CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
384-2 |
382-6 |
-1-4 |
-0.4% |
399-6 |
High |
388-6 |
385-0 |
-3-6 |
-1.0% |
406-0 |
Low |
384-2 |
382-6 |
-1-4 |
-0.4% |
394-4 |
Close |
385-4 |
385-4 |
0-0 |
0.0% |
395-0 |
Range |
4-4 |
2-2 |
-2-2 |
-50.0% |
11-4 |
ATR |
5-7 |
5-5 |
-0-2 |
-3.8% |
0-0 |
Volume |
15,135 |
15,125 |
-10 |
-0.1% |
41,075 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
391-1 |
390-5 |
386-6 |
|
R3 |
388-7 |
388-3 |
386-1 |
|
R2 |
386-5 |
386-5 |
385-7 |
|
R1 |
386-1 |
386-1 |
385-6 |
386-3 |
PP |
384-3 |
384-3 |
384-3 |
384-4 |
S1 |
383-7 |
383-7 |
385-2 |
384-1 |
S2 |
382-1 |
382-1 |
385-1 |
|
S3 |
379-7 |
381-5 |
384-7 |
|
S4 |
377-5 |
379-3 |
384-2 |
|
|
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 |
405-0 |
382-6 |
22-2 |
5.8% |
4-4 |
1.2% |
12% |
False |
True |
13,829 |
10 |
406-4 |
382-6 |
23-6 |
6.2% |
3-2 |
0.8% |
12% |
False |
True |
10,352 |
20 |
406-4 |
382-6 |
23-6 |
6.2% |
2-5 |
0.7% |
12% |
False |
True |
7,394 |
40 |
412-2 |
378-0 |
34-2 |
8.9% |
3-3 |
0.9% |
22% |
False |
False |
6,216 |
60 |
445-0 |
378-0 |
67-0 |
17.4% |
3-4 |
0.9% |
11% |
False |
False |
4,907 |
80 |
445-0 |
378-0 |
67-0 |
17.4% |
4-0 |
1.0% |
11% |
False |
False |
4,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
394-4 |
2.618 |
390-7 |
1.618 |
388-5 |
1.000 |
387-2 |
0.618 |
386-3 |
HIGH |
385-0 |
0.618 |
384-1 |
0.500 |
383-7 |
0.382 |
383-5 |
LOW |
382-6 |
0.618 |
381-3 |
1.000 |
380-4 |
1.618 |
379-1 |
2.618 |
376-7 |
4.250 |
373-2 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
385-0 |
386-3 |
PP |
384-3 |
386-1 |
S1 |
383-7 |
385-6 |
|