CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 29-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
367-0 |
369-2 |
2-2 |
0.6% |
382-4 |
High |
369-0 |
370-4 |
1-4 |
0.4% |
385-4 |
Low |
366-4 |
366-4 |
0-0 |
0.0% |
365-0 |
Close |
367-4 |
368-2 |
0-6 |
0.2% |
367-4 |
Range |
2-4 |
4-0 |
1-4 |
60.0% |
20-4 |
ATR |
6-4 |
6-2 |
-0-1 |
-2.7% |
0-0 |
Volume |
31,531 |
19,405 |
-12,126 |
-38.5% |
132,738 |
|
Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
380-3 |
378-3 |
370-4 |
|
R3 |
376-3 |
374-3 |
369-3 |
|
R2 |
372-3 |
372-3 |
369-0 |
|
R1 |
370-3 |
370-3 |
368-5 |
369-3 |
PP |
368-3 |
368-3 |
368-3 |
368-0 |
S1 |
366-3 |
366-3 |
367-7 |
365-3 |
S2 |
364-3 |
364-3 |
367-4 |
|
S3 |
360-3 |
362-3 |
367-1 |
|
S4 |
356-3 |
358-3 |
366-0 |
|
|
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 |
382-0 |
365-0 |
17-0 |
4.6% |
6-5 |
1.8% |
19% |
False |
False |
27,418 |
10 |
387-4 |
365-0 |
22-4 |
6.1% |
5-7 |
1.6% |
14% |
False |
False |
25,205 |
20 |
399-0 |
365-0 |
34-0 |
9.2% |
5-4 |
1.5% |
10% |
False |
False |
26,820 |
40 |
401-4 |
365-0 |
36-4 |
9.9% |
5-5 |
1.5% |
9% |
False |
False |
29,089 |
60 |
443-0 |
365-0 |
78-0 |
21.2% |
5-5 |
1.5% |
4% |
False |
False |
26,877 |
80 |
443-0 |
365-0 |
78-0 |
21.2% |
6-0 |
1.6% |
4% |
False |
False |
22,720 |
100 |
443-0 |
365-0 |
78-0 |
21.2% |
6-6 |
1.8% |
4% |
False |
False |
21,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
387-4 |
2.618 |
381-0 |
1.618 |
377-0 |
1.000 |
374-4 |
0.618 |
373-0 |
HIGH |
370-4 |
0.618 |
369-0 |
0.500 |
368-4 |
0.382 |
368-0 |
LOW |
366-4 |
0.618 |
364-0 |
1.000 |
362-4 |
1.618 |
360-0 |
2.618 |
356-0 |
4.250 |
349-4 |
|
|
Fisher Pivots for day following 29-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
368-4 |
370-5 |
PP |
368-3 |
369-7 |
S1 |
368-3 |
369-0 |
|