CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 27-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
371-4 |
364-0 |
-7-4 |
-2.0% |
376-6 |
High |
372-4 |
364-2 |
-8-2 |
-2.2% |
380-0 |
Low |
368-0 |
359-6 |
-8-2 |
-2.2% |
367-2 |
Close |
368-0 |
361-4 |
-6-4 |
-1.8% |
369-4 |
Range |
4-4 |
4-4 |
0-0 |
0.0% |
12-6 |
ATR |
6-4 |
6-5 |
0-1 |
1.9% |
0-0 |
Volume |
31,424 |
25,647 |
-5,777 |
-18.4% |
130,519 |
|
Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
375-3 |
372-7 |
364-0 |
|
R3 |
370-7 |
368-3 |
362-6 |
|
R2 |
366-3 |
366-3 |
362-3 |
|
R1 |
363-7 |
363-7 |
361-7 |
362-7 |
PP |
361-7 |
361-7 |
361-7 |
361-2 |
S1 |
359-3 |
359-3 |
361-1 |
358-3 |
S2 |
357-3 |
357-3 |
360-5 |
|
S3 |
352-7 |
354-7 |
360-2 |
|
S4 |
348-3 |
350-3 |
359-0 |
|
|
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 |
359-6 |
20-2 |
5.6% |
5-4 |
1.5% |
9% |
False |
True |
30,122 |
10 |
384-2 |
359-6 |
24-4 |
6.8% |
6-1 |
1.7% |
7% |
False |
True |
27,645 |
20 |
384-2 |
359-6 |
24-4 |
6.8% |
5-1 |
1.4% |
7% |
False |
True |
22,739 |
40 |
406-0 |
359-6 |
46-2 |
12.8% |
4-2 |
1.2% |
4% |
False |
True |
16,327 |
60 |
406-4 |
359-6 |
46-6 |
12.9% |
3-6 |
1.0% |
4% |
False |
True |
12,518 |
80 |
445-0 |
359-6 |
85-2 |
23.6% |
3-6 |
1.0% |
2% |
False |
True |
10,448 |
100 |
445-0 |
359-6 |
85-2 |
23.6% |
3-7 |
1.1% |
2% |
False |
True |
8,728 |
120 |
445-0 |
359-6 |
85-2 |
23.6% |
4-3 |
1.2% |
2% |
False |
True |
7,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
383-3 |
2.618 |
376-0 |
1.618 |
371-4 |
1.000 |
368-6 |
0.618 |
367-0 |
HIGH |
364-2 |
0.618 |
362-4 |
0.500 |
362-0 |
0.382 |
361-4 |
LOW |
359-6 |
0.618 |
357-0 |
1.000 |
355-2 |
1.618 |
352-4 |
2.618 |
348-0 |
4.250 |
340-5 |
|
|
Fisher Pivots for day following 27-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
362-0 |
368-5 |
PP |
361-7 |
366-2 |
S1 |
361-5 |
363-7 |
|