CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 26-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
377-4 |
371-4 |
-6-0 |
-1.6% |
376-6 |
High |
377-4 |
372-4 |
-5-0 |
-1.3% |
380-0 |
Low |
368-2 |
368-0 |
-0-2 |
-0.1% |
367-2 |
Close |
369-4 |
368-0 |
-1-4 |
-0.4% |
369-4 |
Range |
9-2 |
4-4 |
-4-6 |
-51.4% |
12-6 |
ATR |
6-5 |
6-4 |
-0-1 |
-2.3% |
0-0 |
Volume |
41,484 |
31,424 |
-10,060 |
-24.3% |
130,519 |
|
Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
383-0 |
380-0 |
370-4 |
|
R3 |
378-4 |
375-4 |
369-2 |
|
R2 |
374-0 |
374-0 |
368-7 |
|
R1 |
371-0 |
371-0 |
368-3 |
370-2 |
PP |
369-4 |
369-4 |
369-4 |
369-1 |
S1 |
366-4 |
366-4 |
367-5 |
365-6 |
S2 |
365-0 |
365-0 |
367-1 |
|
S3 |
360-4 |
362-0 |
366-6 |
|
S4 |
356-0 |
357-4 |
365-4 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
410-4 |
402-6 |
376-4 |
|
R3 |
397-6 |
390-0 |
373-0 |
|
R2 |
385-0 |
385-0 |
371-7 |
|
R1 |
377-2 |
377-2 |
370-5 |
374-6 |
PP |
372-2 |
372-2 |
372-2 |
371-0 |
S1 |
364-4 |
364-4 |
368-3 |
362-0 |
S2 |
359-4 |
359-4 |
367-1 |
|
S3 |
346-6 |
351-6 |
366-0 |
|
S4 |
334-0 |
339-0 |
362-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
380-0 |
368-0 |
12-0 |
3.3% |
5-7 |
1.6% |
0% |
False |
True |
27,944 |
10 |
384-2 |
367-2 |
17-0 |
4.6% |
6-2 |
1.7% |
4% |
False |
False |
27,501 |
20 |
384-2 |
365-6 |
18-4 |
5.0% |
5-1 |
1.4% |
12% |
False |
False |
21,724 |
40 |
406-0 |
365-6 |
40-2 |
10.9% |
4-1 |
1.1% |
6% |
False |
False |
15,771 |
60 |
406-4 |
365-6 |
40-6 |
11.1% |
3-6 |
1.0% |
6% |
False |
False |
12,156 |
80 |
445-0 |
365-6 |
79-2 |
21.5% |
3-5 |
1.0% |
3% |
False |
False |
10,149 |
100 |
445-0 |
365-6 |
79-2 |
21.5% |
3-7 |
1.1% |
3% |
False |
False |
8,500 |
120 |
445-0 |
365-6 |
79-2 |
21.5% |
4-4 |
1.2% |
3% |
False |
False |
7,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
391-5 |
2.618 |
384-2 |
1.618 |
379-6 |
1.000 |
377-0 |
0.618 |
375-2 |
HIGH |
372-4 |
0.618 |
370-6 |
0.500 |
370-2 |
0.382 |
369-6 |
LOW |
368-0 |
0.618 |
365-2 |
1.000 |
363-4 |
1.618 |
360-6 |
2.618 |
356-2 |
4.250 |
348-7 |
|
|
Fisher Pivots for day following 26-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
370-2 |
373-7 |
PP |
369-4 |
371-7 |
S1 |
368-6 |
370-0 |
|