CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 20-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
376-6 |
371-0 |
-5-6 |
-1.5% |
370-6 |
High |
376-6 |
375-4 |
-1-2 |
-0.3% |
384-2 |
Low |
367-2 |
369-0 |
1-6 |
0.5% |
367-4 |
Close |
367-2 |
375-0 |
7-6 |
2.1% |
384-0 |
Range |
9-4 |
6-4 |
-3-0 |
-31.6% |
16-6 |
ATR |
6-3 |
6-4 |
0-1 |
2.1% |
0-0 |
Volume |
22,219 |
14,757 |
-7,462 |
-33.6% |
134,186 |
|
Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
392-5 |
390-3 |
378-5 |
|
R3 |
386-1 |
383-7 |
376-6 |
|
R2 |
379-5 |
379-5 |
376-2 |
|
R1 |
377-3 |
377-3 |
375-5 |
378-4 |
PP |
373-1 |
373-1 |
373-1 |
373-6 |
S1 |
370-7 |
370-7 |
374-3 |
372-0 |
S2 |
366-5 |
366-5 |
373-6 |
|
S3 |
360-1 |
364-3 |
373-2 |
|
S4 |
353-5 |
357-7 |
371-3 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428-7 |
423-1 |
393-2 |
|
R3 |
412-1 |
406-3 |
388-5 |
|
R2 |
395-3 |
395-3 |
387-1 |
|
R1 |
389-5 |
389-5 |
385-4 |
392-4 |
PP |
378-5 |
378-5 |
378-5 |
380-0 |
S1 |
372-7 |
372-7 |
382-4 |
375-6 |
S2 |
361-7 |
361-7 |
380-7 |
|
S3 |
345-1 |
356-1 |
379-3 |
|
S4 |
328-3 |
339-3 |
374-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
384-2 |
367-2 |
17-0 |
4.5% |
6-7 |
1.8% |
46% |
False |
False |
25,168 |
10 |
384-2 |
366-0 |
18-2 |
4.9% |
6-4 |
1.7% |
49% |
False |
False |
23,195 |
20 |
390-0 |
365-6 |
24-2 |
6.5% |
4-6 |
1.3% |
38% |
False |
False |
16,933 |
40 |
406-4 |
365-6 |
40-6 |
10.9% |
3-6 |
1.0% |
23% |
False |
False |
13,159 |
60 |
406-4 |
365-6 |
40-6 |
10.9% |
3-4 |
0.9% |
23% |
False |
False |
10,310 |
80 |
445-0 |
365-6 |
79-2 |
21.1% |
3-4 |
0.9% |
12% |
False |
False |
8,627 |
100 |
445-0 |
365-6 |
79-2 |
21.1% |
4-0 |
1.1% |
12% |
False |
False |
7,328 |
120 |
445-0 |
365-6 |
79-2 |
21.1% |
4-3 |
1.2% |
12% |
False |
False |
6,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
403-1 |
2.618 |
392-4 |
1.618 |
386-0 |
1.000 |
382-0 |
0.618 |
379-4 |
HIGH |
375-4 |
0.618 |
373-0 |
0.500 |
372-2 |
0.382 |
371-4 |
LOW |
369-0 |
0.618 |
365-0 |
1.000 |
362-4 |
1.618 |
358-4 |
2.618 |
352-0 |
4.250 |
341-3 |
|
|
Fisher Pivots for day following 20-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
374-1 |
375-6 |
PP |
373-1 |
375-4 |
S1 |
372-2 |
375-2 |
|