CME Pit-Traded Corn Future July 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 |
356-4 |
366-0 |
9-4 |
2.7% |
357-0 |
| High |
363-4 |
373-4 |
10-0 |
2.8% |
369-2 |
| Low |
356-4 |
365-0 |
8-4 |
2.4% |
355-4 |
| Close |
363-2 |
368-4 |
5-2 |
1.4% |
357-2 |
| Range |
7-0 |
8-4 |
1-4 |
21.4% |
13-6 |
| ATR |
6-5 |
6-7 |
0-2 |
3.9% |
0-0 |
| Volume |
107,739 |
143,749 |
36,010 |
33.4% |
305,754 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
394-4 |
390-0 |
373-1 |
|
| R3 |
386-0 |
381-4 |
370-7 |
|
| R2 |
377-4 |
377-4 |
370-0 |
|
| R1 |
373-0 |
373-0 |
369-2 |
375-2 |
| PP |
369-0 |
369-0 |
369-0 |
370-1 |
| S1 |
364-4 |
364-4 |
367-6 |
366-6 |
| S2 |
360-4 |
360-4 |
367-0 |
|
| S3 |
352-0 |
356-0 |
366-1 |
|
| S4 |
343-4 |
347-4 |
363-7 |
|
|
| 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 |
373-4 |
355-4 |
18-0 |
4.9% |
6-5 |
1.8% |
72% |
True |
False |
103,348 |
| 10 |
373-4 |
355-0 |
18-4 |
5.0% |
6-2 |
1.7% |
73% |
True |
False |
75,049 |
| 20 |
387-4 |
355-0 |
32-4 |
8.8% |
6-2 |
1.7% |
42% |
False |
False |
51,060 |
| 40 |
401-4 |
355-0 |
46-4 |
12.6% |
5-7 |
1.6% |
29% |
False |
False |
39,670 |
| 60 |
401-4 |
355-0 |
46-4 |
12.6% |
5-5 |
1.5% |
29% |
False |
False |
35,659 |
| 80 |
443-0 |
355-0 |
88-0 |
23.9% |
5-6 |
1.6% |
15% |
False |
False |
31,072 |
| 100 |
443-0 |
355-0 |
88-0 |
23.9% |
6-3 |
1.7% |
15% |
False |
False |
27,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
409-5 |
|
2.618 |
395-6 |
|
1.618 |
387-2 |
|
1.000 |
382-0 |
|
0.618 |
378-6 |
|
HIGH |
373-4 |
|
0.618 |
370-2 |
|
0.500 |
369-2 |
|
0.382 |
368-2 |
|
LOW |
365-0 |
|
0.618 |
359-6 |
|
1.000 |
356-4 |
|
1.618 |
351-2 |
|
2.618 |
342-6 |
|
4.250 |
328-7 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
369-2 |
367-3 |
| PP |
369-0 |
366-1 |
| S1 |
368-6 |
365-0 |
|