CME Pit-Traded Corn Future September 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 |
386-4 |
390-0 |
3-4 |
0.9% |
396-6 |
| High |
386-4 |
394-2 |
7-6 |
2.0% |
397-0 |
| Low |
386-4 |
390-0 |
3-4 |
0.9% |
382-6 |
| Close |
387-2 |
394-6 |
7-4 |
1.9% |
384-2 |
| Range |
0-0 |
4-2 |
4-2 |
|
14-2 |
| ATR |
5-0 |
5-1 |
0-1 |
2.8% |
0-0 |
| Volume |
8,988 |
9,214 |
226 |
2.5% |
68,881 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
405-6 |
404-4 |
397-1 |
|
| R3 |
401-4 |
400-2 |
395-7 |
|
| R2 |
397-2 |
397-2 |
395-4 |
|
| R1 |
396-0 |
396-0 |
395-1 |
396-5 |
| PP |
393-0 |
393-0 |
393-0 |
393-2 |
| S1 |
391-6 |
391-6 |
394-3 |
392-3 |
| S2 |
388-6 |
388-6 |
394-0 |
|
| S3 |
384-4 |
387-4 |
393-5 |
|
| S4 |
380-2 |
383-2 |
392-3 |
|
|
| 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 |
394-2 |
382-2 |
12-0 |
3.0% |
2-1 |
0.5% |
104% |
True |
False |
10,068 |
| 10 |
405-0 |
382-2 |
22-6 |
5.8% |
3-1 |
0.8% |
55% |
False |
False |
11,431 |
| 20 |
406-4 |
382-2 |
24-2 |
6.1% |
2-6 |
0.7% |
52% |
False |
False |
8,344 |
| 40 |
406-4 |
378-0 |
28-4 |
7.2% |
2-7 |
0.7% |
59% |
False |
False |
6,489 |
| 60 |
445-0 |
378-0 |
67-0 |
17.0% |
3-1 |
0.8% |
25% |
False |
False |
5,393 |
| 80 |
445-0 |
378-0 |
67-0 |
17.0% |
3-7 |
1.0% |
25% |
False |
False |
4,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
412-2 |
|
2.618 |
405-3 |
|
1.618 |
401-1 |
|
1.000 |
398-4 |
|
0.618 |
396-7 |
|
HIGH |
394-2 |
|
0.618 |
392-5 |
|
0.500 |
392-1 |
|
0.382 |
391-5 |
|
LOW |
390-0 |
|
0.618 |
387-3 |
|
1.000 |
385-6 |
|
1.618 |
383-1 |
|
2.618 |
378-7 |
|
4.250 |
372-0 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
393-7 |
392-5 |
| PP |
393-0 |
390-3 |
| S1 |
392-1 |
388-2 |
|