CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 24-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
390-0 |
379-6 |
-10-2 |
-2.6% |
382-2 |
High |
390-0 |
384-4 |
-5-4 |
-1.4% |
395-4 |
Low |
382-6 |
379-2 |
-3-4 |
-0.9% |
382-2 |
Close |
382-6 |
385-0 |
2-2 |
0.6% |
394-0 |
Range |
7-2 |
5-2 |
-2-0 |
-27.6% |
13-2 |
ATR |
5-0 |
5-0 |
0-0 |
0.3% |
0-0 |
Volume |
7,812 |
6,207 |
-1,605 |
-20.5% |
51,123 |
|
Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
398-5 |
397-1 |
387-7 |
|
R3 |
393-3 |
391-7 |
386-4 |
|
R2 |
388-1 |
388-1 |
386-0 |
|
R1 |
386-5 |
386-5 |
385-4 |
387-3 |
PP |
382-7 |
382-7 |
382-7 |
383-2 |
S1 |
381-3 |
381-3 |
384-4 |
382-1 |
S2 |
377-5 |
377-5 |
384-0 |
|
S3 |
372-3 |
376-1 |
383-4 |
|
S4 |
367-1 |
370-7 |
382-1 |
|
|
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 |
379-2 |
16-2 |
4.2% |
4-1 |
1.1% |
35% |
False |
True |
9,348 |
10 |
395-4 |
379-2 |
16-2 |
4.2% |
3-1 |
0.8% |
35% |
False |
True |
9,708 |
20 |
406-4 |
379-2 |
27-2 |
7.1% |
3-1 |
0.8% |
21% |
False |
True |
9,426 |
40 |
406-4 |
378-0 |
28-4 |
7.4% |
3-1 |
0.8% |
25% |
False |
False |
7,151 |
60 |
445-0 |
378-0 |
67-0 |
17.4% |
3-2 |
0.8% |
10% |
False |
False |
6,067 |
80 |
445-0 |
378-0 |
67-0 |
17.4% |
3-7 |
1.0% |
10% |
False |
False |
5,039 |
100 |
445-0 |
378-0 |
67-0 |
17.4% |
4-3 |
1.1% |
10% |
False |
False |
4,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
406-6 |
2.618 |
398-2 |
1.618 |
393-0 |
1.000 |
389-6 |
0.618 |
387-6 |
HIGH |
384-4 |
0.618 |
382-4 |
0.500 |
381-7 |
0.382 |
381-2 |
LOW |
379-2 |
0.618 |
376-0 |
1.000 |
374-0 |
1.618 |
370-6 |
2.618 |
365-4 |
4.250 |
357-0 |
|
|
Fisher Pivots for day following 24-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
384-0 |
386-3 |
PP |
382-7 |
385-7 |
S1 |
381-7 |
385-4 |
|