CME Pit-Traded Corn Future December 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 |
382-2 |
383-0 |
0-6 |
0.2% |
380-4 |
High |
389-4 |
392-6 |
3-2 |
0.8% |
392-6 |
Low |
382-2 |
383-0 |
0-6 |
0.2% |
367-4 |
Close |
383-6 |
392-2 |
8-4 |
2.2% |
392-2 |
Range |
7-2 |
9-6 |
2-4 |
34.5% |
25-2 |
ATR |
7-6 |
7-7 |
0-1 |
1.9% |
0-0 |
Volume |
70,048 |
77,366 |
7,318 |
10.4% |
298,410 |
|
Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
418-5 |
415-1 |
397-5 |
|
R3 |
408-7 |
405-3 |
394-7 |
|
R2 |
399-1 |
399-1 |
394-0 |
|
R1 |
395-5 |
395-5 |
393-1 |
397-3 |
PP |
389-3 |
389-3 |
389-3 |
390-2 |
S1 |
385-7 |
385-7 |
391-3 |
387-5 |
S2 |
379-5 |
379-5 |
390-4 |
|
S3 |
369-7 |
376-1 |
389-5 |
|
S4 |
360-1 |
366-3 |
386-7 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
459-7 |
451-3 |
406-1 |
|
R3 |
434-5 |
426-1 |
399-2 |
|
R2 |
409-3 |
409-3 |
396-7 |
|
R1 |
400-7 |
400-7 |
394-5 |
405-1 |
PP |
384-1 |
384-1 |
384-1 |
386-2 |
S1 |
375-5 |
375-5 |
389-7 |
379-7 |
S2 |
358-7 |
358-7 |
387-5 |
|
S3 |
333-5 |
350-3 |
385-2 |
|
S4 |
308-3 |
325-1 |
378-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
392-6 |
367-4 |
25-2 |
6.4% |
7-0 |
1.8% |
98% |
True |
False |
59,682 |
10 |
392-6 |
367-4 |
25-2 |
6.4% |
7-2 |
1.8% |
98% |
True |
False |
50,436 |
20 |
394-4 |
367-4 |
27-0 |
6.9% |
6-4 |
1.7% |
92% |
False |
False |
43,161 |
40 |
412-4 |
367-4 |
45-0 |
11.5% |
5-6 |
1.5% |
55% |
False |
False |
34,620 |
60 |
414-4 |
367-4 |
47-0 |
12.0% |
5-4 |
1.4% |
53% |
False |
False |
31,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
434-2 |
2.618 |
418-2 |
1.618 |
408-4 |
1.000 |
402-4 |
0.618 |
398-6 |
HIGH |
392-6 |
0.618 |
389-0 |
0.500 |
387-7 |
0.382 |
386-6 |
LOW |
383-0 |
0.618 |
377-0 |
1.000 |
373-2 |
1.618 |
367-2 |
2.618 |
357-4 |
4.250 |
341-4 |
|
|
Fisher Pivots for day following 30-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
390-6 |
389-2 |
PP |
389-3 |
386-3 |
S1 |
387-7 |
383-3 |
|