CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 23-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
376-0 |
377-4 |
1-4 |
0.4% |
376-6 |
| High |
379-6 |
377-4 |
-2-2 |
-0.6% |
380-0 |
| Low |
375-2 |
368-2 |
-7-0 |
-1.9% |
367-2 |
| Close |
379-6 |
369-4 |
-10-2 |
-2.7% |
369-4 |
| Range |
4-4 |
9-2 |
4-6 |
105.6% |
12-6 |
| ATR |
6-2 |
6-5 |
0-3 |
6.0% |
0-0 |
| Volume |
28,385 |
41,484 |
13,099 |
46.1% |
130,519 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
399-4 |
393-6 |
374-5 |
|
| R3 |
390-2 |
384-4 |
372-0 |
|
| R2 |
381-0 |
381-0 |
371-2 |
|
| R1 |
375-2 |
375-2 |
370-3 |
373-4 |
| PP |
371-6 |
371-6 |
371-6 |
370-7 |
| S1 |
366-0 |
366-0 |
368-5 |
364-2 |
| S2 |
362-4 |
362-4 |
367-6 |
|
| S3 |
353-2 |
356-6 |
367-0 |
|
| S4 |
344-0 |
347-4 |
364-3 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
410-4 |
402-6 |
376-4 |
|
| R3 |
397-6 |
390-0 |
373-0 |
|
| R2 |
385-0 |
385-0 |
371-7 |
|
| R1 |
377-2 |
377-2 |
370-5 |
374-6 |
| PP |
372-2 |
372-2 |
372-2 |
371-0 |
| S1 |
364-4 |
364-4 |
368-3 |
362-0 |
| S2 |
359-4 |
359-4 |
367-1 |
|
| S3 |
346-6 |
351-6 |
366-0 |
|
| S4 |
334-0 |
339-0 |
362-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
380-0 |
367-2 |
12-6 |
3.5% |
6-7 |
1.9% |
18% |
False |
False |
26,103 |
| 10 |
384-2 |
367-2 |
17-0 |
4.6% |
6-0 |
1.6% |
13% |
False |
False |
26,470 |
| 20 |
384-2 |
365-6 |
18-4 |
5.0% |
5-0 |
1.3% |
20% |
False |
False |
20,660 |
| 40 |
406-4 |
365-6 |
40-6 |
11.0% |
4-0 |
1.1% |
9% |
False |
False |
15,091 |
| 60 |
406-4 |
365-6 |
40-6 |
11.0% |
3-6 |
1.0% |
9% |
False |
False |
11,694 |
| 80 |
445-0 |
365-6 |
79-2 |
21.4% |
3-5 |
1.0% |
5% |
False |
False |
9,772 |
| 100 |
445-0 |
365-6 |
79-2 |
21.4% |
4-0 |
1.1% |
5% |
False |
False |
8,195 |
| 120 |
445-0 |
365-6 |
79-2 |
21.4% |
4-4 |
1.2% |
5% |
False |
False |
7,194 |
|
|
|
| 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 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
372-7 |
374-1 |
| PP |
371-6 |
372-5 |
| S1 |
370-5 |
371-0 |
|