CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 01-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
398-0 |
400-0 |
2-0 |
0.5% |
386-0 |
High |
401-2 |
401-4 |
0-2 |
0.1% |
401-2 |
Low |
398-0 |
391-4 |
-6-4 |
-1.6% |
384-2 |
Close |
399-6 |
392-4 |
-7-2 |
-1.8% |
399-6 |
Range |
3-2 |
10-0 |
6-6 |
207.7% |
17-0 |
ATR |
7-1 |
7-3 |
0-2 |
2.8% |
0-0 |
Volume |
23,049 |
34,563 |
11,514 |
50.0% |
146,274 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
425-1 |
418-7 |
398-0 |
|
R3 |
415-1 |
408-7 |
395-2 |
|
R2 |
405-1 |
405-1 |
394-3 |
|
R1 |
398-7 |
398-7 |
393-3 |
397-0 |
PP |
395-1 |
395-1 |
395-1 |
394-2 |
S1 |
388-7 |
388-7 |
391-5 |
387-0 |
S2 |
385-1 |
385-1 |
390-5 |
|
S3 |
375-1 |
378-7 |
389-6 |
|
S4 |
365-1 |
368-7 |
387-0 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
446-1 |
439-7 |
409-1 |
|
R3 |
429-1 |
422-7 |
404-3 |
|
R2 |
412-1 |
412-1 |
402-7 |
|
R1 |
405-7 |
405-7 |
401-2 |
409-0 |
PP |
395-1 |
395-1 |
395-1 |
396-5 |
S1 |
388-7 |
388-7 |
398-2 |
392-0 |
S2 |
378-1 |
378-1 |
396-5 |
|
S3 |
361-1 |
371-7 |
395-1 |
|
S4 |
344-1 |
354-7 |
390-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
401-4 |
389-0 |
12-4 |
3.2% |
5-2 |
1.4% |
28% |
True |
False |
29,716 |
10 |
401-4 |
378-0 |
23-4 |
6.0% |
5-5 |
1.4% |
62% |
True |
False |
28,243 |
20 |
401-4 |
368-6 |
32-6 |
8.3% |
5-5 |
1.4% |
73% |
True |
False |
31,357 |
40 |
443-0 |
368-6 |
74-2 |
18.9% |
5-5 |
1.4% |
32% |
False |
False |
26,905 |
60 |
443-0 |
368-6 |
74-2 |
18.9% |
6-1 |
1.6% |
32% |
False |
False |
21,353 |
80 |
443-0 |
368-6 |
74-2 |
18.9% |
7-0 |
1.8% |
32% |
False |
False |
19,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
444-0 |
2.618 |
427-5 |
1.618 |
417-5 |
1.000 |
411-4 |
0.618 |
407-5 |
HIGH |
401-4 |
0.618 |
397-5 |
0.500 |
396-4 |
0.382 |
395-3 |
LOW |
391-4 |
0.618 |
385-3 |
1.000 |
381-4 |
1.618 |
375-3 |
2.618 |
365-3 |
4.250 |
349-0 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
396-4 |
396-4 |
PP |
395-1 |
395-1 |
S1 |
393-7 |
393-7 |
|