CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 02-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
399-6 |
401-2 |
1-4 |
0.4% |
400-0 |
High |
399-6 |
401-2 |
1-4 |
0.4% |
406-4 |
Low |
399-6 |
396-0 |
-3-6 |
-0.9% |
396-2 |
Close |
399-6 |
400-0 |
0-2 |
0.1% |
406-0 |
Range |
0-0 |
5-2 |
5-2 |
|
10-2 |
ATR |
5-7 |
5-6 |
0-0 |
-0.7% |
0-0 |
Volume |
3,403 |
7,765 |
4,362 |
128.2% |
24,328 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
414-7 |
412-5 |
402-7 |
|
R3 |
409-5 |
407-3 |
401-4 |
|
R2 |
404-3 |
404-3 |
401-0 |
|
R1 |
402-1 |
402-1 |
400-4 |
400-5 |
PP |
399-1 |
399-1 |
399-1 |
398-2 |
S1 |
396-7 |
396-7 |
399-4 |
395-3 |
S2 |
393-7 |
393-7 |
399-0 |
|
S3 |
388-5 |
391-5 |
398-4 |
|
S4 |
383-3 |
386-3 |
397-1 |
|
|
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 |
396-0 |
10-4 |
2.6% |
1-6 |
0.4% |
38% |
False |
True |
4,798 |
10 |
406-4 |
387-2 |
19-2 |
4.8% |
2-3 |
0.6% |
66% |
False |
False |
4,634 |
20 |
406-4 |
378-0 |
28-4 |
7.1% |
3-1 |
0.8% |
77% |
False |
False |
5,090 |
40 |
445-0 |
378-0 |
67-0 |
16.8% |
3-2 |
0.8% |
33% |
False |
False |
4,719 |
60 |
445-0 |
378-0 |
67-0 |
16.8% |
3-5 |
0.9% |
33% |
False |
False |
3,754 |
80 |
445-0 |
378-0 |
67-0 |
16.8% |
4-3 |
1.1% |
33% |
False |
False |
3,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
423-4 |
2.618 |
415-0 |
1.618 |
409-6 |
1.000 |
406-4 |
0.618 |
404-4 |
HIGH |
401-2 |
0.618 |
399-2 |
0.500 |
398-5 |
0.382 |
398-0 |
LOW |
396-0 |
0.618 |
392-6 |
1.000 |
390-6 |
1.618 |
387-4 |
2.618 |
382-2 |
4.250 |
373-6 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
399-4 |
401-2 |
PP |
399-1 |
400-7 |
S1 |
398-5 |
400-3 |
|