CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 21-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
371-0 |
375-4 |
4-4 |
1.2% |
370-6 |
High |
375-4 |
380-0 |
4-4 |
1.2% |
384-2 |
Low |
369-0 |
375-4 |
6-4 |
1.8% |
367-4 |
Close |
375-0 |
378-0 |
3-0 |
0.8% |
384-0 |
Range |
6-4 |
4-4 |
-2-0 |
-30.8% |
16-6 |
ATR |
6-4 |
6-3 |
-0-1 |
-1.7% |
0-0 |
Volume |
14,757 |
23,674 |
8,917 |
60.4% |
134,186 |
|
Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
391-3 |
389-1 |
380-4 |
|
R3 |
386-7 |
384-5 |
379-2 |
|
R2 |
382-3 |
382-3 |
378-7 |
|
R1 |
380-1 |
380-1 |
378-3 |
381-2 |
PP |
377-7 |
377-7 |
377-7 |
378-3 |
S1 |
375-5 |
375-5 |
377-5 |
376-6 |
S2 |
373-3 |
373-3 |
377-1 |
|
S3 |
368-7 |
371-1 |
376-6 |
|
S4 |
364-3 |
366-5 |
375-4 |
|
|
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% |
6-4 |
1.7% |
63% |
False |
False |
23,135 |
10 |
384-2 |
367-2 |
17-0 |
4.5% |
5-5 |
1.5% |
63% |
False |
False |
24,533 |
20 |
384-4 |
365-6 |
18-6 |
5.0% |
4-4 |
1.2% |
65% |
False |
False |
17,726 |
40 |
406-4 |
365-6 |
40-6 |
10.8% |
3-6 |
1.0% |
30% |
False |
False |
13,559 |
60 |
406-4 |
365-6 |
40-6 |
10.8% |
3-5 |
1.0% |
30% |
False |
False |
10,619 |
80 |
445-0 |
365-6 |
79-2 |
21.0% |
3-4 |
0.9% |
15% |
False |
False |
8,913 |
100 |
445-0 |
365-6 |
79-2 |
21.0% |
4-0 |
1.1% |
15% |
False |
False |
7,532 |
120 |
445-0 |
365-6 |
79-2 |
21.0% |
4-3 |
1.2% |
15% |
False |
False |
6,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
399-1 |
2.618 |
391-6 |
1.618 |
387-2 |
1.000 |
384-4 |
0.618 |
382-6 |
HIGH |
380-0 |
0.618 |
378-2 |
0.500 |
377-6 |
0.382 |
377-2 |
LOW |
375-4 |
0.618 |
372-6 |
1.000 |
371-0 |
1.618 |
368-2 |
2.618 |
363-6 |
4.250 |
356-3 |
|
|
Fisher Pivots for day following 21-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
377-7 |
376-4 |
PP |
377-7 |
375-1 |
S1 |
377-6 |
373-5 |
|