CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 31-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
377-0 |
369-4 |
-7-4 |
-2.0% |
391-0 |
High |
378-0 |
369-4 |
-8-4 |
-2.2% |
393-4 |
Low |
374-2 |
365-6 |
-8-4 |
-2.3% |
374-4 |
Close |
374-6 |
366-0 |
-8-6 |
-2.3% |
376-2 |
Range |
3-6 |
3-6 |
0-0 |
0.0% |
19-0 |
ATR |
5-0 |
5-2 |
0-2 |
5.8% |
0-0 |
Volume |
12,927 |
16,512 |
3,585 |
27.7% |
35,287 |
|
Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
378-3 |
375-7 |
368-0 |
|
R3 |
374-5 |
372-1 |
367-0 |
|
R2 |
370-7 |
370-7 |
366-6 |
|
R1 |
368-3 |
368-3 |
366-3 |
367-6 |
PP |
367-1 |
367-1 |
367-1 |
366-6 |
S1 |
364-5 |
364-5 |
365-5 |
364-0 |
S2 |
363-3 |
363-3 |
365-2 |
|
S3 |
359-5 |
360-7 |
365-0 |
|
S4 |
355-7 |
357-1 |
364-0 |
|
|
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 |
379-0 |
365-6 |
13-2 |
3.6% |
2-5 |
0.7% |
2% |
False |
True |
9,983 |
10 |
395-4 |
365-6 |
29-6 |
8.1% |
3-3 |
0.9% |
1% |
False |
True |
9,665 |
20 |
405-0 |
365-6 |
39-2 |
10.7% |
3-2 |
0.9% |
1% |
False |
True |
10,548 |
40 |
406-4 |
365-6 |
40-6 |
11.1% |
3-1 |
0.9% |
1% |
False |
True |
7,962 |
60 |
445-0 |
365-6 |
79-2 |
21.7% |
3-3 |
0.9% |
0% |
False |
True |
6,754 |
80 |
445-0 |
365-6 |
79-2 |
21.7% |
3-4 |
1.0% |
0% |
False |
True |
5,551 |
100 |
445-0 |
365-6 |
79-2 |
21.7% |
4-0 |
1.1% |
0% |
False |
True |
4,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
385-4 |
2.618 |
379-3 |
1.618 |
375-5 |
1.000 |
373-2 |
0.618 |
371-7 |
HIGH |
369-4 |
0.618 |
368-1 |
0.500 |
367-5 |
0.382 |
367-1 |
LOW |
365-6 |
0.618 |
363-3 |
1.000 |
362-0 |
1.618 |
359-5 |
2.618 |
355-7 |
4.250 |
349-6 |
|
|
Fisher Pivots for day following 31-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
367-5 |
372-3 |
PP |
367-1 |
370-2 |
S1 |
366-4 |
368-1 |
|