CME Pit-Traded Corn Future July 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 |
360-2 |
356-4 |
-3-6 |
-1.0% |
357-0 |
High |
361-0 |
363-4 |
2-4 |
0.7% |
369-2 |
Low |
357-0 |
356-4 |
-0-4 |
-0.1% |
355-4 |
Close |
359-4 |
363-2 |
3-6 |
1.0% |
357-2 |
Range |
4-0 |
7-0 |
3-0 |
75.0% |
13-6 |
ATR |
6-5 |
6-5 |
0-0 |
0.4% |
0-0 |
Volume |
62,167 |
107,739 |
45,572 |
73.3% |
305,754 |
|
Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
382-1 |
379-5 |
367-1 |
|
R3 |
375-1 |
372-5 |
365-1 |
|
R2 |
368-1 |
368-1 |
364-4 |
|
R1 |
365-5 |
365-5 |
363-7 |
366-7 |
PP |
361-1 |
361-1 |
361-1 |
361-6 |
S1 |
358-5 |
358-5 |
362-5 |
359-7 |
S2 |
354-1 |
354-1 |
362-0 |
|
S3 |
347-1 |
351-5 |
361-3 |
|
S4 |
340-1 |
344-5 |
359-3 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
401-7 |
393-3 |
364-6 |
|
R3 |
388-1 |
379-5 |
361-0 |
|
R2 |
374-3 |
374-3 |
359-6 |
|
R1 |
365-7 |
365-7 |
358-4 |
370-1 |
PP |
360-5 |
360-5 |
360-5 |
362-6 |
S1 |
352-1 |
352-1 |
356-0 |
356-3 |
S2 |
346-7 |
346-7 |
354-6 |
|
S3 |
333-1 |
338-3 |
353-4 |
|
S4 |
319-3 |
324-5 |
349-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
369-2 |
355-4 |
13-6 |
3.8% |
7-6 |
2.1% |
56% |
False |
False |
84,479 |
10 |
369-4 |
355-0 |
14-4 |
4.0% |
6-0 |
1.7% |
57% |
False |
False |
65,022 |
20 |
387-4 |
355-0 |
32-4 |
8.9% |
6-0 |
1.6% |
25% |
False |
False |
45,113 |
40 |
401-4 |
355-0 |
46-4 |
12.8% |
5-5 |
1.6% |
18% |
False |
False |
36,726 |
60 |
401-4 |
355-0 |
46-4 |
12.8% |
5-5 |
1.5% |
18% |
False |
False |
33,692 |
80 |
443-0 |
355-0 |
88-0 |
24.2% |
5-6 |
1.6% |
9% |
False |
False |
29,409 |
100 |
443-0 |
355-0 |
88-0 |
24.2% |
6-3 |
1.7% |
9% |
False |
False |
26,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
393-2 |
2.618 |
381-7 |
1.618 |
374-7 |
1.000 |
370-4 |
0.618 |
367-7 |
HIGH |
363-4 |
0.618 |
360-7 |
0.500 |
360-0 |
0.382 |
359-1 |
LOW |
356-4 |
0.618 |
352-1 |
1.000 |
349-4 |
1.618 |
345-1 |
2.618 |
338-1 |
4.250 |
326-6 |
|
|
Fisher Pivots for day following 13-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
362-1 |
362-0 |
PP |
361-1 |
360-6 |
S1 |
360-0 |
359-4 |
|