CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
381-2 |
376-6 |
-4-4 |
-1.2% |
370-6 |
| High |
384-2 |
376-6 |
-7-4 |
-2.0% |
384-2 |
| Low |
379-4 |
367-2 |
-12-2 |
-3.2% |
367-4 |
| Close |
384-0 |
367-2 |
-16-6 |
-4.4% |
384-0 |
| Range |
4-6 |
9-4 |
4-6 |
100.0% |
16-6 |
| ATR |
5-5 |
6-3 |
0-6 |
14.3% |
0-0 |
| Volume |
23,333 |
22,219 |
-1,114 |
-4.8% |
134,186 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
398-7 |
392-5 |
372-4 |
|
| R3 |
389-3 |
383-1 |
369-7 |
|
| R2 |
379-7 |
379-7 |
369-0 |
|
| R1 |
373-5 |
373-5 |
368-1 |
372-0 |
| PP |
370-3 |
370-3 |
370-3 |
369-5 |
| S1 |
364-1 |
364-1 |
366-3 |
362-4 |
| S2 |
360-7 |
360-7 |
365-4 |
|
| S3 |
351-3 |
354-5 |
364-5 |
|
| S4 |
341-7 |
345-1 |
362-0 |
|
|
| 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 |
367-2 |
17-0 |
4.6% |
6-4 |
1.8% |
0% |
False |
True |
27,057 |
| 10 |
384-2 |
366-0 |
18-2 |
5.0% |
6-1 |
1.7% |
7% |
False |
False |
23,354 |
| 20 |
393-4 |
365-6 |
27-6 |
7.6% |
4-4 |
1.2% |
5% |
False |
False |
16,502 |
| 40 |
406-4 |
365-6 |
40-6 |
11.1% |
3-5 |
1.0% |
4% |
False |
False |
12,886 |
| 60 |
406-4 |
365-6 |
40-6 |
11.1% |
3-4 |
0.9% |
4% |
False |
False |
10,123 |
| 80 |
445-0 |
365-6 |
79-2 |
21.6% |
3-4 |
1.0% |
2% |
False |
False |
8,457 |
| 100 |
445-0 |
365-6 |
79-2 |
21.6% |
4-0 |
1.1% |
2% |
False |
False |
7,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
417-1 |
|
2.618 |
401-5 |
|
1.618 |
392-1 |
|
1.000 |
386-2 |
|
0.618 |
382-5 |
|
HIGH |
376-6 |
|
0.618 |
373-1 |
|
0.500 |
372-0 |
|
0.382 |
370-7 |
|
LOW |
367-2 |
|
0.618 |
361-3 |
|
1.000 |
357-6 |
|
1.618 |
351-7 |
|
2.618 |
342-3 |
|
4.250 |
326-7 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
372-0 |
375-6 |
| PP |
370-3 |
372-7 |
| S1 |
368-7 |
370-1 |
|