CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 26-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
364-6 |
356-4 |
-8-2 |
-2.3% |
372-0 |
High |
364-6 |
358-0 |
-6-6 |
-1.9% |
374-6 |
Low |
354-2 |
355-4 |
1-2 |
0.4% |
354-2 |
Close |
355-0 |
356-2 |
1-2 |
0.4% |
356-2 |
Range |
10-4 |
2-4 |
-8-0 |
-76.2% |
20-4 |
ATR |
7-1 |
6-6 |
-0-2 |
-4.1% |
0-0 |
Volume |
77,811 |
102,042 |
24,231 |
31.1% |
417,212 |
|
Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
364-1 |
362-5 |
357-5 |
|
R3 |
361-5 |
360-1 |
357-0 |
|
R2 |
359-1 |
359-1 |
356-6 |
|
R1 |
357-5 |
357-5 |
356-4 |
357-1 |
PP |
356-5 |
356-5 |
356-5 |
356-2 |
S1 |
355-1 |
355-1 |
356-0 |
354-5 |
S2 |
354-1 |
354-1 |
355-6 |
|
S3 |
351-5 |
352-5 |
355-4 |
|
S4 |
349-1 |
350-1 |
354-7 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
423-2 |
410-2 |
367-4 |
|
R3 |
402-6 |
389-6 |
361-7 |
|
R2 |
382-2 |
382-2 |
360-0 |
|
R1 |
369-2 |
369-2 |
358-1 |
365-4 |
PP |
361-6 |
361-6 |
361-6 |
359-7 |
S1 |
348-6 |
348-6 |
354-3 |
345-0 |
S2 |
341-2 |
341-2 |
352-4 |
|
S3 |
320-6 |
328-2 |
350-5 |
|
S4 |
300-2 |
307-6 |
345-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
374-6 |
354-2 |
20-4 |
5.8% |
6-4 |
1.8% |
10% |
False |
False |
83,442 |
10 |
376-4 |
354-2 |
22-2 |
6.2% |
5-7 |
1.7% |
9% |
False |
False |
80,820 |
20 |
391-0 |
354-2 |
36-6 |
10.3% |
6-2 |
1.8% |
5% |
False |
False |
91,788 |
40 |
391-0 |
354-2 |
36-6 |
10.3% |
6-2 |
1.7% |
5% |
False |
False |
83,758 |
60 |
435-0 |
354-2 |
80-6 |
22.7% |
6-2 |
1.8% |
2% |
False |
False |
63,854 |
80 |
435-0 |
354-2 |
80-6 |
22.7% |
6-4 |
1.8% |
2% |
False |
False |
51,575 |
100 |
435-0 |
354-2 |
80-6 |
22.7% |
7-2 |
2.0% |
2% |
False |
False |
43,619 |
120 |
435-0 |
352-4 |
82-4 |
23.2% |
7-4 |
2.1% |
5% |
False |
False |
37,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
368-5 |
2.618 |
364-4 |
1.618 |
362-0 |
1.000 |
360-4 |
0.618 |
359-4 |
HIGH |
358-0 |
0.618 |
357-0 |
0.500 |
356-6 |
0.382 |
356-4 |
LOW |
355-4 |
0.618 |
354-0 |
1.000 |
353-0 |
1.618 |
351-4 |
2.618 |
349-0 |
4.250 |
344-7 |
|
|
Fisher Pivots for day following 26-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
356-6 |
360-1 |
PP |
356-5 |
358-7 |
S1 |
356-3 |
357-4 |
|