CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 30-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
358-0 |
357-4 |
-0-4 |
-0.1% |
372-0 |
| High |
359-4 |
358-4 |
-1-0 |
-0.3% |
374-6 |
| Low |
354-6 |
352-0 |
-2-6 |
-0.8% |
354-2 |
| Close |
357-0 |
354-4 |
-2-4 |
-0.7% |
356-2 |
| Range |
4-6 |
6-4 |
1-6 |
36.8% |
20-4 |
| ATR |
6-5 |
6-5 |
0-0 |
-0.2% |
0-0 |
| Volume |
67,136 |
89,062 |
21,926 |
32.7% |
417,212 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
374-4 |
371-0 |
358-1 |
|
| R3 |
368-0 |
364-4 |
356-2 |
|
| R2 |
361-4 |
361-4 |
355-6 |
|
| R1 |
358-0 |
358-0 |
355-1 |
356-4 |
| PP |
355-0 |
355-0 |
355-0 |
354-2 |
| S1 |
351-4 |
351-4 |
353-7 |
350-0 |
| S2 |
348-4 |
348-4 |
353-2 |
|
| S3 |
342-0 |
345-0 |
352-6 |
|
| S4 |
335-4 |
338-4 |
350-7 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
423-2 |
410-2 |
367-4 |
|
| R3 |
402-6 |
389-6 |
361-7 |
|
| R2 |
382-2 |
382-2 |
360-0 |
|
| R1 |
369-2 |
369-2 |
358-1 |
365-4 |
| PP |
361-6 |
361-6 |
361-6 |
359-7 |
| S1 |
348-6 |
348-6 |
354-3 |
345-0 |
| S2 |
341-2 |
341-2 |
352-4 |
|
| S3 |
320-6 |
328-2 |
350-5 |
|
| S4 |
300-2 |
307-6 |
345-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
366-0 |
352-0 |
14-0 |
3.9% |
6-2 |
1.8% |
18% |
False |
True |
88,135 |
| 10 |
376-4 |
352-0 |
24-4 |
6.9% |
6-3 |
1.8% |
10% |
False |
True |
81,889 |
| 20 |
388-6 |
352-0 |
36-6 |
10.4% |
6-0 |
1.7% |
7% |
False |
True |
87,710 |
| 40 |
391-0 |
352-0 |
39-0 |
11.0% |
6-2 |
1.7% |
6% |
False |
True |
85,903 |
| 60 |
435-0 |
352-0 |
83-0 |
23.4% |
6-2 |
1.8% |
3% |
False |
True |
66,023 |
| 80 |
435-0 |
352-0 |
83-0 |
23.4% |
6-4 |
1.8% |
3% |
False |
True |
53,193 |
| 100 |
435-0 |
352-0 |
83-0 |
23.4% |
7-0 |
2.0% |
3% |
False |
True |
45,052 |
| 120 |
435-0 |
352-0 |
83-0 |
23.4% |
7-3 |
2.1% |
3% |
False |
True |
38,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
386-1 |
|
2.618 |
375-4 |
|
1.618 |
369-0 |
|
1.000 |
365-0 |
|
0.618 |
362-4 |
|
HIGH |
358-4 |
|
0.618 |
356-0 |
|
0.500 |
355-2 |
|
0.382 |
354-4 |
|
LOW |
352-0 |
|
0.618 |
348-0 |
|
1.000 |
345-4 |
|
1.618 |
341-4 |
|
2.618 |
335-0 |
|
4.250 |
324-3 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
355-2 |
355-6 |
| PP |
355-0 |
355-3 |
| S1 |
354-6 |
354-7 |
|