CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
373-4 |
376-2 |
2-6 |
0.7% |
388-0 |
High |
376-6 |
379-4 |
2-6 |
0.7% |
388-2 |
Low |
373-4 |
376-0 |
2-4 |
0.7% |
372-6 |
Close |
374-2 |
377-6 |
3-4 |
0.9% |
375-4 |
Range |
3-2 |
3-4 |
0-2 |
7.7% |
15-4 |
ATR |
6-4 |
6-3 |
-0-1 |
-1.4% |
0-0 |
Volume |
21,030 |
24,818 |
3,788 |
18.0% |
170,413 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
388-2 |
386-4 |
379-5 |
|
R3 |
384-6 |
383-0 |
378-6 |
|
R2 |
381-2 |
381-2 |
378-3 |
|
R1 |
379-4 |
379-4 |
378-1 |
380-3 |
PP |
377-6 |
377-6 |
377-6 |
378-2 |
S1 |
376-0 |
376-0 |
377-3 |
376-7 |
S2 |
374-2 |
374-2 |
377-1 |
|
S3 |
370-6 |
372-4 |
376-6 |
|
S4 |
367-2 |
369-0 |
375-7 |
|
|
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 |
379-6 |
372-6 |
7-0 |
1.9% |
4-1 |
1.1% |
71% |
False |
False |
31,457 |
10 |
399-0 |
372-6 |
26-2 |
6.9% |
4-6 |
1.3% |
19% |
False |
False |
28,099 |
20 |
401-4 |
372-6 |
28-6 |
7.6% |
5-4 |
1.5% |
17% |
False |
False |
28,280 |
40 |
401-4 |
368-6 |
32-6 |
8.7% |
5-3 |
1.4% |
27% |
False |
False |
27,958 |
60 |
443-0 |
368-6 |
74-2 |
19.7% |
5-5 |
1.5% |
12% |
False |
False |
24,409 |
80 |
443-0 |
368-6 |
74-2 |
19.7% |
6-3 |
1.7% |
12% |
False |
False |
21,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
394-3 |
2.618 |
388-5 |
1.618 |
385-1 |
1.000 |
383-0 |
0.618 |
381-5 |
HIGH |
379-4 |
0.618 |
378-1 |
0.500 |
377-6 |
0.382 |
377-3 |
LOW |
376-0 |
0.618 |
373-7 |
1.000 |
372-4 |
1.618 |
370-3 |
2.618 |
366-7 |
4.250 |
361-1 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
377-6 |
377-3 |
PP |
377-6 |
376-7 |
S1 |
377-6 |
376-4 |
|