CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 08-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
377-0 |
366-6 |
-10-2 |
-2.7% |
379-0 |
High |
377-0 |
367-0 |
-10-0 |
-2.7% |
379-4 |
Low |
364-6 |
362-4 |
-2-2 |
-0.6% |
364-6 |
Close |
364-6 |
364-4 |
-0-2 |
-0.1% |
364-6 |
Range |
12-2 |
4-4 |
-7-6 |
-63.3% |
14-6 |
ATR |
8-1 |
7-7 |
-0-2 |
-3.2% |
0-0 |
Volume |
20,347 |
16,347 |
-4,000 |
-19.7% |
153,719 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
378-1 |
375-7 |
367-0 |
|
R3 |
373-5 |
371-3 |
365-6 |
|
R2 |
369-1 |
369-1 |
365-3 |
|
R1 |
366-7 |
366-7 |
364-7 |
365-6 |
PP |
364-5 |
364-5 |
364-5 |
364-1 |
S1 |
362-3 |
362-3 |
364-1 |
361-2 |
S2 |
360-1 |
360-1 |
363-5 |
|
S3 |
355-5 |
357-7 |
363-2 |
|
S4 |
351-1 |
353-3 |
362-0 |
|
|
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 |
377-4 |
362-4 |
15-0 |
4.1% |
6-5 |
1.8% |
13% |
False |
True |
24,456 |
10 |
379-6 |
362-4 |
17-2 |
4.7% |
6-0 |
1.6% |
12% |
False |
True |
62,732 |
20 |
379-6 |
354-6 |
25-0 |
6.9% |
6-3 |
1.7% |
39% |
False |
False |
97,577 |
40 |
423-4 |
347-6 |
75-6 |
20.8% |
6-6 |
1.8% |
22% |
False |
False |
116,340 |
60 |
426-0 |
347-6 |
78-2 |
21.5% |
7-2 |
2.0% |
21% |
False |
False |
107,412 |
80 |
426-0 |
347-6 |
78-2 |
21.5% |
8-0 |
2.2% |
21% |
False |
False |
105,223 |
100 |
426-0 |
347-6 |
78-2 |
21.5% |
8-6 |
2.4% |
21% |
False |
False |
91,468 |
120 |
426-0 |
324-2 |
101-6 |
27.9% |
9-1 |
2.5% |
40% |
False |
False |
80,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
386-1 |
2.618 |
378-6 |
1.618 |
374-2 |
1.000 |
371-4 |
0.618 |
369-6 |
HIGH |
367-0 |
0.618 |
365-2 |
0.500 |
364-6 |
0.382 |
364-2 |
LOW |
362-4 |
0.618 |
359-6 |
1.000 |
358-0 |
1.618 |
355-2 |
2.618 |
350-6 |
4.250 |
343-3 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
364-6 |
369-6 |
PP |
364-5 |
368-0 |
S1 |
364-5 |
366-2 |
|