CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
382-4 |
382-0 |
-0-4 |
-0.1% |
373-4 |
High |
385-4 |
382-0 |
-3-4 |
-0.9% |
387-4 |
Low |
381-4 |
373-6 |
-7-6 |
-2.0% |
373-4 |
Close |
381-6 |
373-6 |
-8-0 |
-2.1% |
385-4 |
Range |
4-0 |
8-2 |
4-2 |
106.3% |
14-0 |
ATR |
6-2 |
6-3 |
0-1 |
2.4% |
0-0 |
Volume |
15,053 |
40,574 |
25,521 |
169.5% |
120,937 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
401-2 |
395-6 |
378-2 |
|
R3 |
393-0 |
387-4 |
376-0 |
|
R2 |
384-6 |
384-6 |
375-2 |
|
R1 |
379-2 |
379-2 |
374-4 |
377-7 |
PP |
376-4 |
376-4 |
376-4 |
375-6 |
S1 |
371-0 |
371-0 |
373-0 |
369-5 |
S2 |
368-2 |
368-2 |
372-2 |
|
S3 |
360-0 |
362-6 |
371-4 |
|
S4 |
351-6 |
354-4 |
369-2 |
|
|
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 |
373-6 |
13-6 |
3.7% |
6-0 |
1.6% |
0% |
False |
True |
26,143 |
10 |
387-4 |
372-6 |
14-6 |
3.9% |
5-1 |
1.4% |
7% |
False |
False |
28,800 |
20 |
401-4 |
372-6 |
28-6 |
7.7% |
5-3 |
1.4% |
3% |
False |
False |
27,057 |
40 |
401-4 |
368-6 |
32-6 |
8.8% |
5-4 |
1.5% |
15% |
False |
False |
28,455 |
60 |
443-0 |
368-6 |
74-2 |
19.9% |
5-4 |
1.5% |
7% |
False |
False |
25,798 |
80 |
443-0 |
368-6 |
74-2 |
19.9% |
6-2 |
1.7% |
7% |
False |
False |
22,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
417-0 |
2.618 |
403-5 |
1.618 |
395-3 |
1.000 |
390-2 |
0.618 |
387-1 |
HIGH |
382-0 |
0.618 |
378-7 |
0.500 |
377-7 |
0.382 |
376-7 |
LOW |
373-6 |
0.618 |
368-5 |
1.000 |
365-4 |
1.618 |
360-3 |
2.618 |
352-1 |
4.250 |
338-6 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
377-7 |
380-0 |
PP |
376-4 |
377-7 |
S1 |
375-1 |
375-7 |
|