CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 04-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
394-2 |
393-4 |
-0-6 |
-0.2% |
386-0 |
High |
399-0 |
394-0 |
-5-0 |
-1.3% |
401-2 |
Low |
393-6 |
391-4 |
-2-2 |
-0.6% |
384-2 |
Close |
397-6 |
394-0 |
-3-6 |
-0.9% |
399-6 |
Range |
5-2 |
2-4 |
-2-6 |
-52.4% |
17-0 |
ATR |
7-3 |
7-2 |
-0-1 |
-1.1% |
0-0 |
Volume |
19,259 |
22,281 |
3,022 |
15.7% |
146,274 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
400-5 |
399-7 |
395-3 |
|
R3 |
398-1 |
397-3 |
394-6 |
|
R2 |
395-5 |
395-5 |
394-4 |
|
R1 |
394-7 |
394-7 |
394-2 |
395-2 |
PP |
393-1 |
393-1 |
393-1 |
393-3 |
S1 |
392-3 |
392-3 |
393-6 |
392-6 |
S2 |
390-5 |
390-5 |
393-4 |
|
S3 |
388-1 |
389-7 |
393-2 |
|
S4 |
385-5 |
387-3 |
392-5 |
|
|
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% |
49% |
False |
False |
25,469 |
10 |
401-4 |
379-0 |
22-4 |
5.7% |
5-7 |
1.5% |
67% |
False |
False |
28,025 |
20 |
401-4 |
368-6 |
32-6 |
8.3% |
5-4 |
1.4% |
77% |
False |
False |
30,760 |
40 |
442-4 |
368-6 |
73-6 |
18.7% |
5-6 |
1.4% |
34% |
False |
False |
27,418 |
60 |
443-0 |
368-6 |
74-2 |
18.8% |
6-0 |
1.5% |
34% |
False |
False |
22,002 |
80 |
443-0 |
368-6 |
74-2 |
18.8% |
6-6 |
1.7% |
34% |
False |
False |
20,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
404-5 |
2.618 |
400-4 |
1.618 |
398-0 |
1.000 |
396-4 |
0.618 |
395-4 |
HIGH |
394-0 |
0.618 |
393-0 |
0.500 |
392-6 |
0.382 |
392-4 |
LOW |
391-4 |
0.618 |
390-0 |
1.000 |
389-0 |
1.618 |
387-4 |
2.618 |
385-0 |
4.250 |
380-7 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
393-5 |
393-5 |
PP |
393-1 |
393-2 |
S1 |
392-6 |
392-7 |
|