CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
346-0 |
355-4 |
9-4 |
2.7% |
345-0 |
| High |
353-4 |
363-0 |
9-4 |
2.7% |
358-4 |
| Low |
345-4 |
354-2 |
8-6 |
2.5% |
344-0 |
| Close |
352-4 |
358-0 |
5-4 |
1.6% |
345-6 |
| Range |
8-0 |
8-6 |
0-6 |
9.4% |
14-4 |
| ATR |
7-0 |
7-2 |
0-2 |
3.5% |
0-0 |
| Volume |
138,115 |
183,842 |
45,727 |
33.1% |
502,956 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
384-5 |
380-1 |
362-6 |
|
| R3 |
375-7 |
371-3 |
360-3 |
|
| R2 |
367-1 |
367-1 |
359-5 |
|
| R1 |
362-5 |
362-5 |
358-6 |
364-7 |
| PP |
358-3 |
358-3 |
358-3 |
359-4 |
| S1 |
353-7 |
353-7 |
357-2 |
356-1 |
| S2 |
349-5 |
349-5 |
356-3 |
|
| S3 |
340-7 |
345-1 |
355-5 |
|
| S4 |
332-1 |
336-3 |
353-2 |
|
|
| 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 |
363-0 |
344-0 |
19-0 |
5.3% |
7-2 |
2.0% |
74% |
True |
False |
153,534 |
| 10 |
363-0 |
343-4 |
19-4 |
5.4% |
6-6 |
1.9% |
74% |
True |
False |
119,817 |
| 20 |
376-4 |
343-4 |
33-0 |
9.2% |
6-4 |
1.8% |
44% |
False |
False |
100,853 |
| 40 |
391-0 |
343-4 |
47-4 |
13.3% |
6-2 |
1.8% |
31% |
False |
False |
99,032 |
| 60 |
391-0 |
343-4 |
47-4 |
13.3% |
6-1 |
1.7% |
31% |
False |
False |
81,779 |
| 80 |
435-0 |
343-4 |
91-4 |
25.6% |
6-2 |
1.8% |
16% |
False |
False |
65,926 |
| 100 |
435-0 |
343-4 |
91-4 |
25.6% |
6-6 |
1.9% |
16% |
False |
False |
55,815 |
| 120 |
435-0 |
343-4 |
91-4 |
25.6% |
7-3 |
2.1% |
16% |
False |
False |
48,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
400-2 |
|
2.618 |
385-7 |
|
1.618 |
377-1 |
|
1.000 |
371-6 |
|
0.618 |
368-3 |
|
HIGH |
363-0 |
|
0.618 |
359-5 |
|
0.500 |
358-5 |
|
0.382 |
357-5 |
|
LOW |
354-2 |
|
0.618 |
348-7 |
|
1.000 |
345-4 |
|
1.618 |
340-1 |
|
2.618 |
331-3 |
|
4.250 |
317-0 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
358-5 |
356-6 |
| PP |
358-3 |
355-4 |
| S1 |
358-2 |
354-2 |
|