CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 31-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
357-4 |
350-0 |
-7-4 |
-2.1% |
372-0 |
High |
358-4 |
350-4 |
-8-0 |
-2.2% |
374-6 |
Low |
352-0 |
344-0 |
-8-0 |
-2.3% |
354-2 |
Close |
354-4 |
345-0 |
-9-4 |
-2.7% |
356-2 |
Range |
6-4 |
6-4 |
0-0 |
0.0% |
20-4 |
ATR |
6-5 |
6-7 |
0-2 |
4.2% |
0-0 |
Volume |
89,062 |
134,295 |
45,233 |
50.8% |
417,212 |
|
Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
366-0 |
362-0 |
348-5 |
|
R3 |
359-4 |
355-4 |
346-6 |
|
R2 |
353-0 |
353-0 |
346-2 |
|
R1 |
349-0 |
349-0 |
345-5 |
347-6 |
PP |
346-4 |
346-4 |
346-4 |
345-7 |
S1 |
342-4 |
342-4 |
344-3 |
341-2 |
S2 |
340-0 |
340-0 |
343-6 |
|
S3 |
333-4 |
336-0 |
343-2 |
|
S4 |
327-0 |
329-4 |
341-3 |
|
|
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 |
364-6 |
344-0 |
20-6 |
6.0% |
6-1 |
1.8% |
5% |
False |
True |
94,069 |
10 |
376-4 |
344-0 |
32-4 |
9.4% |
6-1 |
1.8% |
3% |
False |
True |
87,776 |
20 |
387-4 |
344-0 |
43-4 |
12.6% |
6-0 |
1.7% |
2% |
False |
True |
89,101 |
40 |
391-0 |
344-0 |
47-0 |
13.6% |
6-2 |
1.8% |
2% |
False |
True |
88,379 |
60 |
434-0 |
344-0 |
90-0 |
26.1% |
6-1 |
1.8% |
1% |
False |
True |
68,067 |
80 |
435-0 |
344-0 |
91-0 |
26.4% |
6-4 |
1.9% |
1% |
False |
True |
54,733 |
100 |
435-0 |
344-0 |
91-0 |
26.4% |
7-0 |
2.0% |
1% |
False |
True |
46,315 |
120 |
435-0 |
344-0 |
91-0 |
26.4% |
7-3 |
2.1% |
1% |
False |
True |
39,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
378-1 |
2.618 |
367-4 |
1.618 |
361-0 |
1.000 |
357-0 |
0.618 |
354-4 |
HIGH |
350-4 |
0.618 |
348-0 |
0.500 |
347-2 |
0.382 |
346-4 |
LOW |
344-0 |
0.618 |
340-0 |
1.000 |
337-4 |
1.618 |
333-4 |
2.618 |
327-0 |
4.250 |
316-3 |
|
|
Fisher Pivots for day following 31-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
347-2 |
351-6 |
PP |
346-4 |
349-4 |
S1 |
345-6 |
347-2 |
|