CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 30-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
374-6 |
375-6 |
1-0 |
0.3% |
371-4 |
High |
383-2 |
384-4 |
1-2 |
0.3% |
384-4 |
Low |
374-6 |
375-6 |
1-0 |
0.3% |
359-6 |
Close |
376-2 |
383-4 |
7-2 |
1.9% |
383-4 |
Range |
8-4 |
8-6 |
0-2 |
2.9% |
24-6 |
ATR |
7-3 |
7-4 |
0-1 |
1.3% |
0-0 |
Volume |
51,913 |
38,166 |
-13,747 |
-26.5% |
180,966 |
|
Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
407-4 |
404-2 |
388-2 |
|
R3 |
398-6 |
395-4 |
385-7 |
|
R2 |
390-0 |
390-0 |
385-1 |
|
R1 |
386-6 |
386-6 |
384-2 |
388-3 |
PP |
381-2 |
381-2 |
381-2 |
382-0 |
S1 |
378-0 |
378-0 |
382-6 |
379-5 |
S2 |
372-4 |
372-4 |
381-7 |
|
S3 |
363-6 |
369-2 |
381-1 |
|
S4 |
355-0 |
360-4 |
378-6 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
450-1 |
441-5 |
397-1 |
|
R3 |
425-3 |
416-7 |
390-2 |
|
R2 |
400-5 |
400-5 |
388-0 |
|
R1 |
392-1 |
392-1 |
385-6 |
396-3 |
PP |
375-7 |
375-7 |
375-7 |
378-0 |
S1 |
367-3 |
367-3 |
381-2 |
371-5 |
S2 |
351-1 |
351-1 |
379-0 |
|
S3 |
326-3 |
342-5 |
376-6 |
|
S4 |
301-5 |
317-7 |
369-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
384-4 |
359-6 |
24-6 |
6.5% |
6-2 |
1.6% |
96% |
True |
False |
36,193 |
10 |
384-4 |
359-6 |
24-6 |
6.5% |
6-4 |
1.7% |
96% |
True |
False |
31,148 |
20 |
384-4 |
359-6 |
24-6 |
6.5% |
5-7 |
1.5% |
96% |
True |
False |
26,582 |
40 |
405-0 |
359-6 |
45-2 |
11.8% |
4-4 |
1.2% |
52% |
False |
False |
18,756 |
60 |
406-4 |
359-6 |
46-6 |
12.2% |
3-7 |
1.0% |
51% |
False |
False |
14,378 |
80 |
445-0 |
359-6 |
85-2 |
22.2% |
4-0 |
1.0% |
28% |
False |
False |
11,862 |
100 |
445-0 |
359-6 |
85-2 |
22.2% |
4-0 |
1.0% |
28% |
False |
False |
9,920 |
120 |
445-0 |
359-6 |
85-2 |
22.2% |
4-3 |
1.1% |
28% |
False |
False |
8,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
421-6 |
2.618 |
407-3 |
1.618 |
398-5 |
1.000 |
393-2 |
0.618 |
389-7 |
HIGH |
384-4 |
0.618 |
381-1 |
0.500 |
380-1 |
0.382 |
379-1 |
LOW |
375-6 |
0.618 |
370-3 |
1.000 |
367-0 |
1.618 |
361-5 |
2.618 |
352-7 |
4.250 |
338-4 |
|
|
Fisher Pivots for day following 30-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
382-3 |
381-1 |
PP |
381-2 |
378-7 |
S1 |
380-1 |
376-4 |
|