CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
374-0 |
377-4 |
3-4 |
0.9% |
388-0 |
High |
376-6 |
378-0 |
1-2 |
0.3% |
388-2 |
Low |
372-6 |
373-4 |
0-6 |
0.2% |
372-6 |
Close |
376-2 |
375-4 |
-0-6 |
-0.2% |
375-4 |
Range |
4-0 |
4-4 |
0-4 |
12.5% |
15-4 |
ATR |
7-0 |
6-6 |
-0-1 |
-2.5% |
0-0 |
Volume |
56,860 |
28,742 |
-28,118 |
-49.5% |
170,413 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
389-1 |
386-7 |
378-0 |
|
R3 |
384-5 |
382-3 |
376-6 |
|
R2 |
380-1 |
380-1 |
376-3 |
|
R1 |
377-7 |
377-7 |
375-7 |
376-6 |
PP |
375-5 |
375-5 |
375-5 |
375-1 |
S1 |
373-3 |
373-3 |
375-1 |
372-2 |
S2 |
371-1 |
371-1 |
374-5 |
|
S3 |
366-5 |
368-7 |
374-2 |
|
S4 |
362-1 |
364-3 |
373-0 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
425-3 |
415-7 |
384-0 |
|
R3 |
409-7 |
400-3 |
379-6 |
|
R2 |
394-3 |
394-3 |
378-3 |
|
R1 |
384-7 |
384-7 |
376-7 |
381-7 |
PP |
378-7 |
378-7 |
378-7 |
377-2 |
S1 |
369-3 |
369-3 |
374-1 |
366-3 |
S2 |
363-3 |
363-3 |
372-5 |
|
S3 |
347-7 |
353-7 |
371-2 |
|
S4 |
332-3 |
338-3 |
367-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
388-2 |
372-6 |
15-4 |
4.1% |
4-2 |
1.1% |
18% |
False |
False |
34,082 |
10 |
401-4 |
372-6 |
28-6 |
7.7% |
5-7 |
1.6% |
10% |
False |
False |
29,790 |
20 |
401-4 |
372-6 |
28-6 |
7.7% |
5-4 |
1.5% |
10% |
False |
False |
28,715 |
40 |
402-0 |
368-6 |
33-2 |
8.9% |
5-4 |
1.5% |
20% |
False |
False |
28,771 |
60 |
443-0 |
368-6 |
74-2 |
19.8% |
5-6 |
1.5% |
9% |
False |
False |
23,993 |
80 |
443-0 |
368-6 |
74-2 |
19.8% |
6-4 |
1.7% |
9% |
False |
False |
21,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
397-1 |
2.618 |
389-6 |
1.618 |
385-2 |
1.000 |
382-4 |
0.618 |
380-6 |
HIGH |
378-0 |
0.618 |
376-2 |
0.500 |
375-6 |
0.382 |
375-2 |
LOW |
373-4 |
0.618 |
370-6 |
1.000 |
369-0 |
1.618 |
366-2 |
2.618 |
361-6 |
4.250 |
354-3 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
375-6 |
376-2 |
PP |
375-5 |
376-0 |
S1 |
375-5 |
375-6 |
|