CME Pit-Traded Corn Future September 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 |
404-6 |
396-6 |
-8-0 |
-2.0% |
399-6 |
High |
405-0 |
397-0 |
-8-0 |
-2.0% |
406-0 |
Low |
394-4 |
393-6 |
-0-6 |
-0.2% |
394-4 |
Close |
395-0 |
395-0 |
0-0 |
0.0% |
395-0 |
Range |
10-4 |
3-2 |
-7-2 |
-69.0% |
11-4 |
ATR |
6-1 |
5-7 |
-0-2 |
-3.3% |
0-0 |
Volume |
10,946 |
13,414 |
2,468 |
22.5% |
41,075 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
405-0 |
403-2 |
396-6 |
|
R3 |
401-6 |
400-0 |
395-7 |
|
R2 |
398-4 |
398-4 |
395-5 |
|
R1 |
396-6 |
396-6 |
395-2 |
396-0 |
PP |
395-2 |
395-2 |
395-2 |
394-7 |
S1 |
393-4 |
393-4 |
394-6 |
392-6 |
S2 |
392-0 |
392-0 |
394-3 |
|
S3 |
388-6 |
390-2 |
394-1 |
|
S4 |
385-4 |
387-0 |
393-2 |
|
|
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 |
393-6 |
12-2 |
3.1% |
4-5 |
1.2% |
10% |
False |
True |
10,217 |
10 |
406-4 |
393-6 |
12-6 |
3.2% |
3-0 |
0.8% |
10% |
False |
True |
7,499 |
20 |
406-4 |
383-6 |
22-6 |
5.8% |
3-0 |
0.8% |
49% |
False |
False |
6,185 |
40 |
445-0 |
378-0 |
67-0 |
17.0% |
3-4 |
0.9% |
25% |
False |
False |
5,390 |
60 |
445-0 |
378-0 |
67-0 |
17.0% |
3-6 |
0.9% |
25% |
False |
False |
4,356 |
80 |
445-0 |
378-0 |
67-0 |
17.0% |
4-2 |
1.1% |
25% |
False |
False |
3,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
410-6 |
2.618 |
405-4 |
1.618 |
402-2 |
1.000 |
400-2 |
0.618 |
399-0 |
HIGH |
397-0 |
0.618 |
395-6 |
0.500 |
395-3 |
0.382 |
395-0 |
LOW |
393-6 |
0.618 |
391-6 |
1.000 |
390-4 |
1.618 |
388-4 |
2.618 |
385-2 |
4.250 |
380-0 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
395-3 |
399-3 |
PP |
395-2 |
397-7 |
S1 |
395-1 |
396-4 |
|