CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
364-6 |
368-0 |
3-2 |
0.9% |
376-6 |
| High |
368-6 |
374-2 |
5-4 |
1.5% |
378-4 |
| Low |
364-6 |
365-4 |
0-6 |
0.2% |
361-4 |
| Close |
366-6 |
374-0 |
7-2 |
2.0% |
364-2 |
| Range |
4-0 |
8-6 |
4-6 |
118.8% |
17-0 |
| ATR |
6-7 |
7-1 |
0-1 |
1.9% |
0-0 |
| Volume |
74,189 |
75,425 |
1,236 |
1.7% |
503,744 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
397-4 |
394-4 |
378-6 |
|
| R3 |
388-6 |
385-6 |
376-3 |
|
| R2 |
380-0 |
380-0 |
375-5 |
|
| R1 |
377-0 |
377-0 |
374-6 |
378-4 |
| PP |
371-2 |
371-2 |
371-2 |
372-0 |
| S1 |
368-2 |
368-2 |
373-2 |
369-6 |
| S2 |
362-4 |
362-4 |
372-3 |
|
| S3 |
353-6 |
359-4 |
371-5 |
|
| S4 |
345-0 |
350-6 |
369-2 |
|
|
| 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 |
374-2 |
361-4 |
12-6 |
3.4% |
5-0 |
1.4% |
98% |
True |
False |
91,753 |
| 10 |
387-4 |
361-4 |
26-0 |
7.0% |
5-6 |
1.6% |
48% |
False |
False |
90,427 |
| 20 |
391-0 |
361-4 |
29-4 |
7.9% |
6-2 |
1.7% |
42% |
False |
False |
97,121 |
| 40 |
391-0 |
359-0 |
32-0 |
8.6% |
6-0 |
1.6% |
47% |
False |
False |
73,584 |
| 60 |
435-0 |
359-0 |
76-0 |
20.3% |
6-1 |
1.7% |
20% |
False |
False |
55,304 |
| 80 |
435-0 |
359-0 |
76-0 |
20.3% |
6-6 |
1.8% |
20% |
False |
False |
45,388 |
| 100 |
435-0 |
359-0 |
76-0 |
20.3% |
7-4 |
2.0% |
20% |
False |
False |
38,281 |
| 120 |
435-0 |
345-4 |
89-4 |
23.9% |
7-4 |
2.0% |
32% |
False |
False |
32,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
411-4 |
|
2.618 |
397-1 |
|
1.618 |
388-3 |
|
1.000 |
383-0 |
|
0.618 |
379-5 |
|
HIGH |
374-2 |
|
0.618 |
370-7 |
|
0.500 |
369-7 |
|
0.382 |
368-7 |
|
LOW |
365-4 |
|
0.618 |
360-1 |
|
1.000 |
356-6 |
|
1.618 |
351-3 |
|
2.618 |
342-5 |
|
4.250 |
328-2 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
372-5 |
372-1 |
| PP |
371-2 |
370-1 |
| S1 |
369-7 |
368-2 |
|