CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 29-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
368-4 |
374-6 |
6-2 |
1.7% |
376-6 |
High |
373-4 |
383-2 |
9-6 |
2.6% |
380-0 |
Low |
368-4 |
374-6 |
6-2 |
1.7% |
367-2 |
Close |
371-0 |
376-2 |
5-2 |
1.4% |
369-4 |
Range |
5-0 |
8-4 |
3-4 |
70.0% |
12-6 |
ATR |
7-0 |
7-3 |
0-3 |
5.4% |
0-0 |
Volume |
33,816 |
51,913 |
18,097 |
53.5% |
130,519 |
|
Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
403-5 |
398-3 |
380-7 |
|
R3 |
395-1 |
389-7 |
378-5 |
|
R2 |
386-5 |
386-5 |
377-6 |
|
R1 |
381-3 |
381-3 |
377-0 |
384-0 |
PP |
378-1 |
378-1 |
378-1 |
379-3 |
S1 |
372-7 |
372-7 |
375-4 |
375-4 |
S2 |
369-5 |
369-5 |
374-6 |
|
S3 |
361-1 |
364-3 |
373-7 |
|
S4 |
352-5 |
355-7 |
371-5 |
|
|
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 |
383-2 |
359-6 |
23-4 |
6.2% |
6-3 |
1.7% |
70% |
True |
False |
36,856 |
10 |
384-2 |
359-6 |
24-4 |
6.5% |
6-1 |
1.6% |
67% |
False |
False |
29,665 |
20 |
384-2 |
359-6 |
24-4 |
6.5% |
5-4 |
1.4% |
67% |
False |
False |
25,553 |
40 |
405-0 |
359-6 |
45-2 |
12.0% |
4-3 |
1.2% |
36% |
False |
False |
18,051 |
60 |
406-4 |
359-6 |
46-6 |
12.4% |
3-7 |
1.0% |
35% |
False |
False |
13,826 |
80 |
445-0 |
359-6 |
85-2 |
22.7% |
3-7 |
1.0% |
19% |
False |
False |
11,454 |
100 |
445-0 |
359-6 |
85-2 |
22.7% |
4-0 |
1.0% |
19% |
False |
False |
9,551 |
120 |
445-0 |
359-6 |
85-2 |
22.7% |
4-2 |
1.1% |
19% |
False |
False |
8,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
419-3 |
2.618 |
405-4 |
1.618 |
397-0 |
1.000 |
391-6 |
0.618 |
388-4 |
HIGH |
383-2 |
0.618 |
380-0 |
0.500 |
379-0 |
0.382 |
378-0 |
LOW |
374-6 |
0.618 |
369-4 |
1.000 |
366-2 |
1.618 |
361-0 |
2.618 |
352-4 |
4.250 |
338-5 |
|
|
Fisher Pivots for day following 29-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
379-0 |
374-5 |
PP |
378-1 |
373-1 |
S1 |
377-1 |
371-4 |
|