CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 02-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
379-0 |
372-0 |
-7-0 |
-1.8% |
364-0 |
High |
379-4 |
373-0 |
-6-4 |
-1.7% |
379-6 |
Low |
369-6 |
365-4 |
-4-2 |
-1.1% |
361-6 |
Close |
370-6 |
370-4 |
-0-2 |
-0.1% |
378-0 |
Range |
9-6 |
7-4 |
-2-2 |
-23.1% |
18-0 |
ATR |
8-0 |
8-0 |
0-0 |
-0.4% |
0-0 |
Volume |
47,785 |
32,859 |
-14,926 |
-31.2% |
554,618 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
392-1 |
388-7 |
374-5 |
|
R3 |
384-5 |
381-3 |
372-4 |
|
R2 |
377-1 |
377-1 |
371-7 |
|
R1 |
373-7 |
373-7 |
371-2 |
371-6 |
PP |
369-5 |
369-5 |
369-5 |
368-5 |
S1 |
366-3 |
366-3 |
369-6 |
364-2 |
S2 |
362-1 |
362-1 |
369-1 |
|
S3 |
354-5 |
358-7 |
368-4 |
|
S4 |
347-1 |
351-3 |
366-3 |
|
|
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 |
365-4 |
14-2 |
3.8% |
5-6 |
1.5% |
35% |
False |
True |
69,075 |
10 |
379-6 |
355-0 |
24-6 |
6.7% |
6-4 |
1.8% |
63% |
False |
False |
94,698 |
20 |
379-6 |
347-6 |
32-0 |
8.6% |
6-5 |
1.8% |
71% |
False |
False |
122,846 |
40 |
426-0 |
347-6 |
78-2 |
21.1% |
6-7 |
1.8% |
29% |
False |
False |
123,471 |
60 |
426-0 |
347-6 |
78-2 |
21.1% |
7-3 |
2.0% |
29% |
False |
False |
114,290 |
80 |
426-0 |
347-6 |
78-2 |
21.1% |
8-3 |
2.3% |
29% |
False |
False |
106,509 |
100 |
426-0 |
347-6 |
78-2 |
21.1% |
8-7 |
2.4% |
29% |
False |
False |
92,060 |
120 |
426-0 |
319-4 |
106-4 |
28.7% |
9-1 |
2.5% |
48% |
False |
False |
79,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
404-7 |
2.618 |
392-5 |
1.618 |
385-1 |
1.000 |
380-4 |
0.618 |
377-5 |
HIGH |
373-0 |
0.618 |
370-1 |
0.500 |
369-2 |
0.382 |
368-3 |
LOW |
365-4 |
0.618 |
360-7 |
1.000 |
358-0 |
1.618 |
353-3 |
2.618 |
345-7 |
4.250 |
333-5 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
370-1 |
372-5 |
PP |
369-5 |
371-7 |
S1 |
369-2 |
371-2 |
|