CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 31-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
368-4 |
360-0 |
-8-4 |
-2.3% |
382-4 |
High |
369-4 |
361-4 |
-8-0 |
-2.2% |
385-4 |
Low |
363-4 |
355-0 |
-8-4 |
-2.3% |
365-0 |
Close |
366-0 |
356-4 |
-9-4 |
-2.6% |
367-4 |
Range |
6-0 |
6-4 |
0-4 |
8.3% |
20-4 |
ATR |
6-2 |
6-5 |
0-3 |
5.4% |
0-0 |
Volume |
43,483 |
69,036 |
25,553 |
58.8% |
132,738 |
|
Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
377-1 |
373-3 |
360-1 |
|
R3 |
370-5 |
366-7 |
358-2 |
|
R2 |
364-1 |
364-1 |
357-6 |
|
R1 |
360-3 |
360-3 |
357-1 |
359-0 |
PP |
357-5 |
357-5 |
357-5 |
357-0 |
S1 |
353-7 |
353-7 |
355-7 |
352-4 |
S2 |
351-1 |
351-1 |
355-2 |
|
S3 |
344-5 |
347-3 |
354-6 |
|
S4 |
338-1 |
340-7 |
352-7 |
|
|
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 |
376-2 |
355-0 |
21-2 |
6.0% |
6-0 |
1.7% |
7% |
False |
True |
37,100 |
10 |
387-4 |
355-0 |
32-4 |
9.1% |
6-0 |
1.7% |
5% |
False |
True |
32,169 |
20 |
398-0 |
355-0 |
43-0 |
12.1% |
5-4 |
1.5% |
3% |
False |
True |
30,074 |
40 |
401-4 |
355-0 |
46-4 |
13.0% |
5-5 |
1.6% |
3% |
False |
True |
30,756 |
60 |
442-4 |
355-0 |
87-4 |
24.5% |
5-5 |
1.6% |
2% |
False |
True |
28,336 |
80 |
443-0 |
355-0 |
88-0 |
24.7% |
6-0 |
1.7% |
2% |
False |
True |
23,894 |
100 |
443-0 |
355-0 |
88-0 |
24.7% |
6-4 |
1.8% |
2% |
False |
True |
21,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
389-1 |
2.618 |
378-4 |
1.618 |
372-0 |
1.000 |
368-0 |
0.618 |
365-4 |
HIGH |
361-4 |
0.618 |
359-0 |
0.500 |
358-2 |
0.382 |
357-4 |
LOW |
355-0 |
0.618 |
351-0 |
1.000 |
348-4 |
1.618 |
344-4 |
2.618 |
338-0 |
4.250 |
327-3 |
|
|
Fisher Pivots for day following 31-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
358-2 |
362-6 |
PP |
357-5 |
360-5 |
S1 |
357-1 |
358-5 |
|