CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
376-6 |
371-6 |
-5-0 |
-1.3% |
389-0 |
| High |
378-4 |
372-0 |
-6-4 |
-1.7% |
391-0 |
| Low |
372-6 |
368-4 |
-4-2 |
-1.1% |
375-0 |
| Close |
375-0 |
369-0 |
-6-0 |
-1.6% |
375-4 |
| Range |
5-6 |
3-4 |
-2-2 |
-39.1% |
16-0 |
| ATR |
7-7 |
7-6 |
-0-1 |
-1.2% |
0-0 |
| Volume |
95,052 |
75,155 |
-19,897 |
-20.9% |
523,829 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
380-3 |
378-1 |
370-7 |
|
| R3 |
376-7 |
374-5 |
370-0 |
|
| R2 |
373-3 |
373-3 |
369-5 |
|
| R1 |
371-1 |
371-1 |
369-3 |
370-4 |
| PP |
369-7 |
369-7 |
369-7 |
369-4 |
| S1 |
367-5 |
367-5 |
368-5 |
367-0 |
| S2 |
366-3 |
366-3 |
368-3 |
|
| S3 |
362-7 |
364-1 |
368-0 |
|
| S4 |
359-3 |
360-5 |
367-1 |
|
|
| 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 |
388-6 |
368-4 |
20-2 |
5.5% |
6-2 |
1.7% |
2% |
False |
True |
91,253 |
| 10 |
391-0 |
368-4 |
22-4 |
6.1% |
6-0 |
1.6% |
2% |
False |
True |
102,594 |
| 20 |
391-0 |
366-4 |
24-4 |
6.6% |
6-2 |
1.7% |
10% |
False |
False |
92,720 |
| 40 |
433-4 |
359-0 |
74-4 |
20.2% |
6-2 |
1.7% |
13% |
False |
False |
64,348 |
| 60 |
435-0 |
359-0 |
76-0 |
20.6% |
6-5 |
1.8% |
13% |
False |
False |
47,852 |
| 80 |
435-0 |
359-0 |
76-0 |
20.6% |
7-0 |
1.9% |
13% |
False |
False |
39,389 |
| 100 |
435-0 |
359-0 |
76-0 |
20.6% |
7-5 |
2.1% |
13% |
False |
False |
33,049 |
| 120 |
435-0 |
333-4 |
101-4 |
27.5% |
7-6 |
2.1% |
35% |
False |
False |
28,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
386-7 |
|
2.618 |
381-1 |
|
1.618 |
377-5 |
|
1.000 |
375-4 |
|
0.618 |
374-1 |
|
HIGH |
372-0 |
|
0.618 |
370-5 |
|
0.500 |
370-2 |
|
0.382 |
369-7 |
|
LOW |
368-4 |
|
0.618 |
366-3 |
|
1.000 |
365-0 |
|
1.618 |
362-7 |
|
2.618 |
359-3 |
|
4.250 |
353-5 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
370-2 |
378-0 |
| PP |
369-7 |
375-0 |
| S1 |
369-3 |
372-0 |
|