CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
391-0 |
390-0 |
-1-0 |
-0.3% |
382-2 |
High |
393-4 |
390-0 |
-3-4 |
-0.9% |
395-4 |
Low |
390-4 |
382-6 |
-7-6 |
-2.0% |
382-2 |
Close |
390-0 |
382-6 |
-7-2 |
-1.9% |
394-0 |
Range |
3-0 |
7-2 |
4-2 |
141.7% |
13-2 |
ATR |
4-7 |
5-0 |
0-1 |
3.5% |
0-0 |
Volume |
6,137 |
7,812 |
1,675 |
27.3% |
51,123 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
406-7 |
402-1 |
386-6 |
|
R3 |
399-5 |
394-7 |
384-6 |
|
R2 |
392-3 |
392-3 |
384-1 |
|
R1 |
387-5 |
387-5 |
383-3 |
386-3 |
PP |
385-1 |
385-1 |
385-1 |
384-4 |
S1 |
380-3 |
380-3 |
382-1 |
379-1 |
S2 |
377-7 |
377-7 |
381-3 |
|
S3 |
370-5 |
373-1 |
380-6 |
|
S4 |
363-3 |
365-7 |
378-6 |
|
|
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 |
382-6 |
12-6 |
3.3% |
4-0 |
1.0% |
0% |
False |
True |
9,949 |
10 |
395-4 |
382-2 |
13-2 |
3.5% |
3-0 |
0.8% |
4% |
False |
False |
10,601 |
20 |
406-4 |
382-2 |
24-2 |
6.3% |
3-0 |
0.8% |
2% |
False |
False |
9,392 |
40 |
406-4 |
378-0 |
28-4 |
7.4% |
3-1 |
0.8% |
17% |
False |
False |
7,065 |
60 |
445-0 |
378-0 |
67-0 |
17.5% |
3-2 |
0.8% |
7% |
False |
False |
5,976 |
80 |
445-0 |
378-0 |
67-0 |
17.5% |
3-7 |
1.0% |
7% |
False |
False |
4,983 |
100 |
445-0 |
378-0 |
67-0 |
17.5% |
4-3 |
1.1% |
7% |
False |
False |
4,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
420-6 |
2.618 |
409-0 |
1.618 |
401-6 |
1.000 |
397-2 |
0.618 |
394-4 |
HIGH |
390-0 |
0.618 |
387-2 |
0.500 |
386-3 |
0.382 |
385-4 |
LOW |
382-6 |
0.618 |
378-2 |
1.000 |
375-4 |
1.618 |
371-0 |
2.618 |
363-6 |
4.250 |
352-0 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
386-3 |
388-3 |
PP |
385-1 |
386-4 |
S1 |
384-0 |
384-5 |
|