CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 17-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
376-2 |
378-4 |
2-2 |
0.6% |
388-0 |
High |
379-4 |
385-2 |
5-6 |
1.5% |
388-2 |
Low |
376-0 |
377-4 |
1-4 |
0.4% |
372-6 |
Close |
377-6 |
385-2 |
7-4 |
2.0% |
375-4 |
Range |
3-4 |
7-6 |
4-2 |
121.4% |
15-4 |
ATR |
6-3 |
6-4 |
0-1 |
1.5% |
0-0 |
Volume |
24,818 |
18,057 |
-6,761 |
-27.2% |
170,413 |
|
Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
405-7 |
403-3 |
389-4 |
|
R3 |
398-1 |
395-5 |
387-3 |
|
R2 |
390-3 |
390-3 |
386-5 |
|
R1 |
387-7 |
387-7 |
386-0 |
389-1 |
PP |
382-5 |
382-5 |
382-5 |
383-2 |
S1 |
380-1 |
380-1 |
384-4 |
381-3 |
S2 |
374-7 |
374-7 |
383-7 |
|
S3 |
367-1 |
372-3 |
383-1 |
|
S4 |
359-3 |
364-5 |
381-0 |
|
|
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 |
385-2 |
372-6 |
12-4 |
3.2% |
4-5 |
1.2% |
100% |
True |
False |
29,901 |
10 |
398-0 |
372-6 |
25-2 |
6.6% |
5-0 |
1.3% |
50% |
False |
False |
27,978 |
20 |
401-4 |
372-6 |
28-6 |
7.5% |
5-5 |
1.5% |
43% |
False |
False |
28,012 |
40 |
401-4 |
368-6 |
32-6 |
8.5% |
5-3 |
1.4% |
50% |
False |
False |
27,601 |
60 |
443-0 |
368-6 |
74-2 |
19.3% |
5-5 |
1.5% |
22% |
False |
False |
24,515 |
80 |
443-0 |
368-6 |
74-2 |
19.3% |
6-3 |
1.7% |
22% |
False |
False |
21,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
418-2 |
2.618 |
405-4 |
1.618 |
397-6 |
1.000 |
393-0 |
0.618 |
390-0 |
HIGH |
385-2 |
0.618 |
382-2 |
0.500 |
381-3 |
0.382 |
380-4 |
LOW |
377-4 |
0.618 |
372-6 |
1.000 |
369-6 |
1.618 |
365-0 |
2.618 |
357-2 |
4.250 |
344-4 |
|
|
Fisher Pivots for day following 17-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
384-0 |
383-2 |
PP |
382-5 |
381-3 |
S1 |
381-3 |
379-3 |
|