CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
389-6 |
384-2 |
-5-4 |
-1.4% |
399-6 |
High |
390-0 |
388-6 |
-1-2 |
-0.3% |
406-0 |
Low |
388-0 |
384-2 |
-3-6 |
-1.0% |
394-4 |
Close |
388-6 |
385-4 |
-3-2 |
-0.8% |
395-0 |
Range |
2-0 |
4-4 |
2-4 |
125.0% |
11-4 |
ATR |
6-0 |
5-7 |
-0-1 |
-1.8% |
0-0 |
Volume |
14,527 |
15,135 |
608 |
4.2% |
41,075 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
399-5 |
397-1 |
388-0 |
|
R3 |
395-1 |
392-5 |
386-6 |
|
R2 |
390-5 |
390-5 |
386-3 |
|
R1 |
388-1 |
388-1 |
385-7 |
389-3 |
PP |
386-1 |
386-1 |
386-1 |
386-6 |
S1 |
383-5 |
383-5 |
385-1 |
384-7 |
S2 |
381-5 |
381-5 |
384-5 |
|
S3 |
377-1 |
379-1 |
384-2 |
|
S4 |
372-5 |
374-5 |
383-0 |
|
|
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 |
405-0 |
384-2 |
20-6 |
5.4% |
4-0 |
1.1% |
6% |
False |
True |
12,793 |
10 |
406-4 |
384-2 |
22-2 |
5.8% |
3-2 |
0.8% |
6% |
False |
True |
9,145 |
20 |
406-4 |
384-2 |
22-2 |
5.8% |
2-6 |
0.7% |
6% |
False |
True |
7,071 |
40 |
418-0 |
378-0 |
40-0 |
10.4% |
3-3 |
0.9% |
19% |
False |
False |
5,937 |
60 |
445-0 |
378-0 |
67-0 |
17.4% |
3-5 |
0.9% |
11% |
False |
False |
4,706 |
80 |
445-0 |
378-0 |
67-0 |
17.4% |
4-1 |
1.1% |
11% |
False |
False |
4,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
407-7 |
2.618 |
400-4 |
1.618 |
396-0 |
1.000 |
393-2 |
0.618 |
391-4 |
HIGH |
388-6 |
0.618 |
387-0 |
0.500 |
386-4 |
0.382 |
386-0 |
LOW |
384-2 |
0.618 |
381-4 |
1.000 |
379-6 |
1.618 |
377-0 |
2.618 |
372-4 |
4.250 |
365-1 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
386-4 |
390-5 |
PP |
386-1 |
388-7 |
S1 |
385-7 |
387-2 |
|