CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
373-0 |
372-0 |
-1-0 |
-0.3% |
362-6 |
| High |
375-4 |
374-6 |
-0-6 |
-0.2% |
376-4 |
| Low |
371-6 |
370-4 |
-1-2 |
-0.3% |
362-2 |
| Close |
374-4 |
370-6 |
-3-6 |
-1.0% |
374-4 |
| Range |
3-6 |
4-2 |
0-4 |
13.3% |
14-2 |
| ATR |
6-7 |
6-5 |
-0-1 |
-2.7% |
0-0 |
| Volume |
83,044 |
58,909 |
-24,135 |
-29.1% |
390,993 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
384-6 |
382-0 |
373-1 |
|
| R3 |
380-4 |
377-6 |
371-7 |
|
| R2 |
376-2 |
376-2 |
371-4 |
|
| R1 |
373-4 |
373-4 |
371-1 |
372-6 |
| PP |
372-0 |
372-0 |
372-0 |
371-5 |
| S1 |
369-2 |
369-2 |
370-3 |
368-4 |
| S2 |
367-6 |
367-6 |
370-0 |
|
| S3 |
363-4 |
365-0 |
369-5 |
|
| S4 |
359-2 |
360-6 |
368-3 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
413-7 |
408-3 |
382-3 |
|
| R3 |
399-5 |
394-1 |
378-3 |
|
| R2 |
385-3 |
385-3 |
377-1 |
|
| R1 |
379-7 |
379-7 |
375-6 |
382-5 |
| PP |
371-1 |
371-1 |
371-1 |
372-4 |
| S1 |
365-5 |
365-5 |
373-2 |
368-3 |
| S2 |
356-7 |
356-7 |
371-7 |
|
| S3 |
342-5 |
351-3 |
370-5 |
|
| S4 |
328-3 |
337-1 |
366-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
376-4 |
364-6 |
11-6 |
3.2% |
5-4 |
1.5% |
51% |
False |
False |
75,716 |
| 10 |
376-4 |
361-4 |
15-0 |
4.0% |
5-1 |
1.4% |
62% |
False |
False |
85,859 |
| 20 |
391-0 |
361-4 |
29-4 |
8.0% |
5-6 |
1.5% |
31% |
False |
False |
99,065 |
| 40 |
391-0 |
359-0 |
32-0 |
8.6% |
6-0 |
1.6% |
37% |
False |
False |
77,350 |
| 60 |
435-0 |
359-0 |
76-0 |
20.5% |
6-0 |
1.6% |
15% |
False |
False |
58,418 |
| 80 |
435-0 |
359-0 |
76-0 |
20.5% |
6-5 |
1.8% |
15% |
False |
False |
47,949 |
| 100 |
435-0 |
359-0 |
76-0 |
20.5% |
7-2 |
2.0% |
15% |
False |
False |
40,344 |
| 120 |
435-0 |
352-4 |
82-4 |
22.3% |
7-4 |
2.0% |
22% |
False |
False |
34,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
392-6 |
|
2.618 |
385-7 |
|
1.618 |
381-5 |
|
1.000 |
379-0 |
|
0.618 |
377-3 |
|
HIGH |
374-6 |
|
0.618 |
373-1 |
|
0.500 |
372-5 |
|
0.382 |
372-1 |
|
LOW |
370-4 |
|
0.618 |
367-7 |
|
1.000 |
366-2 |
|
1.618 |
363-5 |
|
2.618 |
359-3 |
|
4.250 |
352-4 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
372-5 |
373-0 |
| PP |
372-0 |
372-2 |
| S1 |
371-3 |
371-4 |
|