CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
382-6 |
386-2 |
3-4 |
0.9% |
396-6 |
High |
385-0 |
386-2 |
1-2 |
0.3% |
397-0 |
Low |
382-6 |
383-2 |
0-4 |
0.1% |
382-6 |
Close |
385-4 |
384-2 |
-1-2 |
-0.3% |
384-2 |
Range |
2-2 |
3-0 |
0-6 |
33.3% |
14-2 |
ATR |
5-5 |
5-4 |
-0-2 |
-3.3% |
0-0 |
Volume |
15,125 |
10,680 |
-4,445 |
-29.4% |
68,881 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
393-5 |
391-7 |
385-7 |
|
R3 |
390-5 |
388-7 |
385-1 |
|
R2 |
387-5 |
387-5 |
384-6 |
|
R1 |
385-7 |
385-7 |
384-4 |
385-2 |
PP |
384-5 |
384-5 |
384-5 |
384-2 |
S1 |
382-7 |
382-7 |
384-0 |
382-2 |
S2 |
381-5 |
381-5 |
383-6 |
|
S3 |
378-5 |
379-7 |
383-3 |
|
S4 |
375-5 |
376-7 |
382-5 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
430-6 |
421-6 |
392-1 |
|
R3 |
416-4 |
407-4 |
388-1 |
|
R2 |
402-2 |
402-2 |
386-7 |
|
R1 |
393-2 |
393-2 |
385-4 |
390-5 |
PP |
388-0 |
388-0 |
388-0 |
386-6 |
S1 |
379-0 |
379-0 |
383-0 |
376-3 |
S2 |
373-6 |
373-6 |
381-5 |
|
S3 |
359-4 |
364-6 |
380-3 |
|
S4 |
345-2 |
350-4 |
376-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
397-0 |
382-6 |
14-2 |
3.7% |
3-0 |
0.8% |
11% |
False |
False |
13,776 |
10 |
406-0 |
382-6 |
23-2 |
6.1% |
3-4 |
0.9% |
6% |
False |
False |
10,995 |
20 |
406-4 |
382-6 |
23-6 |
6.2% |
2-6 |
0.7% |
6% |
False |
False |
7,592 |
40 |
409-6 |
378-0 |
31-6 |
8.3% |
3-1 |
0.8% |
20% |
False |
False |
6,352 |
60 |
445-0 |
378-0 |
67-0 |
17.4% |
3-3 |
0.9% |
9% |
False |
False |
5,053 |
80 |
445-0 |
378-0 |
67-0 |
17.4% |
4-0 |
1.1% |
9% |
False |
False |
4,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
399-0 |
2.618 |
394-1 |
1.618 |
391-1 |
1.000 |
389-2 |
0.618 |
388-1 |
HIGH |
386-2 |
0.618 |
385-1 |
0.500 |
384-6 |
0.382 |
384-3 |
LOW |
383-2 |
0.618 |
381-3 |
1.000 |
380-2 |
1.618 |
378-3 |
2.618 |
375-3 |
4.250 |
370-4 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
384-6 |
385-6 |
PP |
384-5 |
385-2 |
S1 |
384-3 |
384-6 |
|