CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
390-0 |
391-2 |
1-2 |
0.3% |
396-6 |
High |
394-2 |
395-4 |
1-2 |
0.3% |
397-0 |
Low |
390-0 |
391-2 |
1-2 |
0.3% |
382-6 |
Close |
394-6 |
396-2 |
1-4 |
0.4% |
384-2 |
Range |
4-2 |
4-2 |
0-0 |
0.0% |
14-2 |
ATR |
5-1 |
5-1 |
-0-1 |
-1.3% |
0-0 |
Volume |
9,214 |
13,679 |
4,465 |
48.5% |
68,881 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
407-1 |
405-7 |
398-5 |
|
R3 |
402-7 |
401-5 |
397-3 |
|
R2 |
398-5 |
398-5 |
397-0 |
|
R1 |
397-3 |
397-3 |
396-5 |
398-0 |
PP |
394-3 |
394-3 |
394-3 |
394-5 |
S1 |
393-1 |
393-1 |
395-7 |
393-6 |
S2 |
390-1 |
390-1 |
395-4 |
|
S3 |
385-7 |
388-7 |
395-1 |
|
S4 |
381-5 |
384-5 |
393-7 |
|
|
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 |
395-4 |
382-2 |
13-2 |
3.3% |
2-4 |
0.6% |
106% |
True |
False |
9,779 |
10 |
405-0 |
382-2 |
22-6 |
5.7% |
3-4 |
0.9% |
62% |
False |
False |
11,804 |
20 |
406-4 |
382-2 |
24-2 |
6.1% |
2-6 |
0.7% |
58% |
False |
False |
8,877 |
40 |
406-4 |
378-0 |
28-4 |
7.2% |
2-7 |
0.7% |
64% |
False |
False |
6,716 |
60 |
445-0 |
378-0 |
67-0 |
16.9% |
3-2 |
0.8% |
27% |
False |
False |
5,603 |
80 |
445-0 |
378-0 |
67-0 |
16.9% |
3-7 |
1.0% |
27% |
False |
False |
4,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
413-4 |
2.618 |
406-5 |
1.618 |
402-3 |
1.000 |
399-6 |
0.618 |
398-1 |
HIGH |
395-4 |
0.618 |
393-7 |
0.500 |
393-3 |
0.382 |
392-7 |
LOW |
391-2 |
0.618 |
388-5 |
1.000 |
387-0 |
1.618 |
384-3 |
2.618 |
380-1 |
4.250 |
373-2 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
395-2 |
394-4 |
PP |
394-3 |
392-6 |
S1 |
393-3 |
391-0 |
|