CME Pit-Traded Corn Future July 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
360-4 |
369-0 |
8-4 |
2.4% |
367-4 |
| High |
367-4 |
377-4 |
10-0 |
2.7% |
372-6 |
| Low |
359-4 |
368-2 |
8-6 |
2.4% |
357-0 |
| Close |
364-0 |
369-0 |
5-0 |
1.4% |
361-0 |
| Range |
8-0 |
9-2 |
1-2 |
15.6% |
15-6 |
| ATR |
8-1 |
8-4 |
0-3 |
4.7% |
0-0 |
| Volume |
155,258 |
205,904 |
50,646 |
32.6% |
627,848 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
399-3 |
393-3 |
374-1 |
|
| R3 |
390-1 |
384-1 |
371-4 |
|
| R2 |
380-7 |
380-7 |
370-6 |
|
| R1 |
374-7 |
374-7 |
369-7 |
373-5 |
| PP |
371-5 |
371-5 |
371-5 |
371-0 |
| S1 |
365-5 |
365-5 |
368-1 |
364-3 |
| S2 |
362-3 |
362-3 |
367-2 |
|
| S3 |
353-1 |
356-3 |
366-4 |
|
| S4 |
343-7 |
347-1 |
363-7 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
410-7 |
401-5 |
369-5 |
|
| R3 |
395-1 |
385-7 |
365-3 |
|
| R2 |
379-3 |
379-3 |
363-7 |
|
| R1 |
370-1 |
370-1 |
362-4 |
366-7 |
| PP |
363-5 |
363-5 |
363-5 |
362-0 |
| S1 |
354-3 |
354-3 |
359-4 |
351-1 |
| S2 |
347-7 |
347-7 |
358-1 |
|
| S3 |
332-1 |
338-5 |
356-5 |
|
| S4 |
316-3 |
322-7 |
352-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
377-4 |
352-0 |
25-4 |
6.9% |
8-1 |
2.2% |
67% |
True |
False |
155,779 |
| 10 |
377-4 |
352-0 |
25-4 |
6.9% |
7-6 |
2.1% |
67% |
True |
False |
135,484 |
| 20 |
377-4 |
352-0 |
25-4 |
6.9% |
7-0 |
1.9% |
67% |
True |
False |
109,469 |
| 40 |
398-0 |
352-0 |
46-0 |
12.5% |
6-2 |
1.7% |
37% |
False |
False |
69,771 |
| 60 |
401-4 |
352-0 |
49-4 |
13.4% |
6-1 |
1.7% |
34% |
False |
False |
56,994 |
| 80 |
442-4 |
352-0 |
90-4 |
24.5% |
6-0 |
1.6% |
19% |
False |
False |
48,619 |
| 100 |
443-0 |
352-0 |
91-0 |
24.7% |
6-2 |
1.7% |
19% |
False |
False |
41,009 |
| 120 |
443-0 |
352-0 |
91-0 |
24.7% |
6-5 |
1.8% |
19% |
False |
False |
36,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
416-6 |
|
2.618 |
401-6 |
|
1.618 |
392-4 |
|
1.000 |
386-6 |
|
0.618 |
383-2 |
|
HIGH |
377-4 |
|
0.618 |
374-0 |
|
0.500 |
372-7 |
|
0.382 |
371-6 |
|
LOW |
368-2 |
|
0.618 |
362-4 |
|
1.000 |
359-0 |
|
1.618 |
353-2 |
|
2.618 |
344-0 |
|
4.250 |
329-0 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
372-7 |
367-5 |
| PP |
371-5 |
366-1 |
| S1 |
370-2 |
364-6 |
|