CME Pit-Traded Corn Future May 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 |
387-0 |
376-6 |
-10-2 |
-2.6% |
389-0 |
High |
387-4 |
378-4 |
-9-0 |
-2.3% |
391-0 |
Low |
375-0 |
372-6 |
-2-2 |
-0.6% |
375-0 |
Close |
375-4 |
375-0 |
-0-4 |
-0.1% |
375-4 |
Range |
12-4 |
5-6 |
-6-6 |
-54.0% |
16-0 |
ATR |
8-0 |
7-7 |
-0-1 |
-2.0% |
0-0 |
Volume |
85,483 |
95,052 |
9,569 |
11.2% |
523,829 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
392-5 |
389-5 |
378-1 |
|
R3 |
386-7 |
383-7 |
376-5 |
|
R2 |
381-1 |
381-1 |
376-0 |
|
R1 |
378-1 |
378-1 |
375-4 |
376-6 |
PP |
375-3 |
375-3 |
375-3 |
374-6 |
S1 |
372-3 |
372-3 |
374-4 |
371-0 |
S2 |
369-5 |
369-5 |
374-0 |
|
S3 |
363-7 |
366-5 |
373-3 |
|
S4 |
358-1 |
360-7 |
371-7 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428-4 |
418-0 |
384-2 |
|
R3 |
412-4 |
402-0 |
379-7 |
|
R2 |
396-4 |
396-4 |
378-3 |
|
R1 |
386-0 |
386-0 |
377-0 |
383-2 |
PP |
380-4 |
380-4 |
380-4 |
379-1 |
S1 |
370-0 |
370-0 |
374-0 |
367-2 |
S2 |
364-4 |
364-4 |
372-5 |
|
S3 |
348-4 |
354-0 |
371-1 |
|
S4 |
332-4 |
338-0 |
366-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
388-6 |
372-6 |
16-0 |
4.3% |
7-1 |
1.9% |
14% |
False |
True |
98,965 |
10 |
391-0 |
372-6 |
18-2 |
4.9% |
6-2 |
1.7% |
12% |
False |
True |
112,272 |
20 |
391-0 |
366-2 |
24-6 |
6.6% |
6-3 |
1.7% |
35% |
False |
False |
93,287 |
40 |
433-6 |
359-0 |
74-6 |
19.9% |
6-3 |
1.7% |
21% |
False |
False |
63,230 |
60 |
435-0 |
359-0 |
76-0 |
20.3% |
6-5 |
1.8% |
21% |
False |
False |
46,845 |
80 |
435-0 |
359-0 |
76-0 |
20.3% |
7-1 |
1.9% |
21% |
False |
False |
38,630 |
100 |
435-0 |
359-0 |
76-0 |
20.3% |
7-5 |
2.0% |
21% |
False |
False |
32,367 |
120 |
435-0 |
333-4 |
101-4 |
27.1% |
7-6 |
2.1% |
41% |
False |
False |
27,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
403-0 |
2.618 |
393-4 |
1.618 |
387-6 |
1.000 |
384-2 |
0.618 |
382-0 |
HIGH |
378-4 |
0.618 |
376-2 |
0.500 |
375-5 |
0.382 |
375-0 |
LOW |
372-6 |
0.618 |
369-2 |
1.000 |
367-0 |
1.618 |
363-4 |
2.618 |
357-6 |
4.250 |
348-2 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
375-5 |
380-1 |
PP |
375-3 |
378-3 |
S1 |
375-2 |
376-6 |
|