CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
377-4 |
373-4 |
-4-0 |
-1.1% |
388-0 |
High |
378-0 |
376-6 |
-1-2 |
-0.3% |
388-2 |
Low |
373-4 |
373-4 |
0-0 |
0.0% |
372-6 |
Close |
375-4 |
374-2 |
-1-2 |
-0.3% |
375-4 |
Range |
4-4 |
3-2 |
-1-2 |
-27.8% |
15-4 |
ATR |
6-6 |
6-4 |
-0-2 |
-3.7% |
0-0 |
Volume |
28,742 |
21,030 |
-7,712 |
-26.8% |
170,413 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
384-5 |
382-5 |
376-0 |
|
R3 |
381-3 |
379-3 |
375-1 |
|
R2 |
378-1 |
378-1 |
374-7 |
|
R1 |
376-1 |
376-1 |
374-4 |
377-1 |
PP |
374-7 |
374-7 |
374-7 |
375-2 |
S1 |
372-7 |
372-7 |
374-0 |
373-7 |
S2 |
371-5 |
371-5 |
373-5 |
|
S3 |
368-3 |
369-5 |
373-3 |
|
S4 |
365-1 |
366-3 |
372-4 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
425-3 |
415-7 |
384-0 |
|
R3 |
409-7 |
400-3 |
379-6 |
|
R2 |
394-3 |
394-3 |
378-3 |
|
R1 |
384-7 |
384-7 |
376-7 |
381-7 |
PP |
378-7 |
378-7 |
378-7 |
377-2 |
S1 |
369-3 |
369-3 |
374-1 |
366-3 |
S2 |
363-3 |
363-3 |
372-5 |
|
S3 |
347-7 |
353-7 |
371-2 |
|
S4 |
332-3 |
338-3 |
367-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
383-0 |
372-6 |
10-2 |
2.7% |
4-1 |
1.1% |
15% |
False |
False |
30,874 |
10 |
399-0 |
372-6 |
26-2 |
7.0% |
5-1 |
1.4% |
6% |
False |
False |
28,436 |
20 |
401-4 |
372-6 |
28-6 |
7.7% |
5-3 |
1.4% |
5% |
False |
False |
28,340 |
40 |
401-4 |
368-6 |
32-6 |
8.8% |
5-3 |
1.4% |
17% |
False |
False |
27,981 |
60 |
443-0 |
368-6 |
74-2 |
19.8% |
5-6 |
1.5% |
7% |
False |
False |
24,174 |
80 |
443-0 |
368-6 |
74-2 |
19.8% |
6-4 |
1.7% |
7% |
False |
False |
21,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
390-4 |
2.618 |
385-2 |
1.618 |
382-0 |
1.000 |
380-0 |
0.618 |
378-6 |
HIGH |
376-6 |
0.618 |
375-4 |
0.500 |
375-1 |
0.382 |
374-6 |
LOW |
373-4 |
0.618 |
371-4 |
1.000 |
370-2 |
1.618 |
368-2 |
2.618 |
365-0 |
4.250 |
359-6 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
375-1 |
375-3 |
PP |
374-7 |
375-0 |
S1 |
374-4 |
374-5 |
|