CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 29-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
356-4 |
358-0 |
1-4 |
0.4% |
372-0 |
High |
358-0 |
359-4 |
1-4 |
0.4% |
374-6 |
Low |
355-4 |
354-6 |
-0-6 |
-0.2% |
354-2 |
Close |
356-2 |
357-0 |
0-6 |
0.2% |
356-2 |
Range |
2-4 |
4-6 |
2-2 |
90.0% |
20-4 |
ATR |
6-6 |
6-5 |
-0-1 |
-2.1% |
0-0 |
Volume |
102,042 |
67,136 |
-34,906 |
-34.2% |
417,212 |
|
Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
371-3 |
368-7 |
359-5 |
|
R3 |
366-5 |
364-1 |
358-2 |
|
R2 |
361-7 |
361-7 |
357-7 |
|
R1 |
359-3 |
359-3 |
357-3 |
358-2 |
PP |
357-1 |
357-1 |
357-1 |
356-4 |
S1 |
354-5 |
354-5 |
356-5 |
353-4 |
S2 |
352-3 |
352-3 |
356-1 |
|
S3 |
347-5 |
349-7 |
355-6 |
|
S4 |
342-7 |
345-1 |
354-3 |
|
|
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 |
370-6 |
354-2 |
16-4 |
4.6% |
6-5 |
1.8% |
17% |
False |
False |
85,087 |
10 |
376-4 |
354-2 |
22-2 |
6.2% |
6-1 |
1.7% |
12% |
False |
False |
80,401 |
20 |
388-6 |
354-2 |
34-4 |
9.7% |
6-0 |
1.7% |
8% |
False |
False |
88,943 |
40 |
391-0 |
354-2 |
36-6 |
10.3% |
6-1 |
1.7% |
7% |
False |
False |
84,577 |
60 |
435-0 |
354-2 |
80-6 |
22.6% |
6-1 |
1.7% |
3% |
False |
False |
64,773 |
80 |
435-0 |
354-2 |
80-6 |
22.6% |
6-3 |
1.8% |
3% |
False |
False |
52,212 |
100 |
435-0 |
354-2 |
80-6 |
22.6% |
7-1 |
2.0% |
3% |
False |
False |
44,221 |
120 |
435-0 |
354-2 |
80-6 |
22.6% |
7-4 |
2.1% |
3% |
False |
False |
37,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
379-6 |
2.618 |
371-7 |
1.618 |
367-1 |
1.000 |
364-2 |
0.618 |
362-3 |
HIGH |
359-4 |
0.618 |
357-5 |
0.500 |
357-1 |
0.382 |
356-5 |
LOW |
354-6 |
0.618 |
351-7 |
1.000 |
350-0 |
1.618 |
347-1 |
2.618 |
342-3 |
4.250 |
334-4 |
|
|
Fisher Pivots for day following 29-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
357-1 |
359-4 |
PP |
357-1 |
358-5 |
S1 |
357-0 |
357-7 |
|