CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
354-0 |
357-2 |
3-2 |
0.9% |
366-6 |
| High |
356-0 |
357-2 |
1-2 |
0.4% |
367-0 |
| Low |
352-4 |
344-0 |
-8-4 |
-2.4% |
344-0 |
| Close |
355-4 |
354-0 |
-1-4 |
-0.4% |
354-0 |
| Range |
3-4 |
13-2 |
9-6 |
278.6% |
23-0 |
| ATR |
7-3 |
7-6 |
0-3 |
5.7% |
0-0 |
| Volume |
6,883 |
4,818 |
-2,065 |
-30.0% |
51,415 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
391-4 |
386-0 |
361-2 |
|
| R3 |
378-2 |
372-6 |
357-5 |
|
| R2 |
365-0 |
365-0 |
356-3 |
|
| R1 |
359-4 |
359-4 |
355-2 |
355-5 |
| PP |
351-6 |
351-6 |
351-6 |
349-6 |
| S1 |
346-2 |
346-2 |
352-6 |
342-3 |
| S2 |
338-4 |
338-4 |
351-5 |
|
| S3 |
325-2 |
333-0 |
350-3 |
|
| S4 |
312-0 |
319-6 |
346-6 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
424-0 |
412-0 |
366-5 |
|
| R3 |
401-0 |
389-0 |
360-3 |
|
| R2 |
378-0 |
378-0 |
358-2 |
|
| R1 |
366-0 |
366-0 |
356-1 |
360-4 |
| PP |
355-0 |
355-0 |
355-0 |
352-2 |
| S1 |
343-0 |
343-0 |
351-7 |
337-4 |
| S2 |
332-0 |
332-0 |
349-6 |
|
| S3 |
309-0 |
320-0 |
347-5 |
|
| S4 |
286-0 |
297-0 |
341-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
367-0 |
344-0 |
23-0 |
6.5% |
6-2 |
1.8% |
43% |
False |
True |
10,283 |
| 10 |
379-4 |
344-0 |
35-4 |
10.0% |
7-0 |
2.0% |
28% |
False |
True |
20,513 |
| 20 |
379-6 |
344-0 |
35-6 |
10.1% |
6-2 |
1.8% |
28% |
False |
True |
65,365 |
| 40 |
382-4 |
344-0 |
38-4 |
10.9% |
6-4 |
1.8% |
26% |
False |
True |
104,674 |
| 60 |
426-0 |
344-0 |
82-0 |
23.2% |
6-7 |
2.0% |
12% |
False |
True |
100,185 |
| 80 |
426-0 |
344-0 |
82-0 |
23.2% |
7-5 |
2.2% |
12% |
False |
True |
100,724 |
| 100 |
426-0 |
344-0 |
82-0 |
23.2% |
8-5 |
2.4% |
12% |
False |
True |
90,607 |
| 120 |
426-0 |
324-2 |
101-6 |
28.7% |
8-7 |
2.5% |
29% |
False |
False |
79,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
413-4 |
|
2.618 |
392-0 |
|
1.618 |
378-6 |
|
1.000 |
370-4 |
|
0.618 |
365-4 |
|
HIGH |
357-2 |
|
0.618 |
352-2 |
|
0.500 |
350-5 |
|
0.382 |
349-0 |
|
LOW |
344-0 |
|
0.618 |
335-6 |
|
1.000 |
330-6 |
|
1.618 |
322-4 |
|
2.618 |
309-2 |
|
4.250 |
287-6 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
352-7 |
353-3 |
| PP |
351-6 |
352-7 |
| S1 |
350-5 |
352-2 |
|