CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 09-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
352-4 |
351-4 |
-1-0 |
-0.3% |
345-0 |
| High |
353-2 |
352-0 |
-1-2 |
-0.4% |
358-4 |
| Low |
346-2 |
344-0 |
-2-2 |
-0.6% |
344-0 |
| Close |
348-2 |
345-6 |
-2-4 |
-0.7% |
345-6 |
| Range |
7-0 |
8-0 |
1-0 |
14.3% |
14-4 |
| ATR |
7-1 |
7-1 |
0-1 |
0.9% |
0-0 |
| Volume |
186,180 |
146,831 |
-39,349 |
-21.1% |
502,956 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
371-2 |
366-4 |
350-1 |
|
| R3 |
363-2 |
358-4 |
348-0 |
|
| R2 |
355-2 |
355-2 |
347-2 |
|
| R1 |
350-4 |
350-4 |
346-4 |
348-7 |
| PP |
347-2 |
347-2 |
347-2 |
346-4 |
| S1 |
342-4 |
342-4 |
345-0 |
340-7 |
| S2 |
339-2 |
339-2 |
344-2 |
|
| S3 |
331-2 |
334-4 |
343-4 |
|
| S4 |
323-2 |
326-4 |
341-3 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
392-7 |
383-7 |
353-6 |
|
| R3 |
378-3 |
369-3 |
349-6 |
|
| R2 |
363-7 |
363-7 |
348-3 |
|
| R1 |
354-7 |
354-7 |
347-1 |
359-3 |
| PP |
349-3 |
349-3 |
349-3 |
351-6 |
| S1 |
340-3 |
340-3 |
344-3 |
344-7 |
| S2 |
334-7 |
334-7 |
343-1 |
|
| S3 |
320-3 |
325-7 |
341-6 |
|
| S4 |
305-7 |
311-3 |
337-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
358-4 |
344-0 |
14-4 |
4.2% |
7-2 |
2.1% |
12% |
False |
True |
100,591 |
| 10 |
359-4 |
343-4 |
16-0 |
4.6% |
6-0 |
1.7% |
14% |
False |
False |
102,175 |
| 20 |
376-4 |
343-4 |
33-0 |
9.5% |
6-1 |
1.8% |
7% |
False |
False |
90,769 |
| 40 |
391-0 |
343-4 |
47-4 |
13.7% |
6-1 |
1.8% |
5% |
False |
False |
93,748 |
| 60 |
395-0 |
343-4 |
51-4 |
14.9% |
6-2 |
1.8% |
4% |
False |
False |
76,424 |
| 80 |
435-0 |
343-4 |
91-4 |
26.5% |
6-2 |
1.8% |
2% |
False |
False |
61,090 |
| 100 |
435-0 |
343-4 |
91-4 |
26.5% |
6-5 |
1.9% |
2% |
False |
False |
51,730 |
| 120 |
435-0 |
343-4 |
91-4 |
26.5% |
7-3 |
2.1% |
2% |
False |
False |
44,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
386-0 |
|
2.618 |
373-0 |
|
1.618 |
365-0 |
|
1.000 |
360-0 |
|
0.618 |
357-0 |
|
HIGH |
352-0 |
|
0.618 |
349-0 |
|
0.500 |
348-0 |
|
0.382 |
347-0 |
|
LOW |
344-0 |
|
0.618 |
339-0 |
|
1.000 |
336-0 |
|
1.618 |
331-0 |
|
2.618 |
323-0 |
|
4.250 |
310-0 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
348-0 |
351-2 |
| PP |
347-2 |
349-3 |
| S1 |
346-4 |
347-5 |
|