CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
370-6 |
360-0 |
-10-6 |
-2.9% |
362-6 |
| High |
370-6 |
366-0 |
-4-6 |
-1.3% |
376-4 |
| Low |
362-4 |
359-0 |
-3-4 |
-1.0% |
362-2 |
| Close |
362-6 |
365-0 |
2-2 |
0.6% |
374-4 |
| Range |
8-2 |
7-0 |
-1-2 |
-15.2% |
14-2 |
| ATR |
6-6 |
6-6 |
0-0 |
0.2% |
0-0 |
| Volume |
73,826 |
104,624 |
30,798 |
41.7% |
390,993 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
384-3 |
381-5 |
368-7 |
|
| R3 |
377-3 |
374-5 |
366-7 |
|
| R2 |
370-3 |
370-3 |
366-2 |
|
| R1 |
367-5 |
367-5 |
365-5 |
369-0 |
| PP |
363-3 |
363-3 |
363-3 |
364-0 |
| S1 |
360-5 |
360-5 |
364-3 |
362-0 |
| S2 |
356-3 |
356-3 |
363-6 |
|
| S3 |
349-3 |
353-5 |
363-1 |
|
| S4 |
342-3 |
346-5 |
361-1 |
|
|
| 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 |
359-0 |
17-4 |
4.8% |
6-0 |
1.7% |
34% |
False |
True |
81,483 |
| 10 |
376-4 |
359-0 |
17-4 |
4.8% |
5-4 |
1.5% |
34% |
False |
True |
86,618 |
| 20 |
391-0 |
359-0 |
32-0 |
8.8% |
6-0 |
1.6% |
19% |
False |
True |
94,101 |
| 40 |
391-0 |
359-0 |
32-0 |
8.8% |
6-0 |
1.7% |
19% |
False |
True |
80,476 |
| 60 |
435-0 |
359-0 |
76-0 |
20.8% |
6-1 |
1.7% |
8% |
False |
True |
61,181 |
| 80 |
435-0 |
359-0 |
76-0 |
20.8% |
6-5 |
1.8% |
8% |
False |
True |
49,771 |
| 100 |
435-0 |
359-0 |
76-0 |
20.8% |
7-2 |
2.0% |
8% |
False |
True |
42,014 |
| 120 |
435-0 |
352-4 |
82-4 |
22.6% |
7-4 |
2.1% |
15% |
False |
False |
36,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
395-6 |
|
2.618 |
384-3 |
|
1.618 |
377-3 |
|
1.000 |
373-0 |
|
0.618 |
370-3 |
|
HIGH |
366-0 |
|
0.618 |
363-3 |
|
0.500 |
362-4 |
|
0.382 |
361-5 |
|
LOW |
359-0 |
|
0.618 |
354-5 |
|
1.000 |
352-0 |
|
1.618 |
347-5 |
|
2.618 |
340-5 |
|
4.250 |
329-2 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
364-1 |
366-7 |
| PP |
363-3 |
366-2 |
| S1 |
362-4 |
365-5 |
|