CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
382-4 |
387-0 |
4-4 |
1.2% |
389-0 |
High |
383-4 |
387-4 |
4-0 |
1.0% |
391-0 |
Low |
380-4 |
375-0 |
-5-4 |
-1.4% |
375-0 |
Close |
383-0 |
375-4 |
-7-4 |
-2.0% |
375-4 |
Range |
3-0 |
12-4 |
9-4 |
316.7% |
16-0 |
ATR |
7-5 |
8-0 |
0-3 |
4.5% |
0-0 |
Volume |
94,109 |
85,483 |
-8,626 |
-9.2% |
523,829 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
416-7 |
408-5 |
382-3 |
|
R3 |
404-3 |
396-1 |
379-0 |
|
R2 |
391-7 |
391-7 |
377-6 |
|
R1 |
383-5 |
383-5 |
376-5 |
381-4 |
PP |
379-3 |
379-3 |
379-3 |
378-2 |
S1 |
371-1 |
371-1 |
374-3 |
369-0 |
S2 |
366-7 |
366-7 |
373-2 |
|
S3 |
354-3 |
358-5 |
372-0 |
|
S4 |
341-7 |
346-1 |
368-5 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428-4 |
418-0 |
384-2 |
|
R3 |
412-4 |
402-0 |
379-7 |
|
R2 |
396-4 |
396-4 |
378-3 |
|
R1 |
386-0 |
386-0 |
377-0 |
383-2 |
PP |
380-4 |
380-4 |
380-4 |
379-1 |
S1 |
370-0 |
370-0 |
374-0 |
367-2 |
S2 |
364-4 |
364-4 |
372-5 |
|
S3 |
348-4 |
354-0 |
371-1 |
|
S4 |
332-4 |
338-0 |
366-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
391-0 |
375-0 |
16-0 |
4.3% |
8-0 |
2.1% |
3% |
False |
True |
104,765 |
10 |
391-0 |
373-2 |
17-6 |
4.7% |
7-1 |
1.9% |
13% |
False |
False |
109,227 |
20 |
391-0 |
359-0 |
32-0 |
8.5% |
6-4 |
1.7% |
52% |
False |
False |
91,028 |
40 |
434-0 |
359-0 |
75-0 |
20.0% |
6-4 |
1.7% |
22% |
False |
False |
61,277 |
60 |
435-0 |
359-0 |
76-0 |
20.2% |
6-5 |
1.8% |
22% |
False |
False |
45,719 |
80 |
435-0 |
359-0 |
76-0 |
20.2% |
7-2 |
1.9% |
22% |
False |
False |
37,575 |
100 |
435-0 |
359-0 |
76-0 |
20.2% |
7-5 |
2.0% |
22% |
False |
False |
31,457 |
120 |
435-0 |
333-4 |
101-4 |
27.0% |
7-6 |
2.1% |
41% |
False |
False |
27,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
440-5 |
2.618 |
420-2 |
1.618 |
407-6 |
1.000 |
400-0 |
0.618 |
395-2 |
HIGH |
387-4 |
0.618 |
382-6 |
0.500 |
381-2 |
0.382 |
379-6 |
LOW |
375-0 |
0.618 |
367-2 |
1.000 |
362-4 |
1.618 |
354-6 |
2.618 |
342-2 |
4.250 |
321-7 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
381-2 |
381-7 |
PP |
379-3 |
379-6 |
S1 |
377-3 |
377-5 |
|