CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 17-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
376-0 |
376-0 |
0-0 |
0.0% |
366-4 |
High |
380-0 |
377-0 |
-3-0 |
-0.8% |
376-2 |
Low |
376-0 |
371-2 |
-4-6 |
-1.3% |
366-2 |
Close |
379-0 |
371-6 |
-7-2 |
-1.9% |
373-2 |
Range |
4-0 |
5-6 |
1-6 |
43.8% |
10-0 |
ATR |
7-5 |
7-5 |
0-0 |
0.1% |
0-0 |
Volume |
45,883 |
77,251 |
31,368 |
68.4% |
429,819 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
390-5 |
386-7 |
374-7 |
|
R3 |
384-7 |
381-1 |
373-3 |
|
R2 |
379-1 |
379-1 |
372-6 |
|
R1 |
375-3 |
375-3 |
372-2 |
374-3 |
PP |
373-3 |
373-3 |
373-3 |
372-6 |
S1 |
369-5 |
369-5 |
371-2 |
368-5 |
S2 |
367-5 |
367-5 |
370-6 |
|
S3 |
361-7 |
363-7 |
370-1 |
|
S4 |
356-1 |
358-1 |
368-5 |
|
|
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 |
380-0 |
367-4 |
12-4 |
3.4% |
5-5 |
1.5% |
34% |
False |
False |
79,133 |
10 |
380-0 |
359-0 |
21-0 |
5.6% |
6-4 |
1.7% |
61% |
False |
False |
71,499 |
20 |
382-6 |
359-0 |
23-6 |
6.4% |
5-7 |
1.6% |
54% |
False |
False |
50,047 |
40 |
435-0 |
359-0 |
76-0 |
20.4% |
6-1 |
1.7% |
17% |
False |
False |
34,396 |
60 |
435-0 |
359-0 |
76-0 |
20.4% |
6-7 |
1.9% |
17% |
False |
False |
28,143 |
80 |
435-0 |
359-0 |
76-0 |
20.4% |
7-6 |
2.1% |
17% |
False |
False |
23,571 |
100 |
435-0 |
345-4 |
89-4 |
24.1% |
7-6 |
2.1% |
29% |
False |
False |
19,966 |
120 |
435-0 |
328-4 |
106-4 |
28.6% |
7-4 |
2.0% |
41% |
False |
False |
17,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
401-4 |
2.618 |
392-0 |
1.618 |
386-2 |
1.000 |
382-6 |
0.618 |
380-4 |
HIGH |
377-0 |
0.618 |
374-6 |
0.500 |
374-1 |
0.382 |
373-4 |
LOW |
371-2 |
0.618 |
367-6 |
1.000 |
365-4 |
1.618 |
362-0 |
2.618 |
356-2 |
4.250 |
346-6 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
374-1 |
374-6 |
PP |
373-3 |
373-6 |
S1 |
372-4 |
372-6 |
|