CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 08-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
397-6 |
388-0 |
-9-6 |
-2.5% |
400-0 |
High |
398-0 |
388-2 |
-9-6 |
-2.4% |
401-4 |
Low |
386-0 |
384-0 |
-2-0 |
-0.5% |
386-0 |
Close |
386-4 |
386-0 |
-0-4 |
-0.1% |
386-4 |
Range |
12-0 |
4-2 |
-7-6 |
-64.6% |
15-4 |
ATR |
7-5 |
7-3 |
-0-2 |
-3.1% |
0-0 |
Volume |
23,190 |
37,069 |
13,879 |
59.8% |
127,487 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
398-7 |
396-5 |
388-3 |
|
R3 |
394-5 |
392-3 |
387-1 |
|
R2 |
390-3 |
390-3 |
386-6 |
|
R1 |
388-1 |
388-1 |
386-3 |
387-1 |
PP |
386-1 |
386-1 |
386-1 |
385-4 |
S1 |
383-7 |
383-7 |
385-5 |
382-7 |
S2 |
381-7 |
381-7 |
385-2 |
|
S3 |
377-5 |
379-5 |
384-7 |
|
S4 |
373-3 |
375-3 |
383-5 |
|
|
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 |
399-0 |
384-0 |
15-0 |
3.9% |
6-2 |
1.6% |
13% |
False |
True |
25,998 |
10 |
401-4 |
384-0 |
17-4 |
4.5% |
5-6 |
1.5% |
11% |
False |
True |
27,857 |
20 |
401-4 |
376-6 |
24-6 |
6.4% |
5-6 |
1.5% |
37% |
False |
False |
29,516 |
40 |
442-4 |
368-6 |
73-6 |
19.1% |
5-6 |
1.5% |
23% |
False |
False |
28,218 |
60 |
443-0 |
368-6 |
74-2 |
19.2% |
6-1 |
1.6% |
23% |
False |
False |
22,667 |
80 |
443-0 |
368-6 |
74-2 |
19.2% |
6-5 |
1.7% |
23% |
False |
False |
20,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
406-2 |
2.618 |
399-3 |
1.618 |
395-1 |
1.000 |
392-4 |
0.618 |
390-7 |
HIGH |
388-2 |
0.618 |
386-5 |
0.500 |
386-1 |
0.382 |
385-5 |
LOW |
384-0 |
0.618 |
381-3 |
1.000 |
379-6 |
1.618 |
377-1 |
2.618 |
372-7 |
4.250 |
366-0 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
386-1 |
391-0 |
PP |
386-1 |
389-3 |
S1 |
386-0 |
387-5 |
|