CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
380-6 |
384-0 |
3-2 |
0.9% |
373-4 |
High |
387-4 |
386-2 |
-1-2 |
-0.3% |
387-4 |
Low |
380-6 |
382-6 |
2-0 |
0.5% |
373-4 |
Close |
387-0 |
385-4 |
-1-4 |
-0.4% |
385-4 |
Range |
6-6 |
3-4 |
-3-2 |
-48.1% |
14-0 |
ATR |
6-4 |
6-3 |
-0-1 |
-2.5% |
0-0 |
Volume |
25,196 |
31,836 |
6,640 |
26.4% |
120,937 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
395-3 |
393-7 |
387-3 |
|
R3 |
391-7 |
390-3 |
386-4 |
|
R2 |
388-3 |
388-3 |
386-1 |
|
R1 |
386-7 |
386-7 |
385-7 |
387-5 |
PP |
384-7 |
384-7 |
384-7 |
385-2 |
S1 |
383-3 |
383-3 |
385-1 |
384-1 |
S2 |
381-3 |
381-3 |
384-7 |
|
S3 |
377-7 |
379-7 |
384-4 |
|
S4 |
374-3 |
376-3 |
383-5 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
424-1 |
418-7 |
393-2 |
|
R3 |
410-1 |
404-7 |
389-3 |
|
R2 |
396-1 |
396-1 |
388-1 |
|
R1 |
390-7 |
390-7 |
386-6 |
393-4 |
PP |
382-1 |
382-1 |
382-1 |
383-4 |
S1 |
376-7 |
376-7 |
384-2 |
379-4 |
S2 |
368-1 |
368-1 |
382-7 |
|
S3 |
354-1 |
362-7 |
381-5 |
|
S4 |
340-1 |
348-7 |
377-6 |
|
|
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% |
5-0 |
1.3% |
86% |
False |
False |
24,187 |
10 |
388-2 |
372-6 |
15-4 |
4.0% |
4-5 |
1.2% |
82% |
False |
False |
29,135 |
20 |
401-4 |
372-6 |
28-6 |
7.5% |
5-5 |
1.5% |
44% |
False |
False |
28,255 |
40 |
401-4 |
368-6 |
32-6 |
8.5% |
5-3 |
1.4% |
51% |
False |
False |
28,087 |
60 |
443-0 |
368-6 |
74-2 |
19.3% |
5-4 |
1.4% |
23% |
False |
False |
25,120 |
80 |
443-0 |
368-6 |
74-2 |
19.3% |
6-3 |
1.7% |
23% |
False |
False |
21,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
401-1 |
2.618 |
395-3 |
1.618 |
391-7 |
1.000 |
389-6 |
0.618 |
388-3 |
HIGH |
386-2 |
0.618 |
384-7 |
0.500 |
384-4 |
0.382 |
384-1 |
LOW |
382-6 |
0.618 |
380-5 |
1.000 |
379-2 |
1.618 |
377-1 |
2.618 |
373-5 |
4.250 |
367-7 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
385-1 |
384-4 |
PP |
384-7 |
383-4 |
S1 |
384-4 |
382-4 |
|