CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
363-0 |
366-6 |
3-6 |
1.0% |
376-6 |
High |
366-0 |
366-6 |
0-6 |
0.2% |
378-4 |
Low |
361-4 |
362-0 |
0-4 |
0.1% |
361-4 |
Close |
365-2 |
364-2 |
-1-0 |
-0.3% |
364-2 |
Range |
4-4 |
4-6 |
0-2 |
5.6% |
17-0 |
ATR |
7-4 |
7-3 |
-0-2 |
-2.6% |
0-0 |
Volume |
150,357 |
87,475 |
-62,882 |
-41.8% |
503,744 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
378-5 |
376-1 |
366-7 |
|
R3 |
373-7 |
371-3 |
365-4 |
|
R2 |
369-1 |
369-1 |
365-1 |
|
R1 |
366-5 |
366-5 |
364-5 |
365-4 |
PP |
364-3 |
364-3 |
364-3 |
363-6 |
S1 |
361-7 |
361-7 |
363-7 |
360-6 |
S2 |
359-5 |
359-5 |
363-3 |
|
S3 |
354-7 |
357-1 |
363-0 |
|
S4 |
350-1 |
352-3 |
361-5 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
419-1 |
408-5 |
373-5 |
|
R3 |
402-1 |
391-5 |
368-7 |
|
R2 |
385-1 |
385-1 |
367-3 |
|
R1 |
374-5 |
374-5 |
365-6 |
371-3 |
PP |
368-1 |
368-1 |
368-1 |
366-4 |
S1 |
357-5 |
357-5 |
362-6 |
354-3 |
S2 |
351-1 |
351-1 |
361-1 |
|
S3 |
334-1 |
340-5 |
359-5 |
|
S4 |
317-1 |
323-5 |
354-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
378-4 |
361-4 |
17-0 |
4.7% |
5-2 |
1.5% |
16% |
False |
False |
100,748 |
10 |
391-0 |
361-4 |
29-4 |
8.1% |
6-5 |
1.8% |
9% |
False |
False |
102,757 |
20 |
391-0 |
361-4 |
29-4 |
8.1% |
6-1 |
1.7% |
9% |
False |
False |
96,140 |
40 |
393-0 |
359-0 |
34-0 |
9.3% |
6-1 |
1.7% |
15% |
False |
False |
70,773 |
60 |
435-0 |
359-0 |
76-0 |
20.9% |
6-2 |
1.7% |
7% |
False |
False |
52,338 |
80 |
435-0 |
359-0 |
76-0 |
20.9% |
6-6 |
1.9% |
7% |
False |
False |
42,905 |
100 |
435-0 |
359-0 |
76-0 |
20.9% |
7-5 |
2.1% |
7% |
False |
False |
36,165 |
120 |
435-0 |
333-4 |
101-4 |
27.9% |
7-5 |
2.1% |
30% |
False |
False |
31,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
387-0 |
2.618 |
379-1 |
1.618 |
374-3 |
1.000 |
371-4 |
0.618 |
369-5 |
HIGH |
366-6 |
0.618 |
364-7 |
0.500 |
364-3 |
0.382 |
363-7 |
LOW |
362-0 |
0.618 |
359-1 |
1.000 |
357-2 |
1.618 |
354-3 |
2.618 |
349-5 |
4.250 |
341-6 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
364-3 |
366-0 |
PP |
364-3 |
365-3 |
S1 |
364-2 |
364-7 |
|