CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
378-4 |
380-6 |
2-2 |
0.6% |
388-0 |
High |
385-2 |
387-4 |
2-2 |
0.6% |
388-2 |
Low |
377-4 |
380-6 |
3-2 |
0.9% |
372-6 |
Close |
385-2 |
387-0 |
1-6 |
0.5% |
375-4 |
Range |
7-6 |
6-6 |
-1-0 |
-12.9% |
15-4 |
ATR |
6-4 |
6-4 |
0-0 |
0.3% |
0-0 |
Volume |
18,057 |
25,196 |
7,139 |
39.5% |
170,413 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
405-3 |
402-7 |
390-6 |
|
R3 |
398-5 |
396-1 |
388-7 |
|
R2 |
391-7 |
391-7 |
388-2 |
|
R1 |
389-3 |
389-3 |
387-5 |
390-5 |
PP |
385-1 |
385-1 |
385-1 |
385-6 |
S1 |
382-5 |
382-5 |
386-3 |
383-7 |
S2 |
378-3 |
378-3 |
385-6 |
|
S3 |
371-5 |
375-7 |
385-1 |
|
S4 |
364-7 |
369-1 |
383-2 |
|
|
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 |
387-4 |
373-4 |
14-0 |
3.6% |
5-1 |
1.3% |
96% |
True |
False |
23,568 |
10 |
398-0 |
372-6 |
25-2 |
6.5% |
5-4 |
1.4% |
56% |
False |
False |
28,270 |
20 |
401-4 |
372-6 |
28-6 |
7.4% |
5-5 |
1.5% |
50% |
False |
False |
28,147 |
40 |
401-4 |
368-6 |
32-6 |
8.5% |
5-3 |
1.4% |
56% |
False |
False |
27,744 |
60 |
443-0 |
368-6 |
74-2 |
19.2% |
5-5 |
1.4% |
25% |
False |
False |
24,752 |
80 |
443-0 |
368-6 |
74-2 |
19.2% |
6-3 |
1.6% |
25% |
False |
False |
21,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
416-2 |
2.618 |
405-1 |
1.618 |
398-3 |
1.000 |
394-2 |
0.618 |
391-5 |
HIGH |
387-4 |
0.618 |
384-7 |
0.500 |
384-1 |
0.382 |
383-3 |
LOW |
380-6 |
0.618 |
376-5 |
1.000 |
374-0 |
1.618 |
369-7 |
2.618 |
363-1 |
4.250 |
352-0 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
386-0 |
385-2 |
PP |
385-1 |
383-4 |
S1 |
384-1 |
381-6 |
|