CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 25-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
379-6 |
375-2 |
-4-4 |
-1.2% |
382-2 |
High |
384-4 |
375-2 |
-9-2 |
-2.4% |
395-4 |
Low |
379-2 |
374-4 |
-4-6 |
-1.3% |
382-2 |
Close |
385-0 |
375-0 |
-10-0 |
-2.6% |
394-0 |
Range |
5-2 |
0-6 |
-4-4 |
-85.7% |
13-2 |
ATR |
5-0 |
5-4 |
0-3 |
7.7% |
0-0 |
Volume |
6,207 |
4,979 |
-1,228 |
-19.8% |
51,123 |
|
Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
377-1 |
376-7 |
375-3 |
|
R3 |
376-3 |
376-1 |
375-2 |
|
R2 |
375-5 |
375-5 |
375-1 |
|
R1 |
375-3 |
375-3 |
375-1 |
375-1 |
PP |
374-7 |
374-7 |
374-7 |
374-6 |
S1 |
374-5 |
374-5 |
374-7 |
374-3 |
S2 |
374-1 |
374-1 |
374-7 |
|
S3 |
373-3 |
373-7 |
374-6 |
|
S4 |
372-5 |
373-1 |
374-5 |
|
|
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 |
394-0 |
374-4 |
19-4 |
5.2% |
3-4 |
0.9% |
3% |
False |
True |
7,608 |
10 |
395-4 |
374-4 |
21-0 |
5.6% |
3-0 |
0.8% |
2% |
False |
True |
8,693 |
20 |
406-4 |
374-4 |
32-0 |
8.5% |
3-1 |
0.8% |
2% |
False |
True |
9,523 |
40 |
406-4 |
374-4 |
32-0 |
8.5% |
3-0 |
0.8% |
2% |
False |
True |
7,211 |
60 |
445-0 |
374-4 |
70-4 |
18.8% |
3-2 |
0.9% |
1% |
False |
True |
6,143 |
80 |
445-0 |
374-4 |
70-4 |
18.8% |
3-6 |
1.0% |
1% |
False |
True |
5,079 |
100 |
445-0 |
374-4 |
70-4 |
18.8% |
4-3 |
1.2% |
1% |
False |
True |
4,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
378-4 |
2.618 |
377-2 |
1.618 |
376-4 |
1.000 |
376-0 |
0.618 |
375-6 |
HIGH |
375-2 |
0.618 |
375-0 |
0.500 |
374-7 |
0.382 |
374-6 |
LOW |
374-4 |
0.618 |
374-0 |
1.000 |
373-6 |
1.618 |
373-2 |
2.618 |
372-4 |
4.250 |
371-2 |
|
|
Fisher Pivots for day following 25-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
375-0 |
382-2 |
PP |
374-7 |
379-7 |
S1 |
374-7 |
377-3 |
|