CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
370-0 |
373-0 |
3-0 |
0.8% |
362-6 |
High |
376-4 |
375-4 |
-1-0 |
-0.3% |
376-4 |
Low |
369-4 |
371-6 |
2-2 |
0.6% |
362-2 |
Close |
376-0 |
374-4 |
-1-4 |
-0.4% |
374-4 |
Range |
7-0 |
3-6 |
-3-2 |
-46.4% |
14-2 |
ATR |
7-0 |
6-7 |
-0-2 |
-2.8% |
0-0 |
Volume |
87,013 |
83,044 |
-3,969 |
-4.6% |
390,993 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385-1 |
383-5 |
376-4 |
|
R3 |
381-3 |
379-7 |
375-4 |
|
R2 |
377-5 |
377-5 |
375-2 |
|
R1 |
376-1 |
376-1 |
374-7 |
376-7 |
PP |
373-7 |
373-7 |
373-7 |
374-2 |
S1 |
372-3 |
372-3 |
374-1 |
373-1 |
S2 |
370-1 |
370-1 |
373-6 |
|
S3 |
366-3 |
368-5 |
373-4 |
|
S4 |
362-5 |
364-7 |
372-4 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
413-7 |
408-3 |
382-3 |
|
R3 |
399-5 |
394-1 |
378-3 |
|
R2 |
385-3 |
385-3 |
377-1 |
|
R1 |
379-7 |
379-7 |
375-6 |
382-5 |
PP |
371-1 |
371-1 |
371-1 |
372-4 |
S1 |
365-5 |
365-5 |
373-2 |
368-3 |
S2 |
356-7 |
356-7 |
371-7 |
|
S3 |
342-5 |
351-3 |
370-5 |
|
S4 |
328-3 |
337-1 |
366-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
376-4 |
362-2 |
14-2 |
3.8% |
5-3 |
1.4% |
86% |
False |
False |
78,198 |
10 |
378-4 |
361-4 |
17-0 |
4.5% |
5-3 |
1.4% |
76% |
False |
False |
89,473 |
20 |
391-0 |
361-4 |
29-4 |
7.9% |
6-2 |
1.7% |
44% |
False |
False |
99,350 |
40 |
391-0 |
359-0 |
32-0 |
8.5% |
6-0 |
1.6% |
48% |
False |
False |
76,575 |
60 |
435-0 |
359-0 |
76-0 |
20.3% |
6-1 |
1.6% |
20% |
False |
False |
57,743 |
80 |
435-0 |
359-0 |
76-0 |
20.3% |
6-6 |
1.8% |
20% |
False |
False |
47,295 |
100 |
435-0 |
359-0 |
76-0 |
20.3% |
7-3 |
2.0% |
20% |
False |
False |
39,851 |
120 |
435-0 |
352-4 |
82-4 |
22.0% |
7-4 |
2.0% |
27% |
False |
False |
34,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
391-4 |
2.618 |
385-3 |
1.618 |
381-5 |
1.000 |
379-2 |
0.618 |
377-7 |
HIGH |
375-4 |
0.618 |
374-1 |
0.500 |
373-5 |
0.382 |
373-1 |
LOW |
371-6 |
0.618 |
369-3 |
1.000 |
368-0 |
1.618 |
365-5 |
2.618 |
361-7 |
4.250 |
355-6 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
374-2 |
373-3 |
PP |
373-7 |
372-1 |
S1 |
373-5 |
371-0 |
|