CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
366-6 |
362-6 |
-4-0 |
-1.1% |
376-6 |
High |
366-6 |
365-4 |
-1-2 |
-0.3% |
378-4 |
Low |
362-0 |
362-2 |
0-2 |
0.1% |
361-4 |
Close |
364-2 |
363-2 |
-1-0 |
-0.3% |
364-2 |
Range |
4-6 |
3-2 |
-1-4 |
-31.6% |
17-0 |
ATR |
7-3 |
7-0 |
-0-2 |
-4.0% |
0-0 |
Volume |
87,475 |
71,322 |
-16,153 |
-18.5% |
503,744 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
373-3 |
371-5 |
365-0 |
|
R3 |
370-1 |
368-3 |
364-1 |
|
R2 |
366-7 |
366-7 |
363-7 |
|
R1 |
365-1 |
365-1 |
363-4 |
366-0 |
PP |
363-5 |
363-5 |
363-5 |
364-1 |
S1 |
361-7 |
361-7 |
363-0 |
362-6 |
S2 |
360-3 |
360-3 |
362-5 |
|
S3 |
357-1 |
358-5 |
362-3 |
|
S4 |
353-7 |
355-3 |
361-4 |
|
|
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 |
372-0 |
361-4 |
10-4 |
2.9% |
4-6 |
1.3% |
17% |
False |
False |
96,002 |
10 |
388-6 |
361-4 |
27-2 |
7.5% |
6-0 |
1.6% |
6% |
False |
False |
97,484 |
20 |
391-0 |
361-4 |
29-4 |
8.1% |
6-0 |
1.7% |
6% |
False |
False |
95,797 |
40 |
391-0 |
359-0 |
32-0 |
8.8% |
6-0 |
1.7% |
13% |
False |
False |
71,423 |
60 |
435-0 |
359-0 |
76-0 |
20.9% |
6-2 |
1.7% |
6% |
False |
False |
53,329 |
80 |
435-0 |
359-0 |
76-0 |
20.9% |
6-6 |
1.9% |
6% |
False |
False |
43,700 |
100 |
435-0 |
359-0 |
76-0 |
20.9% |
7-4 |
2.1% |
6% |
False |
False |
36,852 |
120 |
435-0 |
340-0 |
95-0 |
26.2% |
7-5 |
2.1% |
24% |
False |
False |
31,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
379-2 |
2.618 |
374-0 |
1.618 |
370-6 |
1.000 |
368-6 |
0.618 |
367-4 |
HIGH |
365-4 |
0.618 |
364-2 |
0.500 |
363-7 |
0.382 |
363-4 |
LOW |
362-2 |
0.618 |
360-2 |
1.000 |
359-0 |
1.618 |
357-0 |
2.618 |
353-6 |
4.250 |
348-4 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
363-7 |
364-1 |
PP |
363-5 |
363-7 |
S1 |
363-4 |
363-4 |
|