CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 16-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
380-6 |
388-4 |
7-6 |
2.0% |
377-4 |
High |
385-0 |
390-4 |
5-4 |
1.4% |
385-4 |
Low |
380-6 |
388-4 |
7-6 |
2.0% |
376-6 |
Close |
384-2 |
390-0 |
5-6 |
1.5% |
384-2 |
Range |
4-2 |
2-0 |
-2-2 |
-52.9% |
8-6 |
ATR |
7-1 |
7-1 |
-0-1 |
-0.9% |
0-0 |
Volume |
28,535 |
26,013 |
-2,522 |
-8.8% |
177,898 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
395-5 |
394-7 |
391-1 |
|
R3 |
393-5 |
392-7 |
390-4 |
|
R2 |
391-5 |
391-5 |
390-3 |
|
R1 |
390-7 |
390-7 |
390-1 |
391-2 |
PP |
389-5 |
389-5 |
389-5 |
389-7 |
S1 |
388-7 |
388-7 |
389-7 |
389-2 |
S2 |
387-5 |
387-5 |
389-5 |
|
S3 |
385-5 |
386-7 |
389-4 |
|
S4 |
383-5 |
384-7 |
388-7 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
408-3 |
405-1 |
389-0 |
|
R3 |
399-5 |
396-3 |
386-5 |
|
R2 |
390-7 |
390-7 |
385-7 |
|
R1 |
387-5 |
387-5 |
385-0 |
389-2 |
PP |
382-1 |
382-1 |
382-1 |
383-0 |
S1 |
378-7 |
378-7 |
383-4 |
380-4 |
S2 |
373-3 |
373-3 |
382-5 |
|
S3 |
364-5 |
370-1 |
381-7 |
|
S4 |
355-7 |
361-3 |
379-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
390-4 |
378-4 |
12-0 |
3.1% |
4-5 |
1.2% |
96% |
True |
False |
33,262 |
10 |
390-4 |
368-6 |
21-6 |
5.6% |
5-3 |
1.4% |
98% |
True |
False |
34,819 |
20 |
393-4 |
368-6 |
24-6 |
6.3% |
5-1 |
1.3% |
86% |
False |
False |
27,637 |
40 |
443-0 |
368-6 |
74-2 |
19.0% |
5-6 |
1.5% |
29% |
False |
False |
22,473 |
60 |
443-0 |
368-6 |
74-2 |
19.0% |
6-6 |
1.7% |
29% |
False |
False |
19,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
399-0 |
2.618 |
395-6 |
1.618 |
393-6 |
1.000 |
392-4 |
0.618 |
391-6 |
HIGH |
390-4 |
0.618 |
389-6 |
0.500 |
389-4 |
0.382 |
389-2 |
LOW |
388-4 |
0.618 |
387-2 |
1.000 |
386-4 |
1.618 |
385-2 |
2.618 |
383-2 |
4.250 |
380-0 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
389-7 |
388-4 |
PP |
389-5 |
387-1 |
S1 |
389-4 |
385-5 |
|