CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
362-6 |
364-6 |
2-0 |
0.6% |
376-6 |
| High |
365-4 |
368-6 |
3-2 |
0.9% |
378-4 |
| Low |
362-2 |
364-6 |
2-4 |
0.7% |
361-4 |
| Close |
363-2 |
366-6 |
3-4 |
1.0% |
364-2 |
| Range |
3-2 |
4-0 |
0-6 |
23.1% |
17-0 |
| ATR |
7-0 |
6-7 |
-0-1 |
-1.6% |
0-0 |
| Volume |
71,322 |
74,189 |
2,867 |
4.0% |
503,744 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
378-6 |
376-6 |
369-0 |
|
| R3 |
374-6 |
372-6 |
367-7 |
|
| R2 |
370-6 |
370-6 |
367-4 |
|
| R1 |
368-6 |
368-6 |
367-1 |
369-6 |
| PP |
366-6 |
366-6 |
366-6 |
367-2 |
| S1 |
364-6 |
364-6 |
366-3 |
365-6 |
| S2 |
362-6 |
362-6 |
366-0 |
|
| S3 |
358-6 |
360-6 |
365-5 |
|
| S4 |
354-6 |
356-6 |
364-4 |
|
|
| 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 |
370-4 |
361-4 |
9-0 |
2.5% |
4-7 |
1.3% |
58% |
False |
False |
95,809 |
| 10 |
388-6 |
361-4 |
27-2 |
7.4% |
5-4 |
1.5% |
19% |
False |
False |
93,531 |
| 20 |
391-0 |
361-4 |
29-4 |
8.0% |
6-0 |
1.7% |
18% |
False |
False |
97,212 |
| 40 |
391-0 |
359-0 |
32-0 |
8.7% |
6-0 |
1.6% |
24% |
False |
False |
72,242 |
| 60 |
435-0 |
359-0 |
76-0 |
20.7% |
6-2 |
1.7% |
10% |
False |
False |
54,283 |
| 80 |
435-0 |
359-0 |
76-0 |
20.7% |
6-6 |
1.8% |
10% |
False |
False |
44,556 |
| 100 |
435-0 |
359-0 |
76-0 |
20.7% |
7-4 |
2.0% |
10% |
False |
False |
37,558 |
| 120 |
435-0 |
342-4 |
92-4 |
25.2% |
7-5 |
2.1% |
26% |
False |
False |
32,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
385-6 |
|
2.618 |
379-2 |
|
1.618 |
375-2 |
|
1.000 |
372-6 |
|
0.618 |
371-2 |
|
HIGH |
368-6 |
|
0.618 |
367-2 |
|
0.500 |
366-6 |
|
0.382 |
366-2 |
|
LOW |
364-6 |
|
0.618 |
362-2 |
|
1.000 |
360-6 |
|
1.618 |
358-2 |
|
2.618 |
354-2 |
|
4.250 |
347-6 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
366-6 |
366-2 |
| PP |
366-6 |
365-7 |
| S1 |
366-6 |
365-3 |
|