CME Pit-Traded Corn Future September 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 |
401-0 |
404-6 |
3-6 |
0.9% |
399-6 |
High |
401-0 |
405-0 |
4-0 |
1.0% |
406-0 |
Low |
401-0 |
394-4 |
-6-4 |
-1.6% |
394-4 |
Close |
401-4 |
395-0 |
-6-4 |
-1.6% |
395-0 |
Range |
0-0 |
10-4 |
10-4 |
|
11-4 |
ATR |
5-6 |
6-1 |
0-3 |
5.9% |
0-0 |
Volume |
9,946 |
10,946 |
1,000 |
10.1% |
41,075 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
429-5 |
422-7 |
400-6 |
|
R3 |
419-1 |
412-3 |
397-7 |
|
R2 |
408-5 |
408-5 |
396-7 |
|
R1 |
401-7 |
401-7 |
396-0 |
400-0 |
PP |
398-1 |
398-1 |
398-1 |
397-2 |
S1 |
391-3 |
391-3 |
394-0 |
389-4 |
S2 |
387-5 |
387-5 |
393-1 |
|
S3 |
377-1 |
380-7 |
392-1 |
|
S4 |
366-5 |
370-3 |
389-2 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
433-0 |
425-4 |
401-3 |
|
R3 |
421-4 |
414-0 |
398-1 |
|
R2 |
410-0 |
410-0 |
397-1 |
|
R1 |
402-4 |
402-4 |
396-0 |
400-4 |
PP |
398-4 |
398-4 |
398-4 |
397-4 |
S1 |
391-0 |
391-0 |
394-0 |
389-0 |
S2 |
387-0 |
387-0 |
392-7 |
|
S3 |
375-4 |
379-4 |
391-7 |
|
S4 |
364-0 |
368-0 |
388-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
406-0 |
394-4 |
11-4 |
2.9% |
4-0 |
1.0% |
4% |
False |
True |
8,215 |
10 |
406-4 |
394-4 |
12-0 |
3.0% |
3-0 |
0.8% |
4% |
False |
True |
6,540 |
20 |
406-4 |
378-0 |
28-4 |
7.2% |
3-1 |
0.8% |
60% |
False |
False |
5,936 |
40 |
445-0 |
378-0 |
67-0 |
17.0% |
3-4 |
0.9% |
25% |
False |
False |
5,198 |
60 |
445-0 |
378-0 |
67-0 |
17.0% |
3-6 |
0.9% |
25% |
False |
False |
4,170 |
80 |
445-0 |
378-0 |
67-0 |
17.0% |
4-3 |
1.1% |
25% |
False |
False |
3,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
449-5 |
2.618 |
432-4 |
1.618 |
422-0 |
1.000 |
415-4 |
0.618 |
411-4 |
HIGH |
405-0 |
0.618 |
401-0 |
0.500 |
399-6 |
0.382 |
398-4 |
LOW |
394-4 |
0.618 |
388-0 |
1.000 |
384-0 |
1.618 |
377-4 |
2.618 |
367-0 |
4.250 |
349-7 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
399-6 |
400-2 |
PP |
398-1 |
398-4 |
S1 |
396-5 |
396-6 |
|