CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
375-4 |
376-0 |
0-4 |
0.1% |
370-6 |
High |
380-0 |
379-6 |
-0-2 |
-0.1% |
384-2 |
Low |
375-4 |
375-2 |
-0-2 |
-0.1% |
367-4 |
Close |
378-0 |
379-6 |
1-6 |
0.5% |
384-0 |
Range |
4-4 |
4-4 |
0-0 |
0.0% |
16-6 |
ATR |
6-3 |
6-2 |
-0-1 |
-2.1% |
0-0 |
Volume |
23,674 |
28,385 |
4,711 |
19.9% |
134,186 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
391-6 |
390-2 |
382-2 |
|
R3 |
387-2 |
385-6 |
381-0 |
|
R2 |
382-6 |
382-6 |
380-5 |
|
R1 |
381-2 |
381-2 |
380-1 |
382-0 |
PP |
378-2 |
378-2 |
378-2 |
378-5 |
S1 |
376-6 |
376-6 |
379-3 |
377-4 |
S2 |
373-6 |
373-6 |
378-7 |
|
S3 |
369-2 |
372-2 |
378-4 |
|
S4 |
364-6 |
367-6 |
377-2 |
|
|
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% |
6-0 |
1.6% |
74% |
False |
False |
22,473 |
10 |
384-2 |
367-2 |
17-0 |
4.5% |
5-5 |
1.5% |
74% |
False |
False |
24,341 |
20 |
384-2 |
365-6 |
18-4 |
4.9% |
4-4 |
1.2% |
76% |
False |
False |
18,835 |
40 |
406-4 |
365-6 |
40-6 |
10.7% |
3-7 |
1.0% |
34% |
False |
False |
14,131 |
60 |
406-4 |
365-6 |
40-6 |
10.7% |
3-5 |
0.9% |
34% |
False |
False |
11,046 |
80 |
445-0 |
365-6 |
79-2 |
20.9% |
3-5 |
0.9% |
18% |
False |
False |
9,259 |
100 |
445-0 |
365-6 |
79-2 |
20.9% |
4-0 |
1.1% |
18% |
False |
False |
7,798 |
120 |
445-0 |
365-6 |
79-2 |
20.9% |
4-3 |
1.2% |
18% |
False |
False |
6,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
398-7 |
2.618 |
391-4 |
1.618 |
387-0 |
1.000 |
384-2 |
0.618 |
382-4 |
HIGH |
379-6 |
0.618 |
378-0 |
0.500 |
377-4 |
0.382 |
377-0 |
LOW |
375-2 |
0.618 |
372-4 |
1.000 |
370-6 |
1.618 |
368-0 |
2.618 |
363-4 |
4.250 |
356-1 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
379-0 |
378-0 |
PP |
378-2 |
376-2 |
S1 |
377-4 |
374-4 |
|