CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 07-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
346-2 |
345-0 |
-1-2 |
-0.4% |
358-0 |
| High |
349-4 |
358-4 |
9-0 |
2.6% |
359-4 |
| Low |
345-6 |
344-0 |
-1-6 |
-0.5% |
343-4 |
| Close |
346-4 |
356-4 |
10-0 |
2.9% |
344-4 |
| Range |
3-6 |
14-4 |
10-6 |
286.7% |
16-0 |
| ATR |
6-2 |
6-7 |
0-5 |
9.5% |
0-0 |
| Volume |
79,432 |
89,924 |
10,492 |
13.2% |
416,755 |
|
| Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
396-4 |
391-0 |
364-4 |
|
| R3 |
382-0 |
376-4 |
360-4 |
|
| R2 |
367-4 |
367-4 |
359-1 |
|
| R1 |
362-0 |
362-0 |
357-7 |
364-6 |
| PP |
353-0 |
353-0 |
353-0 |
354-3 |
| S1 |
347-4 |
347-4 |
355-1 |
350-2 |
| S2 |
338-4 |
338-4 |
353-7 |
|
| S3 |
324-0 |
333-0 |
352-4 |
|
| S4 |
309-4 |
318-4 |
348-4 |
|
|
| 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 |
358-4 |
343-4 |
15-0 |
4.2% |
6-2 |
1.8% |
87% |
True |
False |
86,100 |
| 10 |
366-0 |
343-4 |
22-4 |
6.3% |
6-2 |
1.8% |
58% |
False |
False |
87,117 |
| 20 |
376-4 |
343-4 |
33-0 |
9.3% |
6-0 |
1.7% |
39% |
False |
False |
86,422 |
| 40 |
391-0 |
343-4 |
47-4 |
13.3% |
6-1 |
1.7% |
27% |
False |
False |
89,571 |
| 60 |
433-4 |
343-4 |
90-0 |
25.2% |
6-1 |
1.7% |
14% |
False |
False |
71,706 |
| 80 |
435-0 |
343-4 |
91-4 |
25.7% |
6-4 |
1.8% |
14% |
False |
False |
57,494 |
| 100 |
435-0 |
343-4 |
91-4 |
25.7% |
6-6 |
1.9% |
14% |
False |
False |
48,796 |
| 120 |
435-0 |
343-4 |
91-4 |
25.7% |
7-2 |
2.0% |
14% |
False |
False |
41,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
420-1 |
|
2.618 |
396-4 |
|
1.618 |
382-0 |
|
1.000 |
373-0 |
|
0.618 |
367-4 |
|
HIGH |
358-4 |
|
0.618 |
353-0 |
|
0.500 |
351-2 |
|
0.382 |
349-4 |
|
LOW |
344-0 |
|
0.618 |
335-0 |
|
1.000 |
329-4 |
|
1.618 |
320-4 |
|
2.618 |
306-0 |
|
4.250 |
282-3 |
|
|
| Fisher Pivots for day following 07-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
354-6 |
354-6 |
| PP |
353-0 |
353-0 |
| S1 |
351-2 |
351-2 |
|