CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
388-2 |
389-0 |
0-6 |
0.2% |
374-4 |
| High |
390-6 |
391-0 |
0-2 |
0.1% |
390-6 |
| Low |
388-2 |
380-4 |
-7-6 |
-2.0% |
373-2 |
| Close |
389-0 |
381-6 |
-7-2 |
-1.9% |
389-0 |
| Range |
2-4 |
10-4 |
8-0 |
320.0% |
17-4 |
| ATR |
7-5 |
7-6 |
0-2 |
2.7% |
0-0 |
| Volume |
117,134 |
124,054 |
6,920 |
5.9% |
568,449 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
415-7 |
409-3 |
387-4 |
|
| R3 |
405-3 |
398-7 |
384-5 |
|
| R2 |
394-7 |
394-7 |
383-5 |
|
| R1 |
388-3 |
388-3 |
382-6 |
386-3 |
| PP |
384-3 |
384-3 |
384-3 |
383-4 |
| S1 |
377-7 |
377-7 |
380-6 |
375-7 |
| S2 |
373-7 |
373-7 |
379-7 |
|
| S3 |
363-3 |
367-3 |
378-7 |
|
| S4 |
352-7 |
356-7 |
376-0 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
436-7 |
430-3 |
398-5 |
|
| R3 |
419-3 |
412-7 |
393-6 |
|
| R2 |
401-7 |
401-7 |
392-2 |
|
| R1 |
395-3 |
395-3 |
390-5 |
398-5 |
| PP |
384-3 |
384-3 |
384-3 |
386-0 |
| S1 |
377-7 |
377-7 |
387-3 |
381-1 |
| S2 |
366-7 |
366-7 |
385-6 |
|
| S3 |
349-3 |
360-3 |
384-2 |
|
| S4 |
331-7 |
342-7 |
379-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
391-0 |
378-2 |
12-6 |
3.3% |
5-4 |
1.4% |
27% |
True |
False |
125,579 |
| 10 |
391-0 |
366-4 |
24-4 |
6.4% |
6-1 |
1.6% |
62% |
True |
False |
94,110 |
| 20 |
391-0 |
359-0 |
32-0 |
8.4% |
6-2 |
1.6% |
71% |
True |
False |
80,212 |
| 40 |
435-0 |
359-0 |
76-0 |
19.9% |
6-2 |
1.6% |
30% |
False |
False |
52,688 |
| 60 |
435-0 |
359-0 |
76-0 |
19.9% |
6-5 |
1.7% |
30% |
False |
False |
39,969 |
| 80 |
435-0 |
359-0 |
76-0 |
19.9% |
7-4 |
2.0% |
30% |
False |
False |
33,041 |
| 100 |
435-0 |
359-0 |
76-0 |
19.9% |
7-6 |
2.0% |
30% |
False |
False |
27,795 |
| 120 |
435-0 |
328-4 |
106-4 |
27.9% |
7-5 |
2.0% |
50% |
False |
False |
23,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
435-5 |
|
2.618 |
418-4 |
|
1.618 |
408-0 |
|
1.000 |
401-4 |
|
0.618 |
397-4 |
|
HIGH |
391-0 |
|
0.618 |
387-0 |
|
0.500 |
385-6 |
|
0.382 |
384-4 |
|
LOW |
380-4 |
|
0.618 |
374-0 |
|
1.000 |
370-0 |
|
1.618 |
363-4 |
|
2.618 |
353-0 |
|
4.250 |
335-7 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
385-6 |
385-6 |
| PP |
384-3 |
384-3 |
| S1 |
383-1 |
383-1 |
|