CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
366-6 |
361-6 |
-5-0 |
-1.4% |
379-0 |
High |
367-0 |
361-6 |
-5-2 |
-1.4% |
379-4 |
Low |
362-4 |
358-4 |
-4-0 |
-1.1% |
364-6 |
Close |
364-4 |
358-6 |
-5-6 |
-1.6% |
364-6 |
Range |
4-4 |
3-2 |
-1-2 |
-27.8% |
14-6 |
ATR |
7-7 |
7-6 |
-0-1 |
-1.7% |
0-0 |
Volume |
16,347 |
11,798 |
-4,549 |
-27.8% |
153,719 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
369-3 |
367-3 |
360-4 |
|
R3 |
366-1 |
364-1 |
359-5 |
|
R2 |
362-7 |
362-7 |
359-3 |
|
R1 |
360-7 |
360-7 |
359-0 |
360-2 |
PP |
359-5 |
359-5 |
359-5 |
359-3 |
S1 |
357-5 |
357-5 |
358-4 |
357-0 |
S2 |
356-3 |
356-3 |
358-1 |
|
S3 |
353-1 |
354-3 |
357-7 |
|
S4 |
349-7 |
351-1 |
357-0 |
|
|
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 |
358-4 |
19-0 |
5.3% |
5-6 |
1.6% |
1% |
False |
True |
20,244 |
10 |
379-6 |
358-4 |
21-2 |
5.9% |
5-6 |
1.6% |
1% |
False |
True |
44,659 |
20 |
379-6 |
355-0 |
24-6 |
6.9% |
6-1 |
1.7% |
15% |
False |
False |
89,934 |
40 |
423-4 |
347-6 |
75-6 |
21.1% |
6-5 |
1.8% |
15% |
False |
False |
113,200 |
60 |
426-0 |
347-6 |
78-2 |
21.8% |
7-1 |
2.0% |
14% |
False |
False |
105,644 |
80 |
426-0 |
347-6 |
78-2 |
21.8% |
7-7 |
2.2% |
14% |
False |
False |
104,526 |
100 |
426-0 |
347-6 |
78-2 |
21.8% |
8-5 |
2.4% |
14% |
False |
False |
91,362 |
120 |
426-0 |
324-2 |
101-6 |
28.4% |
9-1 |
2.5% |
34% |
False |
False |
80,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
375-4 |
2.618 |
370-2 |
1.618 |
367-0 |
1.000 |
365-0 |
0.618 |
363-6 |
HIGH |
361-6 |
0.618 |
360-4 |
0.500 |
360-1 |
0.382 |
359-6 |
LOW |
358-4 |
0.618 |
356-4 |
1.000 |
355-2 |
1.618 |
353-2 |
2.618 |
350-0 |
4.250 |
344-6 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
360-1 |
367-6 |
PP |
359-5 |
364-6 |
S1 |
359-2 |
361-6 |
|