CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
393-0 |
391-0 |
-2-0 |
-0.5% |
382-2 |
High |
394-0 |
393-4 |
-0-4 |
-0.1% |
395-4 |
Low |
393-0 |
390-4 |
-2-4 |
-0.6% |
382-2 |
Close |
394-0 |
390-0 |
-4-0 |
-1.0% |
394-0 |
Range |
1-0 |
3-0 |
2-0 |
200.0% |
13-2 |
ATR |
5-0 |
4-7 |
-0-1 |
-2.1% |
0-0 |
Volume |
12,905 |
6,137 |
-6,768 |
-52.4% |
51,123 |
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
400-3 |
398-1 |
391-5 |
|
R3 |
397-3 |
395-1 |
390-7 |
|
R2 |
394-3 |
394-3 |
390-4 |
|
R1 |
392-1 |
392-1 |
390-2 |
391-6 |
PP |
391-3 |
391-3 |
391-3 |
391-1 |
S1 |
389-1 |
389-1 |
389-6 |
388-6 |
S2 |
388-3 |
388-3 |
389-4 |
|
S3 |
385-3 |
386-1 |
389-1 |
|
S4 |
382-3 |
383-1 |
388-3 |
|
|
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 |
386-4 |
9-0 |
2.3% |
2-4 |
0.6% |
39% |
False |
False |
10,184 |
10 |
395-4 |
382-2 |
13-2 |
3.4% |
2-4 |
0.6% |
58% |
False |
False |
11,272 |
20 |
406-4 |
382-2 |
24-2 |
6.2% |
2-6 |
0.7% |
32% |
False |
False |
9,386 |
40 |
406-4 |
378-0 |
28-4 |
7.3% |
3-0 |
0.8% |
42% |
False |
False |
6,999 |
60 |
445-0 |
378-0 |
67-0 |
17.2% |
3-1 |
0.8% |
18% |
False |
False |
5,859 |
80 |
445-0 |
378-0 |
67-0 |
17.2% |
3-7 |
1.0% |
18% |
False |
False |
4,927 |
100 |
445-0 |
378-0 |
67-0 |
17.2% |
4-2 |
1.1% |
18% |
False |
False |
4,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
406-2 |
2.618 |
401-3 |
1.618 |
398-3 |
1.000 |
396-4 |
0.618 |
395-3 |
HIGH |
393-4 |
0.618 |
392-3 |
0.500 |
392-0 |
0.382 |
391-5 |
LOW |
390-4 |
0.618 |
388-5 |
1.000 |
387-4 |
1.618 |
385-5 |
2.618 |
382-5 |
4.250 |
377-6 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
392-0 |
393-0 |
PP |
391-3 |
392-0 |
S1 |
390-5 |
391-0 |
|