
5-1 |
0-5 |
13.2% |
0-0 |
Volume |
16,346 |
10,301 |
-6,045 |
-37.0% |
52,382 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
413-2 |
408-4 |
384-7 |
|
R3 |
400-2 |
395-4 |
381-3 |
|
R2 |
387-2 |
387-2 |
380-1 |
|
R1 |
382-4 |
382-4 |
379-0 |
384-7 |
PP |
374-2 |
374-2 |
374-2 |
375-4 |
S1 |
369-4 |
369-4 |
376-4 |
371-7 |
S2 |
361-2 |
361-2 |
375-3 |
|
S3 |
348-2 |
356-4 |
374-1 |
|
S4 |
335-2 |
343-4 |
370-5 |
|
|
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 |
3.5% |
4-1 |
1.1% |
91% |
True |
False |
13,917 |
10 |
384-4 |
365-6 |
18-6 |
5.0% |
3-4 |
0.9% |
64% |
False |
False |
10,919 |
20 |
395-4 |
365-6 |
29-6 |
7.9% |
3-2 |
0.9% |
40% |
False |
False |
10,760 |
40 |
406-4 |
365-6 |
40-6 |
10.8% |
3-1 |
0.8% |
29% |
False |
False |
8,746 |
60 |
444-6 |
365-6 |
79-0 |
20.9% |
3-3 |
0.9% |
15% |
False |
False |
7,350 |
80 |
445-0 |
365-6 |
79-2 |
21.0% |
3-5 |
1.0% |
15% |
False |
False |
6,081 |
100 |
445-0 |
365-6 |
79-2 |
21.0% |
4-0 |
1.1% |
15% |
False |
False |
5,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
434-2 |
2.618 |
413-0 |
1.618 |
400-0 |
1.000 |
392-0 |
0.618 |
387-0 |
HIGH |
379-0 |
0.618 |
374-0 |
0.500 |
372-4 |
0.382 |
371-0 |
LOW |
366-0 |
0.618 |
358-0 |
1.000 |
353-0 |
1.618 |
345-0 |
2.618 |
332-0 |
4.250 |
310-6 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
376-0 |
376-0 |
PP |
374-2 |
374-2 |
S1 |
372-4 |
372-4 |
|