CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
374-4 |
374-0 |
-0-4 |
-0.1% |
400-0 |
High |
379-6 |
376-6 |
-3-0 |
-0.8% |
401-4 |
Low |
374-4 |
372-6 |
-1-6 |
-0.5% |
386-0 |
Close |
376-4 |
376-2 |
-0-2 |
-0.1% |
386-4 |
Range |
5-2 |
4-0 |
-1-2 |
-23.8% |
15-4 |
ATR |
7-1 |
7-0 |
-0-2 |
-3.2% |
0-0 |
Volume |
25,836 |
56,860 |
31,024 |
120.1% |
127,487 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
387-2 |
385-6 |
378-4 |
|
R3 |
383-2 |
381-6 |
377-3 |
|
R2 |
379-2 |
379-2 |
377-0 |
|
R1 |
377-6 |
377-6 |
376-5 |
378-4 |
PP |
375-2 |
375-2 |
375-2 |
375-5 |
S1 |
373-6 |
373-6 |
375-7 |
374-4 |
S2 |
371-2 |
371-2 |
375-4 |
|
S3 |
367-2 |
369-6 |
375-1 |
|
S4 |
363-2 |
365-6 |
374-0 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
437-7 |
427-5 |
395-0 |
|
R3 |
422-3 |
412-1 |
390-6 |
|
R2 |
406-7 |
406-7 |
389-3 |
|
R1 |
396-5 |
396-5 |
387-7 |
394-0 |
PP |
391-3 |
391-3 |
391-3 |
390-0 |
S1 |
381-1 |
381-1 |
385-1 |
378-4 |
S2 |
375-7 |
375-7 |
383-5 |
|
S3 |
360-3 |
365-5 |
382-2 |
|
S4 |
344-7 |
350-1 |
378-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
398-0 |
372-6 |
25-2 |
6.7% |
5-6 |
1.5% |
14% |
False |
True |
32,972 |
10 |
401-4 |
372-6 |
28-6 |
7.6% |
5-6 |
1.5% |
12% |
False |
True |
29,220 |
20 |
401-4 |
372-6 |
28-6 |
7.6% |
5-3 |
1.4% |
12% |
False |
True |
28,942 |
40 |
404-4 |
368-6 |
35-6 |
9.5% |
5-6 |
1.5% |
21% |
False |
False |
29,032 |
60 |
443-0 |
368-6 |
74-2 |
19.7% |
5-6 |
1.5% |
10% |
False |
False |
23,785 |
80 |
443-0 |
368-6 |
74-2 |
19.7% |
6-4 |
1.7% |
10% |
False |
False |
21,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
393-6 |
2.618 |
387-2 |
1.618 |
383-2 |
1.000 |
380-6 |
0.618 |
379-2 |
HIGH |
376-6 |
0.618 |
375-2 |
0.500 |
374-6 |
0.382 |
374-2 |
LOW |
372-6 |
0.618 |
370-2 |
1.000 |
368-6 |
1.618 |
366-2 |
2.618 |
362-2 |
4.250 |
355-6 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
375-6 |
377-7 |
PP |
375-2 |
377-3 |
S1 |
374-6 |
376-6 |
|