CME Pit-Traded Corn Future September 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 |
396-6 |
389-6 |
-7-0 |
-1.8% |
399-6 |
| High |
397-0 |
390-0 |
-7-0 |
-1.8% |
406-0 |
| Low |
393-6 |
388-0 |
-5-6 |
-1.5% |
394-4 |
| Close |
395-0 |
388-6 |
-6-2 |
-1.6% |
395-0 |
| Range |
3-2 |
2-0 |
-1-2 |
-38.5% |
11-4 |
| ATR |
5-7 |
6-0 |
0-1 |
1.4% |
0-0 |
| Volume |
13,414 |
14,527 |
1,113 |
8.3% |
41,075 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
394-7 |
393-7 |
389-7 |
|
| R3 |
392-7 |
391-7 |
389-2 |
|
| R2 |
390-7 |
390-7 |
389-1 |
|
| R1 |
389-7 |
389-7 |
388-7 |
389-3 |
| PP |
388-7 |
388-7 |
388-7 |
388-6 |
| S1 |
387-7 |
387-7 |
388-5 |
387-3 |
| S2 |
386-7 |
386-7 |
388-3 |
|
| S3 |
384-7 |
385-7 |
388-2 |
|
| S4 |
382-7 |
383-7 |
387-5 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
433-0 |
425-4 |
401-3 |
|
| R3 |
421-4 |
414-0 |
398-1 |
|
| R2 |
410-0 |
410-0 |
397-1 |
|
| R1 |
402-4 |
402-4 |
396-0 |
400-4 |
| PP |
398-4 |
398-4 |
398-4 |
397-4 |
| S1 |
391-0 |
391-0 |
394-0 |
389-0 |
| S2 |
387-0 |
387-0 |
392-7 |
|
| S3 |
375-4 |
379-4 |
391-7 |
|
| S4 |
364-0 |
368-0 |
388-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
406-0 |
388-0 |
18-0 |
4.6% |
4-0 |
1.0% |
4% |
False |
True |
11,569 |
| 10 |
406-4 |
388-0 |
18-4 |
4.8% |
2-7 |
0.7% |
4% |
False |
True |
8,184 |
| 20 |
406-4 |
385-0 |
21-4 |
5.5% |
2-7 |
0.7% |
17% |
False |
False |
6,732 |
| 40 |
444-6 |
378-0 |
66-6 |
17.2% |
3-3 |
0.9% |
16% |
False |
False |
5,645 |
| 60 |
445-0 |
378-0 |
67-0 |
17.2% |
3-6 |
1.0% |
16% |
False |
False |
4,521 |
| 80 |
445-0 |
378-0 |
67-0 |
17.2% |
4-1 |
1.1% |
16% |
False |
False |
4,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
398-4 |
|
2.618 |
395-2 |
|
1.618 |
393-2 |
|
1.000 |
392-0 |
|
0.618 |
391-2 |
|
HIGH |
390-0 |
|
0.618 |
389-2 |
|
0.500 |
389-0 |
|
0.382 |
388-6 |
|
LOW |
388-0 |
|
0.618 |
386-6 |
|
1.000 |
386-0 |
|
1.618 |
384-6 |
|
2.618 |
382-6 |
|
4.250 |
379-4 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
389-0 |
396-4 |
| PP |
388-7 |
393-7 |
| S1 |
388-7 |
391-3 |
|