CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
368-0 |
370-0 |
2-0 |
0.5% |
376-6 |
High |
374-2 |
376-4 |
2-2 |
0.6% |
378-4 |
Low |
365-4 |
369-4 |
4-0 |
1.1% |
361-4 |
Close |
374-0 |
376-0 |
2-0 |
0.5% |
364-2 |
Range |
8-6 |
7-0 |
-1-6 |
-20.0% |
17-0 |
ATR |
7-1 |
7-0 |
0-0 |
-0.1% |
0-0 |
Volume |
75,425 |
87,013 |
11,588 |
15.4% |
503,744 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
395-0 |
392-4 |
379-7 |
|
R3 |
388-0 |
385-4 |
377-7 |
|
R2 |
381-0 |
381-0 |
377-2 |
|
R1 |
378-4 |
378-4 |
376-5 |
379-6 |
PP |
374-0 |
374-0 |
374-0 |
374-5 |
S1 |
371-4 |
371-4 |
375-3 |
372-6 |
S2 |
367-0 |
367-0 |
374-6 |
|
S3 |
360-0 |
364-4 |
374-1 |
|
S4 |
353-0 |
357-4 |
372-1 |
|
|
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 |
376-4 |
362-0 |
14-4 |
3.9% |
5-4 |
1.5% |
97% |
True |
False |
79,084 |
10 |
387-4 |
361-4 |
26-0 |
6.9% |
6-2 |
1.6% |
56% |
False |
False |
89,717 |
20 |
391-0 |
361-4 |
29-4 |
7.8% |
6-2 |
1.7% |
49% |
False |
False |
98,572 |
40 |
391-0 |
359-0 |
32-0 |
8.5% |
6-0 |
1.6% |
53% |
False |
False |
75,144 |
60 |
435-0 |
359-0 |
76-0 |
20.2% |
6-1 |
1.6% |
22% |
False |
False |
56,556 |
80 |
435-0 |
359-0 |
76-0 |
20.2% |
6-6 |
1.8% |
22% |
False |
False |
46,341 |
100 |
435-0 |
359-0 |
76-0 |
20.2% |
7-4 |
2.0% |
22% |
False |
False |
39,084 |
120 |
435-0 |
352-4 |
82-4 |
21.9% |
7-4 |
2.0% |
28% |
False |
False |
33,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
406-2 |
2.618 |
394-7 |
1.618 |
387-7 |
1.000 |
383-4 |
0.618 |
380-7 |
HIGH |
376-4 |
0.618 |
373-7 |
0.500 |
373-0 |
0.382 |
372-1 |
LOW |
369-4 |
0.618 |
365-1 |
1.000 |
362-4 |
1.618 |
358-1 |
2.618 |
351-1 |
4.250 |
339-6 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
375-0 |
374-2 |
PP |
374-0 |
372-3 |
S1 |
373-0 |
370-5 |
|