CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 04-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
373-0 |
371-0 |
-2-0 |
-0.5% |
364-0 |
High |
377-4 |
372-4 |
-5-0 |
-1.3% |
379-6 |
Low |
371-6 |
369-4 |
-2-2 |
-0.6% |
361-6 |
Close |
375-6 |
372-0 |
-3-6 |
-1.0% |
378-0 |
Range |
5-6 |
3-0 |
-2-6 |
-47.8% |
18-0 |
ATR |
7-7 |
7-6 |
-0-1 |
-1.5% |
0-0 |
Volume |
28,409 |
24,319 |
-4,090 |
-14.4% |
554,618 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
380-3 |
379-1 |
373-5 |
|
R3 |
377-3 |
376-1 |
372-7 |
|
R2 |
374-3 |
374-3 |
372-4 |
|
R1 |
373-1 |
373-1 |
372-2 |
373-6 |
PP |
371-3 |
371-3 |
371-3 |
371-5 |
S1 |
370-1 |
370-1 |
371-6 |
370-6 |
S2 |
368-3 |
368-3 |
371-4 |
|
S3 |
365-3 |
367-1 |
371-1 |
|
S4 |
362-3 |
364-1 |
370-3 |
|
|
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% |
46% |
False |
False |
42,266 |
10 |
379-6 |
355-0 |
24-6 |
6.7% |
6-2 |
1.7% |
69% |
False |
False |
78,687 |
20 |
379-6 |
347-6 |
32-0 |
8.6% |
6-2 |
1.7% |
76% |
False |
False |
112,501 |
40 |
423-6 |
347-6 |
76-0 |
20.4% |
6-5 |
1.8% |
32% |
False |
False |
119,858 |
60 |
426-0 |
347-6 |
78-2 |
21.0% |
7-2 |
1.9% |
31% |
False |
False |
111,201 |
80 |
426-0 |
347-6 |
78-2 |
21.0% |
8-0 |
2.2% |
31% |
False |
False |
105,827 |
100 |
426-0 |
347-6 |
78-2 |
21.0% |
8-6 |
2.4% |
31% |
False |
False |
91,710 |
120 |
426-0 |
322-6 |
103-2 |
27.8% |
9-1 |
2.5% |
48% |
False |
False |
79,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
385-2 |
2.618 |
380-3 |
1.618 |
377-3 |
1.000 |
375-4 |
0.618 |
374-3 |
HIGH |
372-4 |
0.618 |
371-3 |
0.500 |
371-0 |
0.382 |
370-5 |
LOW |
369-4 |
0.618 |
367-5 |
1.000 |
366-4 |
1.618 |
364-5 |
2.618 |
361-5 |
4.250 |
356-6 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
371-5 |
371-7 |
PP |
371-3 |
371-5 |
S1 |
371-0 |
371-4 |
|