CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
355-4 |
356-4 |
1-0 |
0.3% |
345-0 |
| High |
363-0 |
363-6 |
0-6 |
0.2% |
358-4 |
| Low |
354-2 |
356-2 |
2-0 |
0.6% |
344-0 |
| Close |
358-0 |
363-2 |
5-2 |
1.5% |
345-6 |
| Range |
8-6 |
7-4 |
-1-2 |
-14.3% |
14-4 |
| ATR |
7-2 |
7-2 |
0-0 |
0.2% |
0-0 |
| Volume |
183,842 |
223,855 |
40,013 |
21.8% |
502,956 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
383-5 |
380-7 |
367-3 |
|
| R3 |
376-1 |
373-3 |
365-2 |
|
| R2 |
368-5 |
368-5 |
364-5 |
|
| R1 |
365-7 |
365-7 |
364-0 |
367-2 |
| PP |
361-1 |
361-1 |
361-1 |
361-6 |
| S1 |
358-3 |
358-3 |
362-4 |
359-6 |
| S2 |
353-5 |
353-5 |
361-7 |
|
| S3 |
346-1 |
350-7 |
361-2 |
|
| S4 |
338-5 |
343-3 |
359-1 |
|
|
| 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 |
363-6 |
344-0 |
19-6 |
5.4% |
7-3 |
2.0% |
97% |
True |
False |
161,069 |
| 10 |
363-6 |
343-4 |
20-2 |
5.6% |
6-7 |
1.9% |
98% |
True |
False |
128,773 |
| 20 |
376-4 |
343-4 |
33-0 |
9.1% |
6-4 |
1.8% |
60% |
False |
False |
108,274 |
| 40 |
391-0 |
343-4 |
47-4 |
13.1% |
6-3 |
1.7% |
42% |
False |
False |
102,698 |
| 60 |
391-0 |
343-4 |
47-4 |
13.1% |
6-1 |
1.7% |
42% |
False |
False |
85,147 |
| 80 |
435-0 |
343-4 |
91-4 |
25.2% |
6-2 |
1.7% |
22% |
False |
False |
68,547 |
| 100 |
435-0 |
343-4 |
91-4 |
25.2% |
6-5 |
1.8% |
22% |
False |
False |
57,965 |
| 120 |
435-0 |
343-4 |
91-4 |
25.2% |
7-2 |
2.0% |
22% |
False |
False |
49,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
395-5 |
|
2.618 |
383-3 |
|
1.618 |
375-7 |
|
1.000 |
371-2 |
|
0.618 |
368-3 |
|
HIGH |
363-6 |
|
0.618 |
360-7 |
|
0.500 |
360-0 |
|
0.382 |
359-1 |
|
LOW |
356-2 |
|
0.618 |
351-5 |
|
1.000 |
348-6 |
|
1.618 |
344-1 |
|
2.618 |
336-5 |
|
4.250 |
324-3 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
362-1 |
360-3 |
| PP |
361-1 |
357-4 |
| S1 |
360-0 |
354-5 |
|