CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 20-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
367-4 |
360-4 |
-7-0 |
-1.9% |
360-2 |
High |
368-0 |
366-0 |
-2-0 |
-0.5% |
374-4 |
Low |
357-0 |
358-4 |
1-4 |
0.4% |
356-4 |
Close |
357-2 |
365-2 |
8-0 |
2.2% |
374-0 |
Range |
11-0 |
7-4 |
-3-4 |
-31.8% |
18-0 |
ATR |
7-4 |
7-5 |
0-1 |
1.2% |
0-0 |
Volume |
102,589 |
125,278 |
22,689 |
22.1% |
544,160 |
|
Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385-6 |
383-0 |
369-3 |
|
R3 |
378-2 |
375-4 |
367-2 |
|
R2 |
370-6 |
370-6 |
366-5 |
|
R1 |
368-0 |
368-0 |
366-0 |
369-3 |
PP |
363-2 |
363-2 |
363-2 |
364-0 |
S1 |
360-4 |
360-4 |
364-4 |
361-7 |
S2 |
355-6 |
355-6 |
363-7 |
|
S3 |
348-2 |
353-0 |
363-2 |
|
S4 |
340-6 |
345-4 |
361-1 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
422-3 |
416-1 |
383-7 |
|
R3 |
404-3 |
398-1 |
379-0 |
|
R2 |
386-3 |
386-3 |
377-2 |
|
R1 |
380-1 |
380-1 |
375-5 |
383-2 |
PP |
368-3 |
368-3 |
368-3 |
369-7 |
S1 |
362-1 |
362-1 |
372-3 |
365-2 |
S2 |
350-3 |
350-3 |
370-6 |
|
S3 |
332-3 |
344-1 |
369-0 |
|
S4 |
314-3 |
326-1 |
364-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
374-4 |
357-0 |
17-4 |
4.8% |
7-6 |
2.1% |
47% |
False |
False |
120,424 |
10 |
374-4 |
355-4 |
19-0 |
5.2% |
7-6 |
2.1% |
51% |
False |
False |
102,451 |
20 |
382-0 |
355-0 |
27-0 |
7.4% |
6-5 |
1.8% |
38% |
False |
False |
69,471 |
40 |
401-4 |
355-0 |
46-4 |
12.7% |
5-7 |
1.6% |
22% |
False |
False |
48,433 |
60 |
401-4 |
355-0 |
46-4 |
12.7% |
5-6 |
1.6% |
22% |
False |
False |
41,836 |
80 |
443-0 |
355-0 |
88-0 |
24.1% |
5-6 |
1.6% |
12% |
False |
False |
36,283 |
100 |
443-0 |
355-0 |
88-0 |
24.1% |
6-2 |
1.7% |
12% |
False |
False |
31,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
397-7 |
2.618 |
385-5 |
1.618 |
378-1 |
1.000 |
373-4 |
0.618 |
370-5 |
HIGH |
366-0 |
0.618 |
363-1 |
0.500 |
362-2 |
0.382 |
361-3 |
LOW |
358-4 |
0.618 |
353-7 |
1.000 |
351-0 |
1.618 |
346-3 |
2.618 |
338-7 |
4.250 |
326-5 |
|
|
Fisher Pivots for day following 20-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
364-2 |
365-6 |
PP |
363-2 |
365-5 |
S1 |
362-2 |
365-3 |
|