CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
377-4 |
379-0 |
1-4 |
0.4% |
364-0 |
| High |
379-6 |
379-4 |
-0-2 |
-0.1% |
379-6 |
| Low |
377-0 |
369-6 |
-7-2 |
-1.9% |
361-6 |
| Close |
378-0 |
370-6 |
-7-2 |
-1.9% |
378-0 |
| Range |
2-6 |
9-6 |
7-0 |
254.5% |
18-0 |
| ATR |
7-7 |
8-0 |
0-1 |
1.7% |
0-0 |
| Volume |
77,961 |
47,785 |
-30,176 |
-38.7% |
554,618 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
402-5 |
396-3 |
376-1 |
|
| R3 |
392-7 |
386-5 |
373-3 |
|
| R2 |
383-1 |
383-1 |
372-4 |
|
| R1 |
376-7 |
376-7 |
371-5 |
375-1 |
| PP |
373-3 |
373-3 |
373-3 |
372-4 |
| S1 |
367-1 |
367-1 |
369-7 |
365-3 |
| S2 |
363-5 |
363-5 |
369-0 |
|
| S3 |
353-7 |
357-3 |
368-1 |
|
| S4 |
344-1 |
347-5 |
365-3 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
427-1 |
420-5 |
387-7 |
|
| R3 |
409-1 |
402-5 |
383-0 |
|
| R2 |
391-1 |
391-1 |
381-2 |
|
| R1 |
384-5 |
384-5 |
379-5 |
387-7 |
| PP |
373-1 |
373-1 |
373-1 |
374-6 |
| S1 |
366-5 |
366-5 |
376-3 |
369-7 |
| S2 |
355-1 |
355-1 |
374-6 |
|
| S3 |
337-1 |
348-5 |
373-0 |
|
| S4 |
319-1 |
330-5 |
368-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
379-6 |
367-2 |
12-4 |
3.4% |
5-3 |
1.4% |
28% |
False |
False |
101,009 |
| 10 |
379-6 |
355-0 |
24-6 |
6.7% |
6-1 |
1.6% |
64% |
False |
False |
101,568 |
| 20 |
379-6 |
347-6 |
32-0 |
8.6% |
6-4 |
1.7% |
72% |
False |
False |
127,797 |
| 40 |
426-0 |
347-6 |
78-2 |
21.1% |
6-6 |
1.8% |
29% |
False |
False |
124,686 |
| 60 |
426-0 |
347-6 |
78-2 |
21.1% |
7-3 |
2.0% |
29% |
False |
False |
116,241 |
| 80 |
426-0 |
347-6 |
78-2 |
21.1% |
8-4 |
2.3% |
29% |
False |
False |
106,687 |
| 100 |
426-0 |
343-4 |
82-4 |
22.3% |
9-0 |
2.4% |
33% |
False |
False |
91,927 |
| 120 |
426-0 |
319-4 |
106-4 |
28.7% |
9-1 |
2.5% |
48% |
False |
False |
79,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
421-0 |
|
2.618 |
405-0 |
|
1.618 |
395-2 |
|
1.000 |
389-2 |
|
0.618 |
385-4 |
|
HIGH |
379-4 |
|
0.618 |
375-6 |
|
0.500 |
374-5 |
|
0.382 |
373-4 |
|
LOW |
369-6 |
|
0.618 |
363-6 |
|
1.000 |
360-0 |
|
1.618 |
354-0 |
|
2.618 |
344-2 |
|
4.250 |
328-2 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
374-5 |
374-5 |
| PP |
373-3 |
373-3 |
| S1 |
372-0 |
372-0 |
|