CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
361-6 |
355-0 |
-6-6 |
-1.9% |
379-0 |
High |
361-6 |
360-4 |
-1-2 |
-0.3% |
379-4 |
Low |
358-4 |
353-4 |
-5-0 |
-1.4% |
364-6 |
Close |
358-6 |
355-4 |
-3-2 |
-0.9% |
364-6 |
Range |
3-2 |
7-0 |
3-6 |
115.4% |
14-6 |
ATR |
7-6 |
7-5 |
0-0 |
-0.7% |
0-0 |
Volume |
11,798 |
11,569 |
-229 |
-1.9% |
153,719 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
377-4 |
373-4 |
359-3 |
|
R3 |
370-4 |
366-4 |
357-3 |
|
R2 |
363-4 |
363-4 |
356-6 |
|
R1 |
359-4 |
359-4 |
356-1 |
361-4 |
PP |
356-4 |
356-4 |
356-4 |
357-4 |
S1 |
352-4 |
352-4 |
354-7 |
354-4 |
S2 |
349-4 |
349-4 |
354-2 |
|
S3 |
342-4 |
345-4 |
353-5 |
|
S4 |
335-4 |
338-4 |
351-5 |
|
|
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 |
377-0 |
353-4 |
23-4 |
6.6% |
6-0 |
1.7% |
9% |
False |
True |
16,876 |
10 |
379-6 |
353-4 |
26-2 |
7.4% |
5-7 |
1.7% |
8% |
False |
True |
34,493 |
20 |
379-6 |
353-4 |
26-2 |
7.4% |
6-1 |
1.7% |
8% |
False |
True |
83,083 |
40 |
400-0 |
347-6 |
52-2 |
14.7% |
6-5 |
1.9% |
15% |
False |
False |
110,114 |
60 |
426-0 |
347-6 |
78-2 |
22.0% |
7-1 |
2.0% |
10% |
False |
False |
104,193 |
80 |
426-0 |
347-6 |
78-2 |
22.0% |
7-6 |
2.2% |
10% |
False |
False |
103,696 |
100 |
426-0 |
347-6 |
78-2 |
22.0% |
8-5 |
2.4% |
10% |
False |
False |
91,173 |
120 |
426-0 |
324-2 |
101-6 |
28.6% |
9-0 |
2.5% |
31% |
False |
False |
80,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
390-2 |
2.618 |
378-7 |
1.618 |
371-7 |
1.000 |
367-4 |
0.618 |
364-7 |
HIGH |
360-4 |
0.618 |
357-7 |
0.500 |
357-0 |
0.382 |
356-1 |
LOW |
353-4 |
0.618 |
349-1 |
1.000 |
346-4 |
1.618 |
342-1 |
2.618 |
335-1 |
4.250 |
323-6 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
357-0 |
360-2 |
PP |
356-4 |
358-5 |
S1 |
356-0 |
357-1 |
|