CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 26-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
375-2 |
377-0 |
1-6 |
0.5% |
391-0 |
High |
375-2 |
377-0 |
1-6 |
0.5% |
393-4 |
Low |
374-4 |
375-2 |
0-6 |
0.2% |
374-4 |
Close |
375-0 |
376-2 |
1-2 |
0.3% |
376-2 |
Range |
0-6 |
1-6 |
1-0 |
133.3% |
19-0 |
ATR |
5-4 |
5-2 |
-0-2 |
-4.5% |
0-0 |
Volume |
4,979 |
10,152 |
5,173 |
103.9% |
35,287 |
|
Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
381-3 |
380-5 |
377-2 |
|
R3 |
379-5 |
378-7 |
376-6 |
|
R2 |
377-7 |
377-7 |
376-5 |
|
R1 |
377-1 |
377-1 |
376-3 |
376-5 |
PP |
376-1 |
376-1 |
376-1 |
376-0 |
S1 |
375-3 |
375-3 |
376-1 |
374-7 |
S2 |
374-3 |
374-3 |
375-7 |
|
S3 |
372-5 |
373-5 |
375-6 |
|
S4 |
370-7 |
371-7 |
375-2 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
438-3 |
426-3 |
386-6 |
|
R3 |
419-3 |
407-3 |
381-4 |
|
R2 |
400-3 |
400-3 |
379-6 |
|
R1 |
388-3 |
388-3 |
378-0 |
384-7 |
PP |
381-3 |
381-3 |
381-3 |
379-6 |
S1 |
369-3 |
369-3 |
374-4 |
365-7 |
S2 |
362-3 |
362-3 |
372-6 |
|
S3 |
343-3 |
350-3 |
371-0 |
|
S4 |
324-3 |
331-3 |
365-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
393-4 |
374-4 |
19-0 |
5.0% |
3-5 |
1.0% |
9% |
False |
False |
7,057 |
10 |
395-4 |
374-4 |
21-0 |
5.6% |
2-7 |
0.8% |
8% |
False |
False |
8,641 |
20 |
406-0 |
374-4 |
31-4 |
8.4% |
3-1 |
0.8% |
6% |
False |
False |
9,818 |
40 |
406-4 |
374-4 |
32-0 |
8.5% |
3-0 |
0.8% |
5% |
False |
False |
7,372 |
60 |
445-0 |
374-4 |
70-4 |
18.7% |
3-2 |
0.8% |
2% |
False |
False |
6,291 |
80 |
445-0 |
374-4 |
70-4 |
18.7% |
3-5 |
1.0% |
2% |
False |
False |
5,195 |
100 |
445-0 |
374-4 |
70-4 |
18.7% |
4-2 |
1.1% |
2% |
False |
False |
4,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
384-4 |
2.618 |
381-5 |
1.618 |
379-7 |
1.000 |
378-6 |
0.618 |
378-1 |
HIGH |
377-0 |
0.618 |
376-3 |
0.500 |
376-1 |
0.382 |
375-7 |
LOW |
375-2 |
0.618 |
374-1 |
1.000 |
373-4 |
1.618 |
372-3 |
2.618 |
370-5 |
4.250 |
367-6 |
|
|
Fisher Pivots for day following 26-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
376-2 |
379-4 |
PP |
376-1 |
378-3 |
S1 |
376-1 |
377-3 |
|