CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 15-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
376-0 |
377-0 |
1-0 |
0.3% |
367-6 |
High |
382-4 |
384-0 |
1-4 |
0.4% |
379-0 |
Low |
376-0 |
377-0 |
1-0 |
0.3% |
366-0 |
Close |
378-6 |
384-2 |
5-4 |
1.5% |
367-6 |
Range |
6-4 |
7-0 |
0-4 |
7.7% |
13-0 |
ATR |
5-4 |
5-5 |
0-1 |
1.9% |
0-0 |
Volume |
33,836 |
31,696 |
-2,140 |
-6.3% |
85,973 |
|
Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
402-6 |
400-4 |
388-1 |
|
R3 |
395-6 |
393-4 |
386-1 |
|
R2 |
388-6 |
388-6 |
385-4 |
|
R1 |
386-4 |
386-4 |
384-7 |
387-5 |
PP |
381-6 |
381-6 |
381-6 |
382-2 |
S1 |
379-4 |
379-4 |
383-5 |
380-5 |
S2 |
374-6 |
374-6 |
383-0 |
|
S3 |
367-6 |
372-4 |
382-3 |
|
S4 |
360-6 |
365-4 |
380-3 |
|
|
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 |
384-0 |
367-2 |
16-6 |
4.4% |
5-2 |
1.4% |
101% |
True |
False |
26,209 |
10 |
384-0 |
365-6 |
18-2 |
4.7% |
4-6 |
1.2% |
101% |
True |
False |
21,442 |
20 |
395-4 |
365-6 |
29-6 |
7.7% |
4-1 |
1.1% |
62% |
False |
False |
15,553 |
40 |
406-4 |
365-6 |
40-6 |
10.6% |
3-3 |
0.9% |
45% |
False |
False |
11,949 |
60 |
406-4 |
365-6 |
40-6 |
10.6% |
3-2 |
0.9% |
45% |
False |
False |
9,510 |
80 |
445-0 |
365-6 |
79-2 |
20.6% |
3-3 |
0.9% |
23% |
False |
False |
7,933 |
100 |
445-0 |
365-6 |
79-2 |
20.6% |
4-0 |
1.0% |
23% |
False |
False |
6,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
413-6 |
2.618 |
402-3 |
1.618 |
395-3 |
1.000 |
391-0 |
0.618 |
388-3 |
HIGH |
384-0 |
0.618 |
381-3 |
0.500 |
380-4 |
0.382 |
379-5 |
LOW |
377-0 |
0.618 |
372-5 |
1.000 |
370-0 |
1.618 |
365-5 |
2.618 |
358-5 |
4.250 |
347-2 |
|
|
Fisher Pivots for day following 15-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
383-0 |
381-3 |
PP |
381-6 |
378-5 |
S1 |
380-4 |
375-6 |
|