CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
361-0 |
358-4 |
-2-4 |
-0.7% |
349-0 |
| High |
364-4 |
358-4 |
-6-0 |
-1.6% |
364-4 |
| Low |
359-0 |
347-6 |
-11-2 |
-3.1% |
345-4 |
| Close |
364-0 |
347-6 |
-16-2 |
-4.5% |
364-0 |
| Range |
5-4 |
10-6 |
5-2 |
95.5% |
19-0 |
| ATR |
7-1 |
7-7 |
0-5 |
9.0% |
0-0 |
| Volume |
115,368 |
109,384 |
-5,984 |
-5.2% |
773,882 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
383-5 |
376-3 |
353-5 |
|
| R3 |
372-7 |
365-5 |
350-6 |
|
| R2 |
362-1 |
362-1 |
349-6 |
|
| R1 |
354-7 |
354-7 |
348-6 |
353-1 |
| PP |
351-3 |
351-3 |
351-3 |
350-4 |
| S1 |
344-1 |
344-1 |
346-6 |
342-3 |
| S2 |
340-5 |
340-5 |
345-6 |
|
| S3 |
329-7 |
333-3 |
344-6 |
|
| S4 |
319-1 |
322-5 |
341-7 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
415-0 |
408-4 |
374-4 |
|
| R3 |
396-0 |
389-4 |
369-2 |
|
| R2 |
377-0 |
377-0 |
367-4 |
|
| R1 |
370-4 |
370-4 |
365-6 |
373-6 |
| PP |
358-0 |
358-0 |
358-0 |
359-5 |
| S1 |
351-4 |
351-4 |
362-2 |
354-6 |
| S2 |
339-0 |
339-0 |
360-4 |
|
| S3 |
320-0 |
332-4 |
358-6 |
|
| S4 |
301-0 |
313-4 |
353-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
364-4 |
345-4 |
19-0 |
5.5% |
8-1 |
2.3% |
12% |
False |
False |
154,112 |
| 10 |
364-4 |
344-0 |
20-4 |
5.9% |
7-7 |
2.3% |
18% |
False |
False |
138,563 |
| 20 |
374-6 |
343-4 |
31-2 |
9.0% |
6-6 |
1.9% |
14% |
False |
False |
111,009 |
| 40 |
391-0 |
343-4 |
47-4 |
13.7% |
6-4 |
1.9% |
9% |
False |
False |
105,180 |
| 60 |
391-0 |
343-4 |
47-4 |
13.7% |
6-2 |
1.8% |
9% |
False |
False |
88,053 |
| 80 |
435-0 |
343-4 |
91-4 |
26.3% |
6-2 |
1.8% |
5% |
False |
False |
71,060 |
| 100 |
435-0 |
343-4 |
91-4 |
26.3% |
6-6 |
1.9% |
5% |
False |
False |
60,038 |
| 120 |
435-0 |
343-4 |
91-4 |
26.3% |
7-2 |
2.1% |
5% |
False |
False |
51,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
404-2 |
|
2.618 |
386-5 |
|
1.618 |
375-7 |
|
1.000 |
369-2 |
|
0.618 |
365-1 |
|
HIGH |
358-4 |
|
0.618 |
354-3 |
|
0.500 |
353-1 |
|
0.382 |
351-7 |
|
LOW |
347-6 |
|
0.618 |
341-1 |
|
1.000 |
337-0 |
|
1.618 |
330-3 |
|
2.618 |
319-5 |
|
4.250 |
302-0 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
353-1 |
356-1 |
| PP |
351-3 |
353-3 |
| S1 |
349-4 |
350-4 |
|