CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 16-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
377-0 |
381-2 |
4-2 |
1.1% |
370-6 |
High |
384-0 |
384-2 |
0-2 |
0.1% |
384-2 |
Low |
377-0 |
379-4 |
2-4 |
0.7% |
367-4 |
Close |
384-2 |
384-0 |
-0-2 |
-0.1% |
384-0 |
Range |
7-0 |
4-6 |
-2-2 |
-32.1% |
16-6 |
ATR |
5-5 |
5-5 |
-0-1 |
-1.1% |
0-0 |
Volume |
31,696 |
23,333 |
-8,363 |
-26.4% |
134,186 |
|
Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396-7 |
395-1 |
386-5 |
|
R3 |
392-1 |
390-3 |
385-2 |
|
R2 |
387-3 |
387-3 |
384-7 |
|
R1 |
385-5 |
385-5 |
384-3 |
386-4 |
PP |
382-5 |
382-5 |
382-5 |
383-0 |
S1 |
380-7 |
380-7 |
383-5 |
381-6 |
S2 |
377-7 |
377-7 |
383-1 |
|
S3 |
373-1 |
376-1 |
382-6 |
|
S4 |
368-3 |
371-3 |
381-3 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428-7 |
423-1 |
393-2 |
|
R3 |
412-1 |
406-3 |
388-5 |
|
R2 |
395-3 |
395-3 |
387-1 |
|
R1 |
389-5 |
389-5 |
385-4 |
392-4 |
PP |
378-5 |
378-5 |
378-5 |
380-0 |
S1 |
372-7 |
372-7 |
382-4 |
375-6 |
S2 |
361-7 |
361-7 |
380-7 |
|
S3 |
345-1 |
356-1 |
379-3 |
|
S4 |
328-3 |
339-3 |
374-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
384-2 |
367-4 |
16-6 |
4.4% |
5-1 |
1.3% |
99% |
True |
False |
26,837 |
10 |
384-2 |
366-0 |
18-2 |
4.8% |
5-2 |
1.4% |
99% |
True |
False |
22,015 |
20 |
394-0 |
365-6 |
28-2 |
7.4% |
4-1 |
1.1% |
65% |
False |
False |
16,036 |
40 |
406-4 |
365-6 |
40-6 |
10.6% |
3-4 |
0.9% |
45% |
False |
False |
12,456 |
60 |
406-4 |
365-6 |
40-6 |
10.6% |
3-2 |
0.9% |
45% |
False |
False |
9,823 |
80 |
445-0 |
365-6 |
79-2 |
20.6% |
3-4 |
0.9% |
23% |
False |
False |
8,212 |
100 |
445-0 |
365-6 |
79-2 |
20.6% |
3-7 |
1.0% |
23% |
False |
False |
7,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
404-4 |
2.618 |
396-5 |
1.618 |
391-7 |
1.000 |
389-0 |
0.618 |
387-1 |
HIGH |
384-2 |
0.618 |
382-3 |
0.500 |
381-7 |
0.382 |
381-3 |
LOW |
379-4 |
0.618 |
376-5 |
1.000 |
374-6 |
1.618 |
371-7 |
2.618 |
367-1 |
4.250 |
359-2 |
|
|
Fisher Pivots for day following 16-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
383-2 |
382-6 |
PP |
382-5 |
381-3 |
S1 |
381-7 |
380-1 |
|