CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 25-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
371-0 |
376-2 |
5-2 |
1.4% |
373-4 |
High |
377-0 |
376-2 |
-0-6 |
-0.2% |
387-4 |
Low |
370-0 |
365-0 |
-5-0 |
-1.4% |
373-4 |
Close |
376-0 |
366-2 |
-9-6 |
-2.6% |
385-4 |
Range |
7-0 |
11-2 |
4-2 |
60.7% |
14-0 |
ATR |
6-3 |
6-6 |
0-3 |
5.4% |
0-0 |
Volume |
23,534 |
22,046 |
-1,488 |
-6.3% |
120,937 |
|
Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
402-7 |
395-7 |
372-4 |
|
R3 |
391-5 |
384-5 |
369-3 |
|
R2 |
380-3 |
380-3 |
368-2 |
|
R1 |
373-3 |
373-3 |
367-2 |
371-2 |
PP |
369-1 |
369-1 |
369-1 |
368-1 |
S1 |
362-1 |
362-1 |
365-2 |
360-0 |
S2 |
357-7 |
357-7 |
364-2 |
|
S3 |
346-5 |
350-7 |
363-1 |
|
S4 |
335-3 |
339-5 |
360-0 |
|
|
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 |
386-2 |
365-0 |
21-2 |
5.8% |
6-6 |
1.9% |
6% |
False |
True |
26,608 |
10 |
387-4 |
365-0 |
22-4 |
6.1% |
6-0 |
1.6% |
6% |
False |
True |
25,088 |
20 |
401-4 |
365-0 |
36-4 |
10.0% |
5-7 |
1.6% |
3% |
False |
True |
27,154 |
40 |
401-4 |
365-0 |
36-4 |
10.0% |
5-6 |
1.6% |
3% |
False |
True |
28,794 |
60 |
443-0 |
365-0 |
78-0 |
21.3% |
5-6 |
1.6% |
2% |
False |
True |
26,422 |
80 |
443-0 |
365-0 |
78-0 |
21.3% |
6-1 |
1.7% |
2% |
False |
True |
22,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
424-0 |
2.618 |
405-6 |
1.618 |
394-4 |
1.000 |
387-4 |
0.618 |
383-2 |
HIGH |
376-2 |
0.618 |
372-0 |
0.500 |
370-5 |
0.382 |
369-2 |
LOW |
365-0 |
0.618 |
358-0 |
1.000 |
353-6 |
1.618 |
346-6 |
2.618 |
335-4 |
4.250 |
317-2 |
|
|
Fisher Pivots for day following 25-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
370-5 |
373-4 |
PP |
369-1 |
371-1 |
S1 |
367-6 |
368-5 |
|