CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
372-0 |
373-0 |
1-0 |
0.3% |
364-0 |
| High |
373-0 |
377-4 |
4-4 |
1.2% |
379-6 |
| Low |
365-4 |
371-6 |
6-2 |
1.7% |
361-6 |
| Close |
370-4 |
375-6 |
5-2 |
1.4% |
378-0 |
| Range |
7-4 |
5-6 |
-1-6 |
-23.3% |
18-0 |
| ATR |
8-0 |
7-7 |
-0-1 |
-0.9% |
0-0 |
| Volume |
32,859 |
28,409 |
-4,450 |
-13.5% |
554,618 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
392-2 |
389-6 |
378-7 |
|
| R3 |
386-4 |
384-0 |
377-3 |
|
| R2 |
380-6 |
380-6 |
376-6 |
|
| R1 |
378-2 |
378-2 |
376-2 |
379-4 |
| PP |
375-0 |
375-0 |
375-0 |
375-5 |
| S1 |
372-4 |
372-4 |
375-2 |
373-6 |
| S2 |
369-2 |
369-2 |
374-6 |
|
| S3 |
363-4 |
366-6 |
374-1 |
|
| S4 |
357-6 |
361-0 |
372-5 |
|
|
| 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% |
72% |
False |
False |
52,111 |
| 10 |
379-6 |
355-0 |
24-6 |
6.6% |
6-4 |
1.7% |
84% |
False |
False |
84,922 |
| 20 |
379-6 |
347-6 |
32-0 |
8.5% |
6-5 |
1.8% |
88% |
False |
False |
118,634 |
| 40 |
423-6 |
347-6 |
76-0 |
20.2% |
6-5 |
1.8% |
37% |
False |
False |
122,764 |
| 60 |
426-0 |
347-6 |
78-2 |
20.8% |
7-2 |
1.9% |
36% |
False |
False |
112,607 |
| 80 |
426-0 |
347-6 |
78-2 |
20.8% |
8-2 |
2.2% |
36% |
False |
False |
106,075 |
| 100 |
426-0 |
347-6 |
78-2 |
20.8% |
8-6 |
2.3% |
36% |
False |
False |
92,003 |
| 120 |
426-0 |
319-6 |
106-2 |
28.3% |
9-1 |
2.4% |
53% |
False |
False |
79,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
402-0 |
|
2.618 |
392-4 |
|
1.618 |
386-6 |
|
1.000 |
383-2 |
|
0.618 |
381-0 |
|
HIGH |
377-4 |
|
0.618 |
375-2 |
|
0.500 |
374-5 |
|
0.382 |
374-0 |
|
LOW |
371-6 |
|
0.618 |
368-2 |
|
1.000 |
366-0 |
|
1.618 |
362-4 |
|
2.618 |
356-6 |
|
4.250 |
347-2 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
375-3 |
374-5 |
| PP |
375-0 |
373-5 |
| S1 |
374-5 |
372-4 |
|