CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 13-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
370-6 |
367-4 |
-3-2 |
-0.9% |
367-6 |
High |
370-6 |
372-4 |
1-6 |
0.5% |
379-0 |
Low |
368-4 |
367-4 |
-1-0 |
-0.3% |
366-0 |
Close |
370-0 |
373-4 |
3-4 |
0.9% |
367-6 |
Range |
2-2 |
5-0 |
2-6 |
122.2% |
13-0 |
ATR |
5-2 |
5-2 |
0-0 |
-0.4% |
0-0 |
Volume |
21,117 |
24,204 |
3,087 |
14.6% |
85,973 |
|
Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386-1 |
384-7 |
376-2 |
|
R3 |
381-1 |
379-7 |
374-7 |
|
R2 |
376-1 |
376-1 |
374-3 |
|
R1 |
374-7 |
374-7 |
374-0 |
375-4 |
PP |
371-1 |
371-1 |
371-1 |
371-4 |
S1 |
369-7 |
369-7 |
373-0 |
370-4 |
S2 |
366-1 |
366-1 |
372-5 |
|
S3 |
361-1 |
364-7 |
372-1 |
|
S4 |
356-1 |
359-7 |
370-6 |
|
|
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% |
6-0 |
1.6% |
58% |
False |
False |
21,223 |
10 |
379-0 |
365-6 |
13-2 |
3.5% |
4-1 |
1.1% |
58% |
False |
False |
17,832 |
20 |
395-4 |
365-6 |
29-6 |
8.0% |
3-5 |
1.0% |
26% |
False |
False |
13,187 |
40 |
406-4 |
365-6 |
40-6 |
10.9% |
3-2 |
0.9% |
19% |
False |
False |
10,472 |
60 |
406-4 |
365-6 |
40-6 |
10.9% |
3-2 |
0.9% |
19% |
False |
False |
8,578 |
80 |
445-0 |
365-6 |
79-2 |
21.2% |
3-3 |
0.9% |
10% |
False |
False |
7,147 |
100 |
445-0 |
365-6 |
79-2 |
21.2% |
4-0 |
1.1% |
10% |
False |
False |
6,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
393-6 |
2.618 |
385-5 |
1.618 |
380-5 |
1.000 |
377-4 |
0.618 |
375-5 |
HIGH |
372-4 |
0.618 |
370-5 |
0.500 |
370-0 |
0.382 |
369-3 |
LOW |
367-4 |
0.618 |
364-3 |
1.000 |
362-4 |
1.618 |
359-3 |
2.618 |
354-3 |
4.250 |
346-2 |
|
|
Fisher Pivots for day following 13-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
372-3 |
372-3 |
PP |
371-1 |
371-1 |
S1 |
370-0 |
370-0 |
|