CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 02-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
400-0 |
393-4 |
-6-4 |
-1.6% |
386-0 |
High |
401-4 |
394-0 |
-7-4 |
-1.9% |
401-2 |
Low |
391-4 |
386-6 |
-4-6 |
-1.2% |
384-2 |
Close |
392-4 |
392-2 |
-0-2 |
-0.1% |
399-6 |
Range |
10-0 |
7-2 |
-2-6 |
-27.5% |
17-0 |
ATR |
7-3 |
7-3 |
0-0 |
-0.1% |
0-0 |
Volume |
34,563 |
28,194 |
-6,369 |
-18.4% |
146,274 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
412-6 |
409-6 |
396-2 |
|
R3 |
405-4 |
402-4 |
394-2 |
|
R2 |
398-2 |
398-2 |
393-5 |
|
R1 |
395-2 |
395-2 |
392-7 |
393-1 |
PP |
391-0 |
391-0 |
391-0 |
390-0 |
S1 |
388-0 |
388-0 |
391-5 |
385-7 |
S2 |
383-6 |
383-6 |
390-7 |
|
S3 |
376-4 |
380-6 |
390-2 |
|
S4 |
369-2 |
373-4 |
388-2 |
|
|
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 |
386-6 |
14-6 |
3.8% |
5-5 |
1.4% |
37% |
False |
True |
25,887 |
10 |
401-4 |
378-0 |
23-4 |
6.0% |
6-1 |
1.6% |
61% |
False |
False |
28,461 |
20 |
401-4 |
368-6 |
32-6 |
8.3% |
5-6 |
1.5% |
72% |
False |
False |
31,640 |
40 |
443-0 |
368-6 |
74-2 |
18.9% |
5-6 |
1.5% |
32% |
False |
False |
27,349 |
60 |
443-0 |
368-6 |
74-2 |
18.9% |
6-1 |
1.6% |
32% |
False |
False |
21,655 |
80 |
443-0 |
368-6 |
74-2 |
18.9% |
6-7 |
1.8% |
32% |
False |
False |
19,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
424-6 |
2.618 |
413-0 |
1.618 |
405-6 |
1.000 |
401-2 |
0.618 |
398-4 |
HIGH |
394-0 |
0.618 |
391-2 |
0.500 |
390-3 |
0.382 |
389-4 |
LOW |
386-6 |
0.618 |
382-2 |
1.000 |
379-4 |
1.618 |
375-0 |
2.618 |
367-6 |
4.250 |
356-0 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
391-5 |
394-1 |
PP |
391-0 |
393-4 |
S1 |
390-3 |
392-7 |
|