CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 24-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
382-0 |
371-0 |
-11-0 |
-2.9% |
373-4 |
High |
382-0 |
377-0 |
-5-0 |
-1.3% |
387-4 |
Low |
373-6 |
370-0 |
-3-6 |
-1.0% |
373-4 |
Close |
373-6 |
376-0 |
2-2 |
0.6% |
385-4 |
Range |
8-2 |
7-0 |
-1-2 |
-15.2% |
14-0 |
ATR |
6-3 |
6-3 |
0-0 |
0.7% |
0-0 |
Volume |
40,574 |
23,534 |
-17,040 |
-42.0% |
120,937 |
|
Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
395-3 |
392-5 |
379-7 |
|
R3 |
388-3 |
385-5 |
377-7 |
|
R2 |
381-3 |
381-3 |
377-2 |
|
R1 |
378-5 |
378-5 |
376-5 |
380-0 |
PP |
374-3 |
374-3 |
374-3 |
375-0 |
S1 |
371-5 |
371-5 |
375-3 |
373-0 |
S2 |
367-3 |
367-3 |
374-6 |
|
S3 |
360-3 |
364-5 |
374-1 |
|
S4 |
353-3 |
357-5 |
372-1 |
|
|
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 |
370-0 |
17-4 |
4.7% |
5-7 |
1.6% |
34% |
False |
True |
27,238 |
10 |
387-4 |
370-0 |
17-4 |
4.7% |
5-2 |
1.4% |
34% |
False |
True |
28,570 |
20 |
401-4 |
370-0 |
31-4 |
8.4% |
5-3 |
1.4% |
19% |
False |
True |
27,077 |
40 |
401-4 |
368-6 |
32-6 |
8.7% |
5-4 |
1.5% |
22% |
False |
False |
28,667 |
60 |
443-0 |
368-6 |
74-2 |
19.7% |
5-5 |
1.5% |
10% |
False |
False |
26,098 |
80 |
443-0 |
368-6 |
74-2 |
19.7% |
6-2 |
1.6% |
10% |
False |
False |
22,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
406-6 |
2.618 |
395-3 |
1.618 |
388-3 |
1.000 |
384-0 |
0.618 |
381-3 |
HIGH |
377-0 |
0.618 |
374-3 |
0.500 |
373-4 |
0.382 |
372-5 |
LOW |
370-0 |
0.618 |
365-5 |
1.000 |
363-0 |
1.618 |
358-5 |
2.618 |
351-5 |
4.250 |
340-2 |
|
|
Fisher Pivots for day following 24-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
375-1 |
377-6 |
PP |
374-3 |
377-1 |
S1 |
373-4 |
376-5 |
|