CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
349-0 |
346-0 |
-3-0 |
-0.9% |
345-0 |
| High |
350-4 |
353-4 |
3-0 |
0.9% |
358-4 |
| Low |
345-6 |
345-4 |
-0-2 |
-0.1% |
344-0 |
| Close |
348-2 |
352-4 |
4-2 |
1.2% |
345-6 |
| Range |
4-6 |
8-0 |
3-2 |
68.4% |
14-4 |
| ATR |
7-0 |
7-0 |
0-1 |
1.1% |
0-0 |
| Volume |
112,702 |
138,115 |
25,413 |
22.5% |
502,956 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
374-4 |
371-4 |
356-7 |
|
| R3 |
366-4 |
363-4 |
354-6 |
|
| R2 |
358-4 |
358-4 |
354-0 |
|
| R1 |
355-4 |
355-4 |
353-2 |
357-0 |
| PP |
350-4 |
350-4 |
350-4 |
351-2 |
| S1 |
347-4 |
347-4 |
351-6 |
349-0 |
| S2 |
342-4 |
342-4 |
351-0 |
|
| S3 |
334-4 |
339-4 |
350-2 |
|
| S4 |
326-4 |
331-4 |
348-1 |
|
|
| 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 |
4.1% |
8-4 |
2.4% |
59% |
False |
False |
134,750 |
| 10 |
358-4 |
343-4 |
15-0 |
4.3% |
6-5 |
1.9% |
60% |
False |
False |
110,339 |
| 20 |
376-4 |
343-4 |
33-0 |
9.4% |
6-3 |
1.8% |
27% |
False |
False |
95,370 |
| 40 |
391-0 |
343-4 |
47-4 |
13.5% |
6-2 |
1.8% |
19% |
False |
False |
95,583 |
| 60 |
391-0 |
343-4 |
47-4 |
13.5% |
6-1 |
1.7% |
19% |
False |
False |
79,405 |
| 80 |
435-0 |
343-4 |
91-4 |
26.0% |
6-2 |
1.8% |
10% |
False |
False |
63,839 |
| 100 |
435-0 |
343-4 |
91-4 |
26.0% |
6-5 |
1.9% |
10% |
False |
False |
54,034 |
| 120 |
435-0 |
343-4 |
91-4 |
26.0% |
7-3 |
2.1% |
10% |
False |
False |
46,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
387-4 |
|
2.618 |
374-4 |
|
1.618 |
366-4 |
|
1.000 |
361-4 |
|
0.618 |
358-4 |
|
HIGH |
353-4 |
|
0.618 |
350-4 |
|
0.500 |
349-4 |
|
0.382 |
348-4 |
|
LOW |
345-4 |
|
0.618 |
340-4 |
|
1.000 |
337-4 |
|
1.618 |
332-4 |
|
2.618 |
324-4 |
|
4.250 |
311-4 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
351-4 |
351-2 |
| PP |
350-4 |
350-0 |
| S1 |
349-4 |
348-6 |
|