CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 05-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
345-4 |
345-0 |
-0-4 |
-0.1% |
358-0 |
| High |
347-2 |
347-0 |
-0-2 |
-0.1% |
359-4 |
| Low |
343-4 |
344-0 |
0-4 |
0.1% |
343-4 |
| Close |
344-4 |
345-6 |
1-2 |
0.4% |
344-4 |
| Range |
3-6 |
3-0 |
-0-6 |
-20.0% |
16-0 |
| ATR |
6-5 |
6-3 |
-0-2 |
-3.9% |
0-0 |
| Volume |
126,262 |
589 |
-125,673 |
-99.5% |
416,755 |
|
| Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
354-5 |
353-1 |
347-3 |
|
| R3 |
351-5 |
350-1 |
346-5 |
|
| R2 |
348-5 |
348-5 |
346-2 |
|
| R1 |
347-1 |
347-1 |
346-0 |
347-7 |
| PP |
345-5 |
345-5 |
345-5 |
346-0 |
| S1 |
344-1 |
344-1 |
345-4 |
344-7 |
| S2 |
342-5 |
342-5 |
345-2 |
|
| S3 |
339-5 |
341-1 |
344-7 |
|
| S4 |
336-5 |
338-1 |
344-1 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
397-1 |
386-7 |
353-2 |
|
| R3 |
381-1 |
370-7 |
348-7 |
|
| R2 |
365-1 |
365-1 |
347-3 |
|
| R1 |
354-7 |
354-7 |
346-0 |
352-0 |
| PP |
349-1 |
349-1 |
349-1 |
347-6 |
| S1 |
338-7 |
338-7 |
343-0 |
336-0 |
| S2 |
333-1 |
333-1 |
341-5 |
|
| S3 |
317-1 |
322-7 |
340-1 |
|
| S4 |
301-1 |
306-7 |
335-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
359-4 |
343-4 |
16-0 |
4.6% |
4-7 |
1.4% |
14% |
False |
False |
83,468 |
| 10 |
374-6 |
343-4 |
31-2 |
9.0% |
5-6 |
1.6% |
7% |
False |
False |
83,455 |
| 20 |
378-4 |
343-4 |
35-0 |
10.1% |
5-4 |
1.6% |
6% |
False |
False |
86,464 |
| 40 |
391-0 |
343-4 |
47-4 |
13.7% |
6-0 |
1.7% |
5% |
False |
False |
88,746 |
| 60 |
434-0 |
343-4 |
90-4 |
26.2% |
6-1 |
1.8% |
2% |
False |
False |
69,673 |
| 80 |
435-0 |
343-4 |
91-4 |
26.5% |
6-3 |
1.8% |
2% |
False |
False |
55,905 |
| 100 |
435-0 |
343-4 |
91-4 |
26.5% |
6-7 |
2.0% |
2% |
False |
False |
47,353 |
| 120 |
435-0 |
343-4 |
91-4 |
26.5% |
7-2 |
2.1% |
2% |
False |
False |
40,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
359-6 |
|
2.618 |
354-7 |
|
1.618 |
351-7 |
|
1.000 |
350-0 |
|
0.618 |
348-7 |
|
HIGH |
347-0 |
|
0.618 |
345-7 |
|
0.500 |
345-4 |
|
0.382 |
345-1 |
|
LOW |
344-0 |
|
0.618 |
342-1 |
|
1.000 |
341-0 |
|
1.618 |
339-1 |
|
2.618 |
336-1 |
|
4.250 |
331-2 |
|
|
| Fisher Pivots for day following 05-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
345-5 |
347-0 |
| PP |
345-5 |
346-5 |
| S1 |
345-4 |
346-1 |
|