CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 30-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
377-2 |
377-0 |
-0-2 |
-0.1% |
391-0 |
High |
379-0 |
378-0 |
-1-0 |
-0.3% |
393-4 |
Low |
375-6 |
374-2 |
-1-4 |
-0.4% |
374-4 |
Close |
377-2 |
374-6 |
-2-4 |
-0.7% |
376-2 |
Range |
3-2 |
3-6 |
0-4 |
15.4% |
19-0 |
ATR |
5-0 |
5-0 |
-0-1 |
-1.8% |
0-0 |
Volume |
5,347 |
12,927 |
7,580 |
141.8% |
35,287 |
|
Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386-7 |
384-5 |
376-6 |
|
R3 |
383-1 |
380-7 |
375-6 |
|
R2 |
379-3 |
379-3 |
375-4 |
|
R1 |
377-1 |
377-1 |
375-1 |
376-3 |
PP |
375-5 |
375-5 |
375-5 |
375-2 |
S1 |
373-3 |
373-3 |
374-3 |
372-5 |
S2 |
371-7 |
371-7 |
374-0 |
|
S3 |
368-1 |
369-5 |
373-6 |
|
S4 |
364-3 |
365-7 |
372-6 |
|
|
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 |
384-4 |
374-2 |
10-2 |
2.7% |
3-0 |
0.8% |
5% |
False |
True |
7,922 |
10 |
395-4 |
374-2 |
21-2 |
5.7% |
3-4 |
0.9% |
2% |
False |
True |
8,935 |
20 |
406-0 |
374-2 |
31-6 |
8.5% |
3-2 |
0.9% |
2% |
False |
True |
10,173 |
40 |
406-4 |
374-2 |
32-2 |
8.6% |
3-1 |
0.8% |
2% |
False |
True |
7,632 |
60 |
445-0 |
374-2 |
70-6 |
18.9% |
3-2 |
0.9% |
1% |
False |
True |
6,537 |
80 |
445-0 |
374-2 |
70-6 |
18.9% |
3-4 |
1.0% |
1% |
False |
True |
5,358 |
100 |
445-0 |
374-2 |
70-6 |
18.9% |
4-1 |
1.1% |
1% |
False |
True |
4,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
394-0 |
2.618 |
387-7 |
1.618 |
384-1 |
1.000 |
381-6 |
0.618 |
380-3 |
HIGH |
378-0 |
0.618 |
376-5 |
0.500 |
376-1 |
0.382 |
375-5 |
LOW |
374-2 |
0.618 |
371-7 |
1.000 |
370-4 |
1.618 |
368-1 |
2.618 |
364-3 |
4.250 |
358-2 |
|
|
Fisher Pivots for day following 30-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
376-1 |
376-5 |
PP |
375-5 |
376-0 |
S1 |
375-2 |
375-3 |
|