CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
355-0 |
354-0 |
-1-0 |
-0.3% |
379-0 |
| High |
360-4 |
356-0 |
-4-4 |
-1.2% |
379-4 |
| Low |
353-4 |
352-4 |
-1-0 |
-0.3% |
364-6 |
| Close |
355-4 |
355-4 |
0-0 |
0.0% |
364-6 |
| Range |
7-0 |
3-4 |
-3-4 |
-50.0% |
14-6 |
| ATR |
7-5 |
7-3 |
-0-2 |
-3.9% |
0-0 |
| Volume |
11,569 |
6,883 |
-4,686 |
-40.5% |
153,719 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
365-1 |
363-7 |
357-3 |
|
| R3 |
361-5 |
360-3 |
356-4 |
|
| R2 |
358-1 |
358-1 |
356-1 |
|
| R1 |
356-7 |
356-7 |
355-7 |
357-4 |
| PP |
354-5 |
354-5 |
354-5 |
355-0 |
| S1 |
353-3 |
353-3 |
355-1 |
354-0 |
| S2 |
351-1 |
351-1 |
354-7 |
|
| S3 |
347-5 |
349-7 |
354-4 |
|
| S4 |
344-1 |
346-3 |
353-5 |
|
|
| 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 |
352-4 |
24-4 |
6.9% |
6-1 |
1.7% |
12% |
False |
True |
13,388 |
| 10 |
379-6 |
352-4 |
27-2 |
7.7% |
5-7 |
1.7% |
11% |
False |
True |
27,827 |
| 20 |
379-6 |
352-4 |
27-2 |
7.7% |
5-7 |
1.6% |
11% |
False |
True |
73,597 |
| 40 |
384-4 |
347-6 |
36-6 |
10.3% |
6-4 |
1.8% |
21% |
False |
False |
106,887 |
| 60 |
426-0 |
347-6 |
78-2 |
22.0% |
7-0 |
2.0% |
10% |
False |
False |
102,334 |
| 80 |
426-0 |
347-6 |
78-2 |
22.0% |
7-5 |
2.2% |
10% |
False |
False |
102,632 |
| 100 |
426-0 |
347-6 |
78-2 |
22.0% |
8-4 |
2.4% |
10% |
False |
False |
90,870 |
| 120 |
426-0 |
324-2 |
101-6 |
28.6% |
8-7 |
2.5% |
31% |
False |
False |
79,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
370-7 |
|
2.618 |
365-1 |
|
1.618 |
361-5 |
|
1.000 |
359-4 |
|
0.618 |
358-1 |
|
HIGH |
356-0 |
|
0.618 |
354-5 |
|
0.500 |
354-2 |
|
0.382 |
353-7 |
|
LOW |
352-4 |
|
0.618 |
350-3 |
|
1.000 |
349-0 |
|
1.618 |
346-7 |
|
2.618 |
343-3 |
|
4.250 |
337-5 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
355-1 |
357-1 |
| PP |
354-5 |
356-5 |
| S1 |
354-2 |
356-0 |
|