CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
356-0 |
358-0 |
2-0 |
0.6% |
349-0 |
| High |
362-4 |
362-6 |
0-2 |
0.1% |
364-4 |
| Low |
356-0 |
356-2 |
0-2 |
0.1% |
345-4 |
| Close |
359-2 |
362-2 |
3-0 |
0.8% |
364-0 |
| Range |
6-4 |
6-4 |
0-0 |
0.0% |
19-0 |
| ATR |
7-7 |
7-6 |
-0-1 |
-1.2% |
0-0 |
| Volume |
96,888 |
104,079 |
7,191 |
7.4% |
773,882 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
379-7 |
377-5 |
365-7 |
|
| R3 |
373-3 |
371-1 |
364-0 |
|
| R2 |
366-7 |
366-7 |
363-4 |
|
| R1 |
364-5 |
364-5 |
362-7 |
365-6 |
| PP |
360-3 |
360-3 |
360-3 |
361-0 |
| S1 |
358-1 |
358-1 |
361-5 |
359-2 |
| S2 |
353-7 |
353-7 |
361-0 |
|
| S3 |
347-3 |
351-5 |
360-4 |
|
| S4 |
340-7 |
345-1 |
358-5 |
|
|
| 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 |
347-6 |
16-6 |
4.6% |
7-2 |
2.0% |
87% |
False |
False |
106,730 |
| 10 |
364-4 |
344-0 |
20-4 |
5.7% |
7-3 |
2.0% |
89% |
False |
False |
133,899 |
| 20 |
364-6 |
343-4 |
21-2 |
5.9% |
6-6 |
1.9% |
88% |
False |
False |
114,586 |
| 40 |
391-0 |
343-4 |
47-4 |
13.1% |
6-3 |
1.8% |
39% |
False |
False |
104,343 |
| 60 |
391-0 |
343-4 |
47-4 |
13.1% |
6-2 |
1.7% |
39% |
False |
False |
91,846 |
| 80 |
435-0 |
343-4 |
91-4 |
25.3% |
6-3 |
1.7% |
20% |
False |
False |
74,532 |
| 100 |
435-0 |
343-4 |
91-4 |
25.3% |
6-5 |
1.8% |
20% |
False |
False |
62,734 |
| 120 |
435-0 |
343-4 |
91-4 |
25.3% |
7-2 |
2.0% |
20% |
False |
False |
54,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
390-3 |
|
2.618 |
379-6 |
|
1.618 |
373-2 |
|
1.000 |
369-2 |
|
0.618 |
366-6 |
|
HIGH |
362-6 |
|
0.618 |
360-2 |
|
0.500 |
359-4 |
|
0.382 |
358-6 |
|
LOW |
356-2 |
|
0.618 |
352-2 |
|
1.000 |
349-6 |
|
1.618 |
345-6 |
|
2.618 |
339-2 |
|
4.250 |
328-5 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
361-3 |
360-2 |
| PP |
360-3 |
358-1 |
| S1 |
359-4 |
356-1 |
|