CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
371-0 |
377-0 |
6-0 |
1.6% |
379-0 |
High |
372-4 |
377-0 |
4-4 |
1.2% |
379-4 |
Low |
369-4 |
364-6 |
-4-6 |
-1.3% |
364-6 |
Close |
372-0 |
364-6 |
-7-2 |
-1.9% |
364-6 |
Range |
3-0 |
12-2 |
9-2 |
308.3% |
14-6 |
ATR |
7-6 |
8-1 |
0-3 |
4.1% |
0-0 |
Volume |
24,319 |
20,347 |
-3,972 |
-16.3% |
153,719 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
405-5 |
397-3 |
371-4 |
|
R3 |
393-3 |
385-1 |
368-1 |
|
R2 |
381-1 |
381-1 |
367-0 |
|
R1 |
372-7 |
372-7 |
365-7 |
370-7 |
PP |
368-7 |
368-7 |
368-7 |
367-6 |
S1 |
360-5 |
360-5 |
363-5 |
358-5 |
S2 |
356-5 |
356-5 |
362-4 |
|
S3 |
344-3 |
348-3 |
361-3 |
|
S4 |
332-1 |
336-1 |
358-0 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
413-7 |
404-1 |
372-7 |
|
R3 |
399-1 |
389-3 |
368-6 |
|
R2 |
384-3 |
384-3 |
367-4 |
|
R1 |
374-5 |
374-5 |
366-1 |
372-1 |
PP |
369-5 |
369-5 |
369-5 |
368-4 |
S1 |
359-7 |
359-7 |
363-3 |
357-3 |
S2 |
354-7 |
354-7 |
362-0 |
|
S3 |
340-1 |
345-1 |
360-6 |
|
S4 |
325-3 |
330-3 |
356-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
379-4 |
364-6 |
14-6 |
4.0% |
7-5 |
2.1% |
0% |
False |
True |
30,743 |
10 |
379-6 |
361-6 |
18-0 |
4.9% |
7-0 |
1.9% |
17% |
False |
False |
70,833 |
20 |
379-6 |
347-6 |
32-0 |
8.8% |
6-4 |
1.8% |
53% |
False |
False |
104,931 |
40 |
423-6 |
347-6 |
76-0 |
20.8% |
6-6 |
1.9% |
22% |
False |
False |
118,343 |
60 |
426-0 |
347-6 |
78-2 |
21.5% |
7-2 |
2.0% |
22% |
False |
False |
109,461 |
80 |
426-0 |
347-6 |
78-2 |
21.5% |
8-1 |
2.2% |
22% |
False |
False |
105,651 |
100 |
426-0 |
347-6 |
78-2 |
21.5% |
8-6 |
2.4% |
22% |
False |
False |
91,700 |
120 |
426-0 |
323-0 |
103-0 |
28.2% |
9-1 |
2.5% |
41% |
False |
False |
80,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
429-0 |
2.618 |
409-1 |
1.618 |
396-7 |
1.000 |
389-2 |
0.618 |
384-5 |
HIGH |
377-0 |
0.618 |
372-3 |
0.500 |
370-7 |
0.382 |
369-3 |
LOW |
364-6 |
0.618 |
357-1 |
1.000 |
352-4 |
1.618 |
344-7 |
2.618 |
332-5 |
4.250 |
312-6 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
370-7 |
371-1 |
PP |
368-7 |
369-0 |
S1 |
366-6 |
366-7 |
|