CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
393-4 |
397-6 |
4-2 |
1.1% |
400-0 |
High |
394-0 |
398-0 |
4-0 |
1.0% |
401-4 |
Low |
391-4 |
386-0 |
-5-4 |
-1.4% |
386-0 |
Close |
394-0 |
386-4 |
-7-4 |
-1.9% |
386-4 |
Range |
2-4 |
12-0 |
9-4 |
380.0% |
15-4 |
ATR |
7-2 |
7-5 |
0-3 |
4.7% |
0-0 |
Volume |
22,281 |
23,190 |
909 |
4.1% |
127,487 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
426-1 |
418-3 |
393-1 |
|
R3 |
414-1 |
406-3 |
389-6 |
|
R2 |
402-1 |
402-1 |
388-6 |
|
R1 |
394-3 |
394-3 |
387-5 |
392-2 |
PP |
390-1 |
390-1 |
390-1 |
389-1 |
S1 |
382-3 |
382-3 |
385-3 |
380-2 |
S2 |
378-1 |
378-1 |
384-2 |
|
S3 |
366-1 |
370-3 |
383-2 |
|
S4 |
354-1 |
358-3 |
379-7 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
437-7 |
427-5 |
395-0 |
|
R3 |
422-3 |
412-1 |
390-6 |
|
R2 |
406-7 |
406-7 |
389-3 |
|
R1 |
396-5 |
396-5 |
387-7 |
394-0 |
PP |
391-3 |
391-3 |
391-3 |
390-0 |
S1 |
381-1 |
381-1 |
385-1 |
378-4 |
S2 |
375-7 |
375-7 |
383-5 |
|
S3 |
360-3 |
365-5 |
382-2 |
|
S4 |
344-7 |
350-1 |
378-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
401-4 |
386-0 |
15-4 |
4.0% |
7-3 |
1.9% |
3% |
False |
True |
25,497 |
10 |
401-4 |
384-2 |
17-2 |
4.5% |
6-6 |
1.7% |
13% |
False |
False |
27,376 |
20 |
401-4 |
368-6 |
32-6 |
8.5% |
5-7 |
1.5% |
54% |
False |
False |
29,817 |
40 |
442-4 |
368-6 |
73-6 |
19.1% |
5-7 |
1.5% |
24% |
False |
False |
27,787 |
60 |
443-0 |
368-6 |
74-2 |
19.2% |
6-1 |
1.6% |
24% |
False |
False |
22,191 |
80 |
443-0 |
368-6 |
74-2 |
19.2% |
6-7 |
1.8% |
24% |
False |
False |
20,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
449-0 |
2.618 |
429-3 |
1.618 |
417-3 |
1.000 |
410-0 |
0.618 |
405-3 |
HIGH |
398-0 |
0.618 |
393-3 |
0.500 |
392-0 |
0.382 |
390-5 |
LOW |
386-0 |
0.618 |
378-5 |
1.000 |
374-0 |
1.618 |
366-5 |
2.618 |
354-5 |
4.250 |
335-0 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
392-0 |
392-4 |
PP |
390-1 |
390-4 |
S1 |
388-3 |
388-4 |
|