CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 01-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
406-0 |
399-6 |
-6-2 |
-1.5% |
400-0 |
High |
406-4 |
399-6 |
-6-6 |
-1.7% |
406-4 |
Low |
405-6 |
399-6 |
-6-0 |
-1.5% |
396-2 |
Close |
406-0 |
399-6 |
-6-2 |
-1.5% |
406-0 |
Range |
0-6 |
0-0 |
-0-6 |
-100.0% |
10-2 |
ATR |
5-7 |
5-7 |
0-0 |
0.5% |
0-0 |
Volume |
4,247 |
3,403 |
-844 |
-19.9% |
24,328 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
399-6 |
399-6 |
399-6 |
|
R3 |
399-6 |
399-6 |
399-6 |
|
R2 |
399-6 |
399-6 |
399-6 |
|
R1 |
399-6 |
399-6 |
399-6 |
399-6 |
PP |
399-6 |
399-6 |
399-6 |
399-6 |
S1 |
399-6 |
399-6 |
399-6 |
399-6 |
S2 |
399-6 |
399-6 |
399-6 |
|
S3 |
399-6 |
399-6 |
399-6 |
|
S4 |
399-6 |
399-6 |
399-6 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
433-5 |
430-1 |
411-5 |
|
R3 |
423-3 |
419-7 |
408-7 |
|
R2 |
413-1 |
413-1 |
407-7 |
|
R1 |
409-5 |
409-5 |
407-0 |
411-3 |
PP |
402-7 |
402-7 |
402-7 |
403-6 |
S1 |
399-3 |
399-3 |
405-0 |
401-1 |
S2 |
392-5 |
392-5 |
404-1 |
|
S3 |
382-3 |
389-1 |
403-1 |
|
S4 |
372-1 |
378-7 |
400-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
406-4 |
396-2 |
10-2 |
2.6% |
1-3 |
0.4% |
34% |
False |
False |
4,781 |
10 |
406-4 |
387-2 |
19-2 |
4.8% |
2-0 |
0.5% |
65% |
False |
False |
4,227 |
20 |
406-4 |
378-0 |
28-4 |
7.1% |
2-7 |
0.7% |
76% |
False |
False |
4,900 |
40 |
445-0 |
378-0 |
67-0 |
16.8% |
3-1 |
0.8% |
32% |
False |
False |
4,568 |
60 |
445-0 |
378-0 |
67-0 |
16.8% |
3-5 |
0.9% |
32% |
False |
False |
3,663 |
80 |
445-0 |
378-0 |
67-0 |
16.8% |
4-4 |
1.1% |
32% |
False |
False |
3,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
399-6 |
2.618 |
399-6 |
1.618 |
399-6 |
1.000 |
399-6 |
0.618 |
399-6 |
HIGH |
399-6 |
0.618 |
399-6 |
0.500 |
399-6 |
0.382 |
399-6 |
LOW |
399-6 |
0.618 |
399-6 |
1.000 |
399-6 |
1.618 |
399-6 |
2.618 |
399-6 |
4.250 |
399-6 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
399-6 |
402-5 |
PP |
399-6 |
401-5 |
S1 |
399-6 |
400-6 |
|