CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
401-2 |
401-6 |
0-4 |
0.1% |
400-0 |
| High |
401-2 |
406-0 |
4-6 |
1.2% |
406-4 |
| Low |
396-0 |
401-6 |
5-6 |
1.5% |
396-2 |
| Close |
400-0 |
405-6 |
5-6 |
1.4% |
406-0 |
| Range |
5-2 |
4-2 |
-1-0 |
-19.0% |
10-2 |
| ATR |
5-6 |
5-7 |
0-0 |
0.2% |
0-0 |
| Volume |
7,765 |
9,015 |
1,250 |
16.1% |
24,328 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
417-2 |
415-6 |
408-1 |
|
| R3 |
413-0 |
411-4 |
406-7 |
|
| R2 |
408-6 |
408-6 |
406-4 |
|
| R1 |
407-2 |
407-2 |
406-1 |
408-0 |
| PP |
404-4 |
404-4 |
404-4 |
404-7 |
| S1 |
403-0 |
403-0 |
405-3 |
403-6 |
| S2 |
400-2 |
400-2 |
405-0 |
|
| S3 |
396-0 |
398-6 |
404-5 |
|
| S4 |
391-6 |
394-4 |
403-3 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
433-5 |
430-1 |
411-5 |
|
| R3 |
423-3 |
419-7 |
408-7 |
|
| R2 |
413-1 |
413-1 |
407-7 |
|
| R1 |
409-5 |
409-5 |
407-0 |
411-3 |
| PP |
402-7 |
402-7 |
402-7 |
403-6 |
| S1 |
399-3 |
399-3 |
405-0 |
401-1 |
| S2 |
392-5 |
392-5 |
404-1 |
|
| S3 |
382-3 |
389-1 |
403-1 |
|
| S4 |
372-1 |
378-7 |
400-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
406-4 |
396-0 |
10-4 |
2.6% |
2-3 |
0.6% |
93% |
False |
False |
5,496 |
| 10 |
406-4 |
387-2 |
19-2 |
4.7% |
2-3 |
0.6% |
96% |
False |
False |
5,257 |
| 20 |
406-4 |
378-0 |
28-4 |
7.0% |
3-1 |
0.8% |
97% |
False |
False |
5,376 |
| 40 |
445-0 |
378-0 |
67-0 |
16.5% |
3-3 |
0.8% |
41% |
False |
False |
4,857 |
| 60 |
445-0 |
378-0 |
67-0 |
16.5% |
3-5 |
0.9% |
41% |
False |
False |
3,885 |
| 80 |
445-0 |
378-0 |
67-0 |
16.5% |
4-2 |
1.0% |
41% |
False |
False |
3,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
424-0 |
|
2.618 |
417-1 |
|
1.618 |
412-7 |
|
1.000 |
410-2 |
|
0.618 |
408-5 |
|
HIGH |
406-0 |
|
0.618 |
404-3 |
|
0.500 |
403-7 |
|
0.382 |
403-3 |
|
LOW |
401-6 |
|
0.618 |
399-1 |
|
1.000 |
397-4 |
|
1.618 |
394-7 |
|
2.618 |
390-5 |
|
4.250 |
383-6 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
405-1 |
404-1 |
| PP |
404-4 |
402-5 |
| S1 |
403-7 |
401-0 |
|