CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
365-0 |
363-0 |
-2-0 |
-0.5% |
389-0 |
High |
370-4 |
366-0 |
-4-4 |
-1.2% |
391-0 |
Low |
362-4 |
361-4 |
-1-0 |
-0.3% |
375-0 |
Close |
365-4 |
365-2 |
-0-2 |
-0.1% |
375-4 |
Range |
8-0 |
4-4 |
-3-4 |
-43.8% |
16-0 |
ATR |
7-6 |
7-4 |
-0-2 |
-3.0% |
0-0 |
Volume |
95,705 |
150,357 |
54,652 |
57.1% |
523,829 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
377-6 |
376-0 |
367-6 |
|
R3 |
373-2 |
371-4 |
366-4 |
|
R2 |
368-6 |
368-6 |
366-1 |
|
R1 |
367-0 |
367-0 |
365-5 |
367-7 |
PP |
364-2 |
364-2 |
364-2 |
364-6 |
S1 |
362-4 |
362-4 |
364-7 |
363-3 |
S2 |
359-6 |
359-6 |
364-3 |
|
S3 |
355-2 |
358-0 |
364-0 |
|
S4 |
350-6 |
353-4 |
362-6 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428-4 |
418-0 |
384-2 |
|
R3 |
412-4 |
402-0 |
379-7 |
|
R2 |
396-4 |
396-4 |
378-3 |
|
R1 |
386-0 |
386-0 |
377-0 |
383-2 |
PP |
380-4 |
380-4 |
380-4 |
379-1 |
S1 |
370-0 |
370-0 |
374-0 |
367-2 |
S2 |
364-4 |
364-4 |
372-5 |
|
S3 |
348-4 |
354-0 |
371-1 |
|
S4 |
332-4 |
338-0 |
366-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
387-4 |
361-4 |
26-0 |
7.1% |
6-7 |
1.9% |
14% |
False |
True |
100,350 |
10 |
391-0 |
361-4 |
29-4 |
8.1% |
6-4 |
1.8% |
13% |
False |
True |
105,723 |
20 |
391-0 |
361-4 |
29-4 |
8.1% |
6-1 |
1.7% |
13% |
False |
True |
96,727 |
40 |
395-0 |
359-0 |
36-0 |
9.9% |
6-3 |
1.7% |
17% |
False |
False |
69,251 |
60 |
435-0 |
359-0 |
76-0 |
20.8% |
6-3 |
1.7% |
8% |
False |
False |
51,197 |
80 |
435-0 |
359-0 |
76-0 |
20.8% |
6-7 |
1.9% |
8% |
False |
False |
41,970 |
100 |
435-0 |
359-0 |
76-0 |
20.8% |
7-5 |
2.1% |
8% |
False |
False |
35,337 |
120 |
435-0 |
333-4 |
101-4 |
27.8% |
7-5 |
2.1% |
31% |
False |
False |
30,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
385-1 |
2.618 |
377-6 |
1.618 |
373-2 |
1.000 |
370-4 |
0.618 |
368-6 |
HIGH |
366-0 |
0.618 |
364-2 |
0.500 |
363-6 |
0.382 |
363-2 |
LOW |
361-4 |
0.618 |
358-6 |
1.000 |
357-0 |
1.618 |
354-2 |
2.618 |
349-6 |
4.250 |
342-3 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
364-6 |
366-6 |
PP |
364-2 |
366-2 |
S1 |
363-6 |
365-6 |
|