CME Pit-Traded Corn Future May 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 |
370-0 |
376-0 |
6-0 |
1.6% |
366-4 |
| High |
374-2 |
380-0 |
5-6 |
1.5% |
376-2 |
| Low |
369-4 |
376-0 |
6-4 |
1.8% |
366-2 |
| Close |
373-2 |
379-0 |
5-6 |
1.5% |
373-2 |
| Range |
4-6 |
4-0 |
-0-6 |
-15.8% |
10-0 |
| ATR |
7-5 |
7-5 |
-0-1 |
-0.9% |
0-0 |
| Volume |
78,191 |
45,883 |
-32,308 |
-41.3% |
429,819 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
390-3 |
388-5 |
381-2 |
|
| R3 |
386-3 |
384-5 |
380-1 |
|
| R2 |
382-3 |
382-3 |
379-6 |
|
| R1 |
380-5 |
380-5 |
379-3 |
381-4 |
| PP |
378-3 |
378-3 |
378-3 |
378-6 |
| S1 |
376-5 |
376-5 |
378-5 |
377-4 |
| S2 |
374-3 |
374-3 |
378-2 |
|
| S3 |
370-3 |
372-5 |
377-7 |
|
| S4 |
366-3 |
368-5 |
376-6 |
|
|
| 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 |
380-0 |
367-4 |
12-4 |
3.3% |
5-6 |
1.5% |
92% |
True |
False |
77,841 |
| 10 |
380-0 |
359-0 |
21-0 |
5.5% |
6-3 |
1.7% |
95% |
True |
False |
67,298 |
| 20 |
385-0 |
359-0 |
26-0 |
6.9% |
5-7 |
1.5% |
77% |
False |
False |
47,273 |
| 40 |
435-0 |
359-0 |
76-0 |
20.1% |
6-2 |
1.7% |
26% |
False |
False |
32,819 |
| 60 |
435-0 |
359-0 |
76-0 |
20.1% |
7-0 |
1.8% |
26% |
False |
False |
27,004 |
| 80 |
435-0 |
359-0 |
76-0 |
20.1% |
7-7 |
2.1% |
26% |
False |
False |
22,645 |
| 100 |
435-0 |
342-4 |
92-4 |
24.4% |
7-7 |
2.1% |
39% |
False |
False |
19,224 |
| 120 |
435-0 |
328-4 |
106-4 |
28.1% |
7-4 |
2.0% |
47% |
False |
False |
16,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
397-0 |
|
2.618 |
390-4 |
|
1.618 |
386-4 |
|
1.000 |
384-0 |
|
0.618 |
382-4 |
|
HIGH |
380-0 |
|
0.618 |
378-4 |
|
0.500 |
378-0 |
|
0.382 |
377-4 |
|
LOW |
376-0 |
|
0.618 |
373-4 |
|
1.000 |
372-0 |
|
1.618 |
369-4 |
|
2.618 |
365-4 |
|
4.250 |
359-0 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
378-5 |
377-5 |
| PP |
378-3 |
376-1 |
| S1 |
378-0 |
374-6 |
|