CME Pit-Traded Corn Future September 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 |
367-4 |
376-0 |
8-4 |
2.3% |
367-6 |
| High |
372-4 |
382-4 |
10-0 |
2.7% |
379-0 |
| Low |
367-4 |
376-0 |
8-4 |
2.3% |
366-0 |
| Close |
373-4 |
378-6 |
5-2 |
1.4% |
367-6 |
| Range |
5-0 |
6-4 |
1-4 |
30.0% |
13-0 |
| ATR |
5-2 |
5-4 |
0-2 |
5.1% |
0-0 |
| Volume |
24,204 |
33,836 |
9,632 |
39.8% |
85,973 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
398-5 |
395-1 |
382-3 |
|
| R3 |
392-1 |
388-5 |
380-4 |
|
| R2 |
385-5 |
385-5 |
380-0 |
|
| R1 |
382-1 |
382-1 |
379-3 |
383-7 |
| PP |
379-1 |
379-1 |
379-1 |
380-0 |
| S1 |
375-5 |
375-5 |
378-1 |
377-3 |
| S2 |
372-5 |
372-5 |
377-4 |
|
| S3 |
366-1 |
369-1 |
377-0 |
|
| S4 |
359-5 |
362-5 |
375-1 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
409-7 |
401-7 |
374-7 |
|
| R3 |
396-7 |
388-7 |
371-3 |
|
| R2 |
383-7 |
383-7 |
370-1 |
|
| R1 |
375-7 |
375-7 |
369-0 |
374-2 |
| PP |
370-7 |
370-7 |
370-7 |
370-1 |
| S1 |
362-7 |
362-7 |
366-4 |
361-2 |
| S2 |
357-7 |
357-7 |
365-3 |
|
| S3 |
344-7 |
349-7 |
364-1 |
|
| S4 |
331-7 |
336-7 |
360-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
382-4 |
367-2 |
15-2 |
4.0% |
4-6 |
1.3% |
75% |
True |
False |
25,930 |
| 10 |
382-4 |
365-6 |
16-6 |
4.4% |
4-3 |
1.2% |
78% |
True |
False |
19,923 |
| 20 |
395-4 |
365-6 |
29-6 |
7.9% |
4-0 |
1.0% |
44% |
False |
False |
14,429 |
| 40 |
406-4 |
365-6 |
40-6 |
10.8% |
3-3 |
0.9% |
32% |
False |
False |
11,226 |
| 60 |
406-4 |
365-6 |
40-6 |
10.8% |
3-2 |
0.9% |
32% |
False |
False |
9,074 |
| 80 |
445-0 |
365-6 |
79-2 |
20.9% |
3-3 |
0.9% |
16% |
False |
False |
7,552 |
| 100 |
445-0 |
365-6 |
79-2 |
20.9% |
4-0 |
1.0% |
16% |
False |
False |
6,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
410-1 |
|
2.618 |
399-4 |
|
1.618 |
393-0 |
|
1.000 |
389-0 |
|
0.618 |
386-4 |
|
HIGH |
382-4 |
|
0.618 |
380-0 |
|
0.500 |
379-2 |
|
0.382 |
378-4 |
|
LOW |
376-0 |
|
0.618 |
372-0 |
|
1.000 |
369-4 |
|
1.618 |
365-4 |
|
2.618 |
359-0 |
|
4.250 |
348-3 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
379-2 |
377-4 |
| PP |
379-1 |
376-2 |
| S1 |
378-7 |
375-0 |
|