CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 12-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
372-6 |
370-6 |
-2-0 |
-0.5% |
367-6 |
High |
372-6 |
370-6 |
-2-0 |
-0.5% |
379-0 |
Low |
367-2 |
368-4 |
1-2 |
0.3% |
366-0 |
Close |
367-6 |
370-0 |
2-2 |
0.6% |
367-6 |
Range |
5-4 |
2-2 |
-3-2 |
-59.1% |
13-0 |
ATR |
5-4 |
5-2 |
-0-1 |
-3.2% |
0-0 |
Volume |
20,194 |
21,117 |
923 |
4.6% |
85,973 |
|
Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
376-4 |
375-4 |
371-2 |
|
R3 |
374-2 |
373-2 |
370-5 |
|
R2 |
372-0 |
372-0 |
370-3 |
|
R1 |
371-0 |
371-0 |
370-2 |
370-3 |
PP |
369-6 |
369-6 |
369-6 |
369-4 |
S1 |
368-6 |
368-6 |
369-6 |
368-1 |
S2 |
367-4 |
367-4 |
369-5 |
|
S3 |
365-2 |
366-4 |
369-3 |
|
S4 |
363-0 |
364-2 |
368-6 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
409-7 |
401-7 |
374-7 |
|
R3 |
396-7 |
388-7 |
371-3 |
|
R2 |
383-7 |
383-7 |
370-1 |
|
R1 |
375-7 |
375-7 |
369-0 |
374-2 |
PP |
370-7 |
370-7 |
370-7 |
370-1 |
S1 |
362-7 |
362-7 |
366-4 |
361-2 |
S2 |
357-7 |
357-7 |
365-3 |
|
S3 |
344-7 |
349-7 |
364-1 |
|
S4 |
331-7 |
336-7 |
360-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
379-0 |
366-0 |
13-0 |
3.5% |
5-5 |
1.5% |
31% |
False |
False |
19,651 |
10 |
379-0 |
365-6 |
13-2 |
3.6% |
4-0 |
1.1% |
32% |
False |
False |
15,947 |
20 |
395-4 |
365-6 |
29-6 |
8.0% |
3-3 |
0.9% |
14% |
False |
False |
12,294 |
40 |
406-4 |
365-6 |
40-6 |
11.0% |
3-1 |
0.8% |
10% |
False |
False |
9,943 |
60 |
409-6 |
365-6 |
44-0 |
11.9% |
3-2 |
0.9% |
10% |
False |
False |
8,333 |
80 |
445-0 |
365-6 |
79-2 |
21.4% |
3-3 |
0.9% |
5% |
False |
False |
6,863 |
100 |
445-0 |
365-6 |
79-2 |
21.4% |
3-7 |
1.1% |
5% |
False |
False |
5,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
380-2 |
2.618 |
376-5 |
1.618 |
374-3 |
1.000 |
373-0 |
0.618 |
372-1 |
HIGH |
370-6 |
0.618 |
369-7 |
0.500 |
369-5 |
0.382 |
369-3 |
LOW |
368-4 |
0.618 |
367-1 |
1.000 |
366-2 |
1.618 |
364-7 |
2.618 |
362-5 |
4.250 |
359-0 |
|
|
Fisher Pivots for day following 12-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
369-7 |
370-1 |
PP |
369-6 |
370-1 |
S1 |
369-5 |
370-0 |
|