CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
388-0 |
382-0 |
-6-0 |
-1.5% |
400-0 |
High |
388-2 |
383-0 |
-5-2 |
-1.4% |
401-4 |
Low |
384-0 |
379-4 |
-4-4 |
-1.2% |
386-0 |
Close |
386-0 |
380-0 |
-6-0 |
-1.6% |
386-4 |
Range |
4-2 |
3-4 |
-0-6 |
-17.6% |
15-4 |
ATR |
7-3 |
7-2 |
0-0 |
-0.8% |
0-0 |
Volume |
37,069 |
21,906 |
-15,163 |
-40.9% |
127,487 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
391-3 |
389-1 |
381-7 |
|
R3 |
387-7 |
385-5 |
381-0 |
|
R2 |
384-3 |
384-3 |
380-5 |
|
R1 |
382-1 |
382-1 |
380-3 |
381-4 |
PP |
380-7 |
380-7 |
380-7 |
380-4 |
S1 |
378-5 |
378-5 |
379-5 |
378-0 |
S2 |
377-3 |
377-3 |
379-3 |
|
S3 |
373-7 |
375-1 |
379-0 |
|
S4 |
370-3 |
371-5 |
378-1 |
|
|
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 |
379-4 |
19-4 |
5.1% |
5-4 |
1.4% |
3% |
False |
True |
24,741 |
10 |
401-4 |
379-4 |
22-0 |
5.8% |
5-5 |
1.5% |
2% |
False |
True |
25,314 |
20 |
401-4 |
378-0 |
23-4 |
6.2% |
5-5 |
1.5% |
9% |
False |
False |
28,731 |
40 |
441-4 |
368-6 |
72-6 |
19.1% |
5-5 |
1.5% |
15% |
False |
False |
28,223 |
60 |
443-0 |
368-6 |
74-2 |
19.5% |
6-0 |
1.6% |
15% |
False |
False |
22,826 |
80 |
443-0 |
368-6 |
74-2 |
19.5% |
6-4 |
1.7% |
15% |
False |
False |
20,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
397-7 |
2.618 |
392-1 |
1.618 |
388-5 |
1.000 |
386-4 |
0.618 |
385-1 |
HIGH |
383-0 |
0.618 |
381-5 |
0.500 |
381-2 |
0.382 |
380-7 |
LOW |
379-4 |
0.618 |
377-3 |
1.000 |
376-0 |
1.618 |
373-7 |
2.618 |
370-3 |
4.250 |
364-5 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
381-2 |
388-6 |
PP |
380-7 |
385-7 |
S1 |
380-3 |
382-7 |
|