CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
372-0 |
370-6 |
-1-2 |
-0.3% |
362-6 |
High |
374-6 |
370-6 |
-4-0 |
-1.1% |
376-4 |
Low |
370-4 |
362-4 |
-8-0 |
-2.2% |
362-2 |
Close |
370-6 |
362-6 |
-8-0 |
-2.2% |
374-4 |
Range |
4-2 |
8-2 |
4-0 |
94.1% |
14-2 |
ATR |
6-5 |
6-6 |
0-1 |
1.7% |
0-0 |
Volume |
58,909 |
73,826 |
14,917 |
25.3% |
390,993 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
390-1 |
384-5 |
367-2 |
|
R3 |
381-7 |
376-3 |
365-0 |
|
R2 |
373-5 |
373-5 |
364-2 |
|
R1 |
368-1 |
368-1 |
363-4 |
366-6 |
PP |
365-3 |
365-3 |
365-3 |
364-5 |
S1 |
359-7 |
359-7 |
362-0 |
358-4 |
S2 |
357-1 |
357-1 |
361-2 |
|
S3 |
348-7 |
351-5 |
360-4 |
|
S4 |
340-5 |
343-3 |
358-2 |
|
|
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 |
362-4 |
14-0 |
3.9% |
6-3 |
1.8% |
2% |
False |
True |
75,643 |
10 |
376-4 |
361-4 |
15-0 |
4.1% |
5-5 |
1.6% |
8% |
False |
False |
85,726 |
20 |
391-0 |
361-4 |
29-4 |
8.1% |
5-7 |
1.6% |
4% |
False |
False |
94,160 |
40 |
391-0 |
359-0 |
32-0 |
8.8% |
6-1 |
1.7% |
12% |
False |
False |
78,429 |
60 |
435-0 |
359-0 |
76-0 |
21.0% |
6-1 |
1.7% |
5% |
False |
False |
59,541 |
80 |
435-0 |
359-0 |
76-0 |
21.0% |
6-5 |
1.8% |
5% |
False |
False |
48,764 |
100 |
435-0 |
359-0 |
76-0 |
21.0% |
7-2 |
2.0% |
5% |
False |
False |
41,016 |
120 |
435-0 |
352-4 |
82-4 |
22.7% |
7-4 |
2.1% |
12% |
False |
False |
35,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
405-6 |
2.618 |
392-3 |
1.618 |
384-1 |
1.000 |
379-0 |
0.618 |
375-7 |
HIGH |
370-6 |
0.618 |
367-5 |
0.500 |
366-5 |
0.382 |
365-5 |
LOW |
362-4 |
0.618 |
357-3 |
1.000 |
354-2 |
1.618 |
349-1 |
2.618 |
340-7 |
4.250 |
327-4 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
366-5 |
369-0 |
PP |
365-3 |
366-7 |
S1 |
364-0 |
364-7 |
|