CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
391-2 |
393-0 |
1-6 |
0.4% |
382-2 |
High |
395-4 |
394-0 |
-1-4 |
-0.4% |
395-4 |
Low |
391-2 |
393-0 |
1-6 |
0.4% |
382-2 |
Close |
396-2 |
394-0 |
-2-2 |
-0.6% |
394-0 |
Range |
4-2 |
1-0 |
-3-2 |
-76.5% |
13-2 |
ATR |
5-1 |
5-0 |
-0-1 |
-2.6% |
0-0 |
Volume |
13,679 |
12,905 |
-774 |
-5.7% |
51,123 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396-5 |
396-3 |
394-4 |
|
R3 |
395-5 |
395-3 |
394-2 |
|
R2 |
394-5 |
394-5 |
394-1 |
|
R1 |
394-3 |
394-3 |
394-1 |
394-4 |
PP |
393-5 |
393-5 |
393-5 |
393-6 |
S1 |
393-3 |
393-3 |
393-7 |
393-4 |
S2 |
392-5 |
392-5 |
393-7 |
|
S3 |
391-5 |
392-3 |
393-6 |
|
S4 |
390-5 |
391-3 |
393-4 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
430-3 |
425-3 |
401-2 |
|
R3 |
417-1 |
412-1 |
397-5 |
|
R2 |
403-7 |
403-7 |
396-3 |
|
R1 |
398-7 |
398-7 |
395-2 |
401-3 |
PP |
390-5 |
390-5 |
390-5 |
391-6 |
S1 |
385-5 |
385-5 |
392-6 |
388-1 |
S2 |
377-3 |
377-3 |
391-5 |
|
S3 |
364-1 |
372-3 |
390-3 |
|
S4 |
350-7 |
359-1 |
386-6 |
|
|
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 |
3.4% |
2-1 |
0.5% |
89% |
False |
False |
10,224 |
10 |
397-0 |
382-2 |
14-6 |
3.7% |
2-4 |
0.6% |
80% |
False |
False |
12,000 |
20 |
406-4 |
382-2 |
24-2 |
6.2% |
2-6 |
0.7% |
48% |
False |
False |
9,270 |
40 |
406-4 |
378-0 |
28-4 |
7.2% |
2-7 |
0.7% |
56% |
False |
False |
6,933 |
60 |
445-0 |
378-0 |
67-0 |
17.0% |
3-1 |
0.8% |
24% |
False |
False |
5,776 |
80 |
445-0 |
378-0 |
67-0 |
17.0% |
3-7 |
1.0% |
24% |
False |
False |
4,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
398-2 |
2.618 |
396-5 |
1.618 |
395-5 |
1.000 |
395-0 |
0.618 |
394-5 |
HIGH |
394-0 |
0.618 |
393-5 |
0.500 |
393-4 |
0.382 |
393-3 |
LOW |
393-0 |
0.618 |
392-3 |
1.000 |
392-0 |
1.618 |
391-3 |
2.618 |
390-3 |
4.250 |
388-6 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
393-7 |
393-5 |
PP |
393-5 |
393-1 |
S1 |
393-4 |
392-6 |
|