CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 28-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
364-0 |
368-4 |
4-4 |
1.2% |
376-6 |
High |
364-2 |
373-4 |
9-2 |
2.5% |
380-0 |
Low |
359-6 |
368-4 |
8-6 |
2.4% |
367-2 |
Close |
361-4 |
371-0 |
9-4 |
2.6% |
369-4 |
Range |
4-4 |
5-0 |
0-4 |
11.1% |
12-6 |
ATR |
6-5 |
7-0 |
0-3 |
5.8% |
0-0 |
Volume |
25,647 |
33,816 |
8,169 |
31.9% |
130,519 |
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386-0 |
383-4 |
373-6 |
|
R3 |
381-0 |
378-4 |
372-3 |
|
R2 |
376-0 |
376-0 |
371-7 |
|
R1 |
373-4 |
373-4 |
371-4 |
374-6 |
PP |
371-0 |
371-0 |
371-0 |
371-5 |
S1 |
368-4 |
368-4 |
370-4 |
369-6 |
S2 |
366-0 |
366-0 |
370-1 |
|
S3 |
361-0 |
363-4 |
369-5 |
|
S4 |
356-0 |
358-4 |
368-2 |
|
|
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 |
379-6 |
359-6 |
20-0 |
5.4% |
5-4 |
1.5% |
56% |
False |
False |
32,151 |
10 |
384-2 |
359-6 |
24-4 |
6.6% |
6-0 |
1.6% |
46% |
False |
False |
27,643 |
20 |
384-2 |
359-6 |
24-4 |
6.6% |
5-2 |
1.4% |
46% |
False |
False |
23,783 |
40 |
406-0 |
359-6 |
46-2 |
12.5% |
4-2 |
1.1% |
24% |
False |
False |
16,978 |
60 |
406-4 |
359-6 |
46-6 |
12.6% |
3-7 |
1.0% |
24% |
False |
False |
13,016 |
80 |
445-0 |
359-6 |
85-2 |
23.0% |
3-6 |
1.0% |
13% |
False |
False |
10,849 |
100 |
445-0 |
359-6 |
85-2 |
23.0% |
3-7 |
1.0% |
13% |
False |
False |
9,043 |
120 |
445-0 |
359-6 |
85-2 |
23.0% |
4-3 |
1.2% |
13% |
False |
False |
7,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
394-6 |
2.618 |
386-5 |
1.618 |
381-5 |
1.000 |
378-4 |
0.618 |
376-5 |
HIGH |
373-4 |
0.618 |
371-5 |
0.500 |
371-0 |
0.382 |
370-3 |
LOW |
368-4 |
0.618 |
365-3 |
1.000 |
363-4 |
1.618 |
360-3 |
2.618 |
355-3 |
4.250 |
347-2 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
371-0 |
369-4 |
PP |
371-0 |
368-1 |
S1 |
371-0 |
366-5 |
|