CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
384-0 |
382-4 |
-1-4 |
-0.4% |
373-4 |
High |
386-2 |
385-4 |
-0-6 |
-0.2% |
387-4 |
Low |
382-6 |
381-4 |
-1-2 |
-0.3% |
373-4 |
Close |
385-4 |
381-6 |
-3-6 |
-1.0% |
385-4 |
Range |
3-4 |
4-0 |
0-4 |
14.3% |
14-0 |
ATR |
6-3 |
6-2 |
-0-1 |
-2.7% |
0-0 |
Volume |
31,836 |
15,053 |
-16,783 |
-52.7% |
120,937 |
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
394-7 |
392-3 |
384-0 |
|
R3 |
390-7 |
388-3 |
382-7 |
|
R2 |
386-7 |
386-7 |
382-4 |
|
R1 |
384-3 |
384-3 |
382-1 |
383-5 |
PP |
382-7 |
382-7 |
382-7 |
382-4 |
S1 |
380-3 |
380-3 |
381-3 |
379-5 |
S2 |
378-7 |
378-7 |
381-0 |
|
S3 |
374-7 |
376-3 |
380-5 |
|
S4 |
370-7 |
372-3 |
379-4 |
|
|
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 |
376-0 |
11-4 |
3.0% |
5-1 |
1.3% |
50% |
False |
False |
22,992 |
10 |
387-4 |
372-6 |
14-6 |
3.9% |
4-5 |
1.2% |
61% |
False |
False |
26,933 |
20 |
401-4 |
372-6 |
28-6 |
7.5% |
5-2 |
1.4% |
31% |
False |
False |
27,395 |
40 |
401-4 |
368-6 |
32-6 |
8.6% |
5-3 |
1.4% |
40% |
False |
False |
28,018 |
60 |
443-0 |
368-6 |
74-2 |
19.4% |
5-4 |
1.4% |
18% |
False |
False |
25,221 |
80 |
443-0 |
368-6 |
74-2 |
19.4% |
6-2 |
1.6% |
18% |
False |
False |
21,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
402-4 |
2.618 |
396-0 |
1.618 |
392-0 |
1.000 |
389-4 |
0.618 |
388-0 |
HIGH |
385-4 |
0.618 |
384-0 |
0.500 |
383-4 |
0.382 |
383-0 |
LOW |
381-4 |
0.618 |
379-0 |
1.000 |
377-4 |
1.618 |
375-0 |
2.618 |
371-0 |
4.250 |
364-4 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
383-4 |
384-1 |
PP |
382-7 |
383-3 |
S1 |
382-3 |
382-4 |
|