CME Pit-Traded Corn Future May 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 |
363-0 |
366-6 |
3-6 |
1.0% |
376-6 |
| High |
366-0 |
366-6 |
0-6 |
0.2% |
378-4 |
| Low |
361-4 |
362-0 |
0-4 |
0.1% |
361-4 |
| Close |
365-2 |
364-2 |
-1-0 |
-0.3% |
364-2 |
| Range |
4-4 |
4-6 |
0-2 |
5.6% |
17-0 |
| ATR |
7-4 |
7-3 |
-0-2 |
-2.6% |
0-0 |
| Volume |
150,357 |
87,475 |
-62,882 |
-41.8% |
503,744 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
378-5 |
376-1 |
366-7 |
|
| R3 |
373-7 |
371-3 |
365-4 |
|
| R2 |
369-1 |
369-1 |
365-1 |
|
| R1 |
366-5 |
366-5 |
364-5 |
365-4 |
| PP |
364-3 |
364-3 |
364-3 |
363-6 |
| S1 |
361-7 |
361-7 |
363-7 |
360-6 |
| S2 |
359-5 |
359-5 |
363-3 |
|
| S3 |
354-7 |
357-1 |
363-0 |
|
| S4 |
350-1 |
352-3 |
361-5 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
419-1 |
408-5 |
373-5 |
|
| R3 |
402-1 |
391-5 |
368-7 |
|
| R2 |
385-1 |
385-1 |
367-3 |
|
| R1 |
374-5 |
374-5 |
365-6 |
371-3 |
| PP |
368-1 |
368-1 |
368-1 |
366-4 |
| S1 |
357-5 |
357-5 |
362-6 |
354-3 |
| S2 |
351-1 |
351-1 |
361-1 |
|
| S3 |
334-1 |
340-5 |
359-5 |
|
| S4 |
317-1 |
323-5 |
354-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
378-4 |
361-4 |
17-0 |
4.7% |
5-2 |
1.5% |
16% |
False |
False |
100,748 |
| 10 |
391-0 |
361-4 |
29-4 |
8.1% |
6-5 |
1.8% |
9% |
False |
False |
102,757 |
| 20 |
391-0 |
361-4 |
29-4 |
8.1% |
6-1 |
1.7% |
9% |
False |
False |
96,140 |
| 40 |
393-0 |
359-0 |
34-0 |
9.3% |
6-1 |
1.7% |
15% |
False |
False |
70,773 |
| 60 |
435-0 |
359-0 |
76-0 |
20.9% |
6-2 |
1.7% |
7% |
False |
False |
52,338 |
| 80 |
435-0 |
359-0 |
76-0 |
20.9% |
6-6 |
1.9% |
7% |
False |
False |
42,905 |
| 100 |
435-0 |
359-0 |
76-0 |
20.9% |
7-5 |
2.1% |
7% |
False |
False |
36,165 |
| 120 |
435-0 |
333-4 |
101-4 |
27.9% |
7-5 |
2.1% |
30% |
False |
False |
31,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
387-0 |
|
2.618 |
379-1 |
|
1.618 |
374-3 |
|
1.000 |
371-4 |
|
0.618 |
369-5 |
|
HIGH |
366-6 |
|
0.618 |
364-7 |
|
0.500 |
364-3 |
|
0.382 |
363-7 |
|
LOW |
362-0 |
|
0.618 |
359-1 |
|
1.000 |
357-2 |
|
1.618 |
354-3 |
|
2.618 |
349-5 |
|
4.250 |
341-6 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
364-3 |
366-0 |
| PP |
364-3 |
365-3 |
| S1 |
364-2 |
364-7 |
|