CME Pit-Traded Corn Future July 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 |
393-4 |
394-2 |
0-6 |
0.2% |
386-0 |
High |
394-0 |
399-0 |
5-0 |
1.3% |
401-2 |
Low |
386-6 |
393-6 |
7-0 |
1.8% |
384-2 |
Close |
392-2 |
397-6 |
5-4 |
1.4% |
399-6 |
Range |
7-2 |
5-2 |
-2-0 |
-27.6% |
17-0 |
ATR |
7-3 |
7-3 |
0-0 |
-0.6% |
0-0 |
Volume |
28,194 |
19,259 |
-8,935 |
-31.7% |
146,274 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
412-5 |
410-3 |
400-5 |
|
R3 |
407-3 |
405-1 |
399-2 |
|
R2 |
402-1 |
402-1 |
398-6 |
|
R1 |
399-7 |
399-7 |
398-2 |
401-0 |
PP |
396-7 |
396-7 |
396-7 |
397-3 |
S1 |
394-5 |
394-5 |
397-2 |
395-6 |
S2 |
391-5 |
391-5 |
396-6 |
|
S3 |
386-3 |
389-3 |
396-2 |
|
S4 |
381-1 |
384-1 |
394-7 |
|
|
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 |
3.7% |
5-5 |
1.4% |
75% |
False |
False |
25,113 |
10 |
401-4 |
378-0 |
23-4 |
5.9% |
6-1 |
1.6% |
84% |
False |
False |
28,046 |
20 |
401-4 |
368-6 |
32-6 |
8.2% |
5-7 |
1.5% |
89% |
False |
False |
31,439 |
40 |
442-4 |
368-6 |
73-6 |
18.5% |
5-6 |
1.4% |
39% |
False |
False |
27,468 |
60 |
443-0 |
368-6 |
74-2 |
18.7% |
6-1 |
1.6% |
39% |
False |
False |
21,834 |
80 |
443-0 |
368-6 |
74-2 |
18.7% |
6-6 |
1.7% |
39% |
False |
False |
19,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
421-2 |
2.618 |
412-6 |
1.618 |
407-4 |
1.000 |
404-2 |
0.618 |
402-2 |
HIGH |
399-0 |
0.618 |
397-0 |
0.500 |
396-3 |
0.382 |
395-6 |
LOW |
393-6 |
0.618 |
390-4 |
1.000 |
388-4 |
1.618 |
385-2 |
2.618 |
380-0 |
4.250 |
371-4 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
397-2 |
396-4 |
PP |
396-7 |
395-3 |
S1 |
396-3 |
394-1 |
|