CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
386-2 |
382-2 |
-4-0 |
-1.0% |
396-6 |
| High |
386-2 |
383-2 |
-3-0 |
-0.8% |
397-0 |
| Low |
383-2 |
382-2 |
-1-0 |
-0.3% |
382-6 |
| Close |
384-2 |
383-6 |
-0-4 |
-0.1% |
384-2 |
| Range |
3-0 |
1-0 |
-2-0 |
-66.7% |
14-2 |
| ATR |
5-4 |
5-2 |
-0-2 |
-4.5% |
0-0 |
| Volume |
10,680 |
6,337 |
-4,343 |
-40.7% |
68,881 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
386-1 |
385-7 |
384-2 |
|
| R3 |
385-1 |
384-7 |
384-0 |
|
| R2 |
384-1 |
384-1 |
383-7 |
|
| R1 |
383-7 |
383-7 |
383-7 |
384-0 |
| PP |
383-1 |
383-1 |
383-1 |
383-1 |
| S1 |
382-7 |
382-7 |
383-5 |
383-0 |
| S2 |
382-1 |
382-1 |
383-5 |
|
| S3 |
381-1 |
381-7 |
383-4 |
|
| S4 |
380-1 |
380-7 |
383-2 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
430-6 |
421-6 |
392-1 |
|
| R3 |
416-4 |
407-4 |
388-1 |
|
| R2 |
402-2 |
402-2 |
386-7 |
|
| R1 |
393-2 |
393-2 |
385-4 |
390-5 |
| PP |
388-0 |
388-0 |
388-0 |
386-6 |
| S1 |
379-0 |
379-0 |
383-0 |
376-3 |
| S2 |
373-6 |
373-6 |
381-5 |
|
| S3 |
359-4 |
364-6 |
380-3 |
|
| S4 |
345-2 |
350-4 |
376-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
390-0 |
382-2 |
7-6 |
2.0% |
2-4 |
0.7% |
19% |
False |
True |
12,360 |
| 10 |
406-0 |
382-2 |
23-6 |
6.2% |
3-5 |
0.9% |
6% |
False |
True |
11,289 |
| 20 |
406-4 |
382-2 |
24-2 |
6.3% |
2-6 |
0.7% |
6% |
False |
True |
7,758 |
| 40 |
406-4 |
378-0 |
28-4 |
7.4% |
3-0 |
0.8% |
20% |
False |
False |
6,273 |
| 60 |
445-0 |
378-0 |
67-0 |
17.5% |
3-3 |
0.9% |
9% |
False |
False |
5,134 |
| 80 |
445-0 |
378-0 |
67-0 |
17.5% |
4-0 |
1.0% |
9% |
False |
False |
4,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
387-4 |
|
2.618 |
385-7 |
|
1.618 |
384-7 |
|
1.000 |
384-2 |
|
0.618 |
383-7 |
|
HIGH |
383-2 |
|
0.618 |
382-7 |
|
0.500 |
382-6 |
|
0.382 |
382-5 |
|
LOW |
382-2 |
|
0.618 |
381-5 |
|
1.000 |
381-2 |
|
1.618 |
380-5 |
|
2.618 |
379-5 |
|
4.250 |
378-0 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
383-3 |
384-2 |
| PP |
383-1 |
384-1 |
| S1 |
382-6 |
383-7 |
|