CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 03-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
382-4 |
383-0 |
0-4 |
0.1% |
374-4 |
High |
384-2 |
388-6 |
4-4 |
1.2% |
390-6 |
Low |
376-2 |
382-4 |
6-2 |
1.7% |
373-2 |
Close |
381-4 |
386-6 |
5-2 |
1.4% |
389-0 |
Range |
8-0 |
6-2 |
-1-6 |
-21.9% |
17-4 |
ATR |
7-7 |
7-6 |
0-0 |
-0.5% |
0-0 |
Volume |
113,717 |
106,466 |
-7,251 |
-6.4% |
568,449 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
404-6 |
402-0 |
390-2 |
|
R3 |
398-4 |
395-6 |
388-4 |
|
R2 |
392-2 |
392-2 |
387-7 |
|
R1 |
389-4 |
389-4 |
387-3 |
390-7 |
PP |
386-0 |
386-0 |
386-0 |
386-6 |
S1 |
383-2 |
383-2 |
386-1 |
384-5 |
S2 |
379-6 |
379-6 |
385-5 |
|
S3 |
373-4 |
377-0 |
385-0 |
|
S4 |
367-2 |
370-6 |
383-2 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
436-7 |
430-3 |
398-5 |
|
R3 |
419-3 |
412-7 |
393-6 |
|
R2 |
401-7 |
401-7 |
392-2 |
|
R1 |
395-3 |
395-3 |
390-5 |
398-5 |
PP |
384-3 |
384-3 |
384-3 |
386-0 |
S1 |
377-7 |
377-7 |
387-3 |
381-1 |
S2 |
366-7 |
366-7 |
385-6 |
|
S3 |
349-3 |
360-3 |
384-2 |
|
S4 |
331-7 |
342-7 |
379-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
391-0 |
376-2 |
14-6 |
3.8% |
6-1 |
1.6% |
71% |
False |
False |
114,066 |
10 |
391-0 |
366-4 |
24-4 |
6.3% |
6-5 |
1.7% |
83% |
False |
False |
103,815 |
20 |
391-0 |
359-0 |
32-0 |
8.3% |
6-4 |
1.7% |
87% |
False |
False |
87,657 |
40 |
434-0 |
359-0 |
75-0 |
19.4% |
6-2 |
1.6% |
37% |
False |
False |
57,550 |
60 |
435-0 |
359-0 |
76-0 |
19.7% |
6-5 |
1.7% |
37% |
False |
False |
43,276 |
80 |
435-0 |
359-0 |
76-0 |
19.7% |
7-2 |
1.9% |
37% |
False |
False |
35,618 |
100 |
435-0 |
359-0 |
76-0 |
19.7% |
7-5 |
2.0% |
37% |
False |
False |
29,806 |
120 |
435-0 |
332-0 |
103-0 |
26.6% |
7-6 |
2.0% |
53% |
False |
False |
25,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
415-2 |
2.618 |
405-1 |
1.618 |
398-7 |
1.000 |
395-0 |
0.618 |
392-5 |
HIGH |
388-6 |
0.618 |
386-3 |
0.500 |
385-5 |
0.382 |
384-7 |
LOW |
382-4 |
0.618 |
378-5 |
1.000 |
376-2 |
1.618 |
372-3 |
2.618 |
366-1 |
4.250 |
356-0 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
386-3 |
385-6 |
PP |
386-0 |
384-5 |
S1 |
385-5 |
383-5 |
|