CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 02-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
389-0 |
382-4 |
-6-4 |
-1.7% |
374-4 |
High |
391-0 |
384-2 |
-6-6 |
-1.7% |
390-6 |
Low |
380-4 |
376-2 |
-4-2 |
-1.1% |
373-2 |
Close |
381-6 |
381-4 |
-0-2 |
-0.1% |
389-0 |
Range |
10-4 |
8-0 |
-2-4 |
-23.8% |
17-4 |
ATR |
7-6 |
7-7 |
0-0 |
0.2% |
0-0 |
Volume |
124,054 |
113,717 |
-10,337 |
-8.3% |
568,449 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
404-5 |
401-1 |
385-7 |
|
R3 |
396-5 |
393-1 |
383-6 |
|
R2 |
388-5 |
388-5 |
383-0 |
|
R1 |
385-1 |
385-1 |
382-2 |
382-7 |
PP |
380-5 |
380-5 |
380-5 |
379-4 |
S1 |
377-1 |
377-1 |
380-6 |
374-7 |
S2 |
372-5 |
372-5 |
380-0 |
|
S3 |
364-5 |
369-1 |
379-2 |
|
S4 |
356-5 |
361-1 |
377-1 |
|
|
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 |
376-2 |
14-6 |
3.9% |
5-7 |
1.5% |
36% |
False |
True |
113,936 |
10 |
391-0 |
366-4 |
24-4 |
6.4% |
6-5 |
1.7% |
61% |
False |
False |
100,894 |
20 |
391-0 |
359-0 |
32-0 |
8.4% |
6-4 |
1.7% |
70% |
False |
False |
84,096 |
40 |
435-0 |
359-0 |
76-0 |
19.9% |
6-3 |
1.7% |
30% |
False |
False |
55,179 |
60 |
435-0 |
359-0 |
76-0 |
19.9% |
6-5 |
1.7% |
30% |
False |
False |
41,688 |
80 |
435-0 |
359-0 |
76-0 |
19.9% |
7-3 |
1.9% |
30% |
False |
False |
34,387 |
100 |
435-0 |
359-0 |
76-0 |
19.9% |
7-5 |
2.0% |
30% |
False |
False |
28,861 |
120 |
435-0 |
328-4 |
106-4 |
27.9% |
7-6 |
2.0% |
50% |
False |
False |
24,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
418-2 |
2.618 |
405-2 |
1.618 |
397-2 |
1.000 |
392-2 |
0.618 |
389-2 |
HIGH |
384-2 |
0.618 |
381-2 |
0.500 |
380-2 |
0.382 |
379-2 |
LOW |
376-2 |
0.618 |
371-2 |
1.000 |
368-2 |
1.618 |
363-2 |
2.618 |
355-2 |
4.250 |
342-2 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
381-1 |
383-5 |
PP |
380-5 |
382-7 |
S1 |
380-2 |
382-2 |
|