CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
374-0 |
370-0 |
-4-0 |
-1.1% |
366-4 |
High |
375-6 |
374-2 |
-1-4 |
-0.4% |
376-2 |
Low |
371-0 |
369-4 |
-1-4 |
-0.4% |
366-2 |
Close |
375-0 |
373-2 |
-1-6 |
-0.5% |
373-2 |
Range |
4-6 |
4-6 |
0-0 |
0.0% |
10-0 |
ATR |
7-7 |
7-5 |
-0-1 |
-2.1% |
0-0 |
Volume |
99,213 |
78,191 |
-21,022 |
-21.2% |
429,819 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386-5 |
384-5 |
375-7 |
|
R3 |
381-7 |
379-7 |
374-4 |
|
R2 |
377-1 |
377-1 |
374-1 |
|
R1 |
375-1 |
375-1 |
373-5 |
376-1 |
PP |
372-3 |
372-3 |
372-3 |
372-6 |
S1 |
370-3 |
370-3 |
372-7 |
371-3 |
S2 |
367-5 |
367-5 |
372-3 |
|
S3 |
362-7 |
365-5 |
372-0 |
|
S4 |
358-1 |
360-7 |
370-5 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
401-7 |
397-5 |
378-6 |
|
R3 |
391-7 |
387-5 |
376-0 |
|
R2 |
381-7 |
381-7 |
375-1 |
|
R1 |
377-5 |
377-5 |
374-1 |
379-6 |
PP |
371-7 |
371-7 |
371-7 |
373-0 |
S1 |
367-5 |
367-5 |
372-3 |
369-6 |
S2 |
361-7 |
361-7 |
371-3 |
|
S3 |
351-7 |
357-5 |
370-4 |
|
S4 |
341-7 |
347-5 |
367-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
376-2 |
366-2 |
10-0 |
2.7% |
6-2 |
1.7% |
70% |
False |
False |
85,963 |
10 |
378-0 |
359-0 |
19-0 |
5.1% |
6-3 |
1.7% |
75% |
False |
False |
66,314 |
20 |
388-0 |
359-0 |
29-0 |
7.8% |
6-0 |
1.6% |
49% |
False |
False |
47,049 |
40 |
435-0 |
359-0 |
76-0 |
20.4% |
6-3 |
1.7% |
19% |
False |
False |
32,095 |
60 |
435-0 |
359-0 |
76-0 |
20.4% |
7-0 |
1.9% |
19% |
False |
False |
26,334 |
80 |
435-0 |
359-0 |
76-0 |
20.4% |
7-7 |
2.1% |
19% |
False |
False |
22,116 |
100 |
435-0 |
340-0 |
95-0 |
25.5% |
7-7 |
2.1% |
35% |
False |
False |
18,808 |
120 |
435-0 |
328-4 |
106-4 |
28.5% |
7-4 |
2.0% |
42% |
False |
False |
16,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
394-4 |
2.618 |
386-5 |
1.618 |
381-7 |
1.000 |
379-0 |
0.618 |
377-1 |
HIGH |
374-2 |
0.618 |
372-3 |
0.500 |
371-7 |
0.382 |
371-3 |
LOW |
369-4 |
0.618 |
366-5 |
1.000 |
364-6 |
1.618 |
361-7 |
2.618 |
357-1 |
4.250 |
349-2 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
372-6 |
372-6 |
PP |
372-3 |
372-3 |
S1 |
371-7 |
371-7 |
|