CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 26-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
376-2 |
367-0 |
-9-2 |
-2.5% |
382-4 |
High |
376-2 |
369-0 |
-7-2 |
-1.9% |
385-4 |
Low |
365-0 |
366-4 |
1-4 |
0.4% |
365-0 |
Close |
366-2 |
367-4 |
1-2 |
0.3% |
367-4 |
Range |
11-2 |
2-4 |
-8-6 |
-77.8% |
20-4 |
ATR |
6-6 |
6-4 |
-0-2 |
-4.2% |
0-0 |
Volume |
22,046 |
31,531 |
9,485 |
43.0% |
132,738 |
|
Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
375-1 |
373-7 |
368-7 |
|
R3 |
372-5 |
371-3 |
368-2 |
|
R2 |
370-1 |
370-1 |
368-0 |
|
R1 |
368-7 |
368-7 |
367-6 |
369-4 |
PP |
367-5 |
367-5 |
367-5 |
368-0 |
S1 |
366-3 |
366-3 |
367-2 |
367-0 |
S2 |
365-1 |
365-1 |
367-0 |
|
S3 |
362-5 |
363-7 |
366-6 |
|
S4 |
360-1 |
361-3 |
366-1 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
434-1 |
421-3 |
378-6 |
|
R3 |
413-5 |
400-7 |
373-1 |
|
R2 |
393-1 |
393-1 |
371-2 |
|
R1 |
380-3 |
380-3 |
369-3 |
376-4 |
PP |
372-5 |
372-5 |
372-5 |
370-6 |
S1 |
359-7 |
359-7 |
365-5 |
356-0 |
S2 |
352-1 |
352-1 |
363-6 |
|
S3 |
331-5 |
339-3 |
361-7 |
|
S4 |
311-1 |
318-7 |
356-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
385-4 |
365-0 |
20-4 |
5.6% |
6-5 |
1.8% |
12% |
False |
False |
26,547 |
10 |
387-4 |
365-0 |
22-4 |
6.1% |
5-6 |
1.6% |
11% |
False |
False |
25,367 |
20 |
401-4 |
365-0 |
36-4 |
9.9% |
5-6 |
1.6% |
7% |
False |
False |
27,578 |
40 |
401-4 |
365-0 |
36-4 |
9.9% |
5-5 |
1.5% |
7% |
False |
False |
28,995 |
60 |
443-0 |
365-0 |
78-0 |
21.2% |
5-6 |
1.6% |
3% |
False |
False |
26,770 |
80 |
443-0 |
365-0 |
78-0 |
21.2% |
6-0 |
1.6% |
3% |
False |
False |
22,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
379-5 |
2.618 |
375-4 |
1.618 |
373-0 |
1.000 |
371-4 |
0.618 |
370-4 |
HIGH |
369-0 |
0.618 |
368-0 |
0.500 |
367-6 |
0.382 |
367-4 |
LOW |
366-4 |
0.618 |
365-0 |
1.000 |
364-0 |
1.618 |
362-4 |
2.618 |
360-0 |
4.250 |
355-7 |
|
|
Fisher Pivots for day following 26-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
367-6 |
371-0 |
PP |
367-5 |
369-7 |
S1 |
367-5 |
368-5 |
|