CME Pit-Traded Corn Future July 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 |
382-0 |
374-4 |
-7-4 |
-2.0% |
400-0 |
High |
383-0 |
379-6 |
-3-2 |
-0.8% |
401-4 |
Low |
379-4 |
374-4 |
-5-0 |
-1.3% |
386-0 |
Close |
380-0 |
376-4 |
-3-4 |
-0.9% |
386-4 |
Range |
3-4 |
5-2 |
1-6 |
50.0% |
15-4 |
ATR |
7-2 |
7-1 |
-0-1 |
-1.8% |
0-0 |
Volume |
21,906 |
25,836 |
3,930 |
17.9% |
127,487 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
392-5 |
389-7 |
379-3 |
|
R3 |
387-3 |
384-5 |
378-0 |
|
R2 |
382-1 |
382-1 |
377-4 |
|
R1 |
379-3 |
379-3 |
377-0 |
380-6 |
PP |
376-7 |
376-7 |
376-7 |
377-5 |
S1 |
374-1 |
374-1 |
376-0 |
375-4 |
S2 |
371-5 |
371-5 |
375-4 |
|
S3 |
366-3 |
368-7 |
375-0 |
|
S4 |
361-1 |
363-5 |
373-5 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
437-7 |
427-5 |
395-0 |
|
R3 |
422-3 |
412-1 |
390-6 |
|
R2 |
406-7 |
406-7 |
389-3 |
|
R1 |
396-5 |
396-5 |
387-7 |
394-0 |
PP |
391-3 |
391-3 |
391-3 |
390-0 |
S1 |
381-1 |
381-1 |
385-1 |
378-4 |
S2 |
375-7 |
375-7 |
383-5 |
|
S3 |
360-3 |
365-5 |
382-2 |
|
S4 |
344-7 |
350-1 |
378-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
398-0 |
374-4 |
23-4 |
6.2% |
5-4 |
1.5% |
9% |
False |
True |
26,056 |
10 |
401-4 |
374-4 |
27-0 |
7.2% |
5-5 |
1.5% |
7% |
False |
True |
25,585 |
20 |
401-4 |
374-4 |
27-0 |
7.2% |
5-4 |
1.5% |
7% |
False |
True |
28,450 |
40 |
414-0 |
368-6 |
45-2 |
12.0% |
5-6 |
1.5% |
17% |
False |
False |
28,302 |
60 |
443-0 |
368-6 |
74-2 |
19.7% |
5-7 |
1.6% |
10% |
False |
False |
23,108 |
80 |
443-0 |
368-6 |
74-2 |
19.7% |
6-4 |
1.7% |
10% |
False |
False |
20,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
402-0 |
2.618 |
393-4 |
1.618 |
388-2 |
1.000 |
385-0 |
0.618 |
383-0 |
HIGH |
379-6 |
0.618 |
377-6 |
0.500 |
377-1 |
0.382 |
376-4 |
LOW |
374-4 |
0.618 |
371-2 |
1.000 |
369-2 |
1.618 |
366-0 |
2.618 |
360-6 |
4.250 |
352-2 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
377-1 |
381-3 |
PP |
376-7 |
379-6 |
S1 |
376-6 |
378-1 |
|