CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 25-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
360-0 |
364-6 |
4-6 |
1.3% |
362-6 |
High |
366-0 |
364-6 |
-1-2 |
-0.3% |
376-4 |
Low |
359-0 |
354-2 |
-4-6 |
-1.3% |
362-2 |
Close |
365-0 |
355-0 |
-10-0 |
-2.7% |
374-4 |
Range |
7-0 |
10-4 |
3-4 |
50.0% |
14-2 |
ATR |
6-6 |
7-1 |
0-2 |
4.1% |
0-0 |
Volume |
104,624 |
77,811 |
-26,813 |
-25.6% |
390,993 |
|
Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
389-4 |
382-6 |
360-6 |
|
R3 |
379-0 |
372-2 |
357-7 |
|
R2 |
368-4 |
368-4 |
356-7 |
|
R1 |
361-6 |
361-6 |
356-0 |
359-7 |
PP |
358-0 |
358-0 |
358-0 |
357-0 |
S1 |
351-2 |
351-2 |
354-0 |
349-3 |
S2 |
347-4 |
347-4 |
353-1 |
|
S3 |
337-0 |
340-6 |
352-1 |
|
S4 |
326-4 |
330-2 |
349-2 |
|
|
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 |
375-4 |
354-2 |
21-2 |
6.0% |
6-6 |
1.9% |
4% |
False |
True |
79,642 |
10 |
376-4 |
354-2 |
22-2 |
6.3% |
6-1 |
1.7% |
3% |
False |
True |
79,363 |
20 |
391-0 |
354-2 |
36-6 |
10.4% |
6-2 |
1.8% |
2% |
False |
True |
92,543 |
40 |
391-0 |
354-2 |
36-6 |
10.4% |
6-2 |
1.8% |
2% |
False |
True |
81,826 |
60 |
435-0 |
354-2 |
80-6 |
22.7% |
6-2 |
1.8% |
1% |
False |
True |
62,396 |
80 |
435-0 |
354-2 |
80-6 |
22.7% |
6-4 |
1.8% |
1% |
False |
True |
50,506 |
100 |
435-0 |
354-2 |
80-6 |
22.7% |
7-3 |
2.1% |
1% |
False |
True |
42,693 |
120 |
435-0 |
352-4 |
82-4 |
23.2% |
7-4 |
2.1% |
3% |
False |
False |
36,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
409-3 |
2.618 |
392-2 |
1.618 |
381-6 |
1.000 |
375-2 |
0.618 |
371-2 |
HIGH |
364-6 |
0.618 |
360-6 |
0.500 |
359-4 |
0.382 |
358-2 |
LOW |
354-2 |
0.618 |
347-6 |
1.000 |
343-6 |
1.618 |
337-2 |
2.618 |
326-6 |
4.250 |
309-5 |
|
|
Fisher Pivots for day following 25-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
359-4 |
362-4 |
PP |
358-0 |
360-0 |
S1 |
356-4 |
357-4 |
|