CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
383-0 |
382-4 |
-0-4 |
-0.1% |
374-4 |
| High |
388-6 |
383-4 |
-5-2 |
-1.4% |
390-6 |
| Low |
382-4 |
380-4 |
-2-0 |
-0.5% |
373-2 |
| Close |
386-6 |
383-0 |
-3-6 |
-1.0% |
389-0 |
| Range |
6-2 |
3-0 |
-3-2 |
-52.0% |
17-4 |
| ATR |
7-6 |
7-5 |
-0-1 |
-1.4% |
0-0 |
| Volume |
106,466 |
94,109 |
-12,357 |
-11.6% |
568,449 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
391-3 |
390-1 |
384-5 |
|
| R3 |
388-3 |
387-1 |
383-7 |
|
| R2 |
385-3 |
385-3 |
383-4 |
|
| R1 |
384-1 |
384-1 |
383-2 |
384-6 |
| PP |
382-3 |
382-3 |
382-3 |
382-5 |
| S1 |
381-1 |
381-1 |
382-6 |
381-6 |
| S2 |
379-3 |
379-3 |
382-4 |
|
| S3 |
376-3 |
378-1 |
382-1 |
|
| S4 |
373-3 |
375-1 |
381-3 |
|
|
| 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% |
6-0 |
1.6% |
46% |
False |
False |
111,096 |
| 10 |
391-0 |
366-4 |
24-4 |
6.4% |
6-3 |
1.7% |
67% |
False |
False |
107,426 |
| 20 |
391-0 |
359-0 |
32-0 |
8.4% |
6-1 |
1.6% |
75% |
False |
False |
89,132 |
| 40 |
434-0 |
359-0 |
75-0 |
19.6% |
6-2 |
1.6% |
32% |
False |
False |
59,417 |
| 60 |
435-0 |
359-0 |
76-0 |
19.8% |
6-4 |
1.7% |
32% |
False |
False |
44,592 |
| 80 |
435-0 |
359-0 |
76-0 |
19.8% |
7-1 |
1.9% |
32% |
False |
False |
36,672 |
| 100 |
435-0 |
359-0 |
76-0 |
19.8% |
7-5 |
2.0% |
32% |
False |
False |
30,693 |
| 120 |
435-0 |
333-0 |
102-0 |
26.6% |
7-6 |
2.0% |
49% |
False |
False |
26,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
396-2 |
|
2.618 |
391-3 |
|
1.618 |
388-3 |
|
1.000 |
386-4 |
|
0.618 |
385-3 |
|
HIGH |
383-4 |
|
0.618 |
382-3 |
|
0.500 |
382-0 |
|
0.382 |
381-5 |
|
LOW |
380-4 |
|
0.618 |
378-5 |
|
1.000 |
377-4 |
|
1.618 |
375-5 |
|
2.618 |
372-5 |
|
4.250 |
367-6 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
382-5 |
382-7 |
| PP |
382-3 |
382-5 |
| S1 |
382-0 |
382-4 |
|