CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
368-0 |
374-4 |
6-4 |
1.8% |
376-0 |
| High |
372-0 |
387-2 |
15-2 |
4.1% |
380-0 |
| Low |
366-4 |
373-2 |
6-6 |
1.8% |
366-4 |
| Close |
371-6 |
382-6 |
11-0 |
3.0% |
371-6 |
| Range |
5-4 |
14-0 |
8-4 |
154.5% |
13-4 |
| ATR |
7-2 |
7-7 |
0-5 |
8.0% |
0-0 |
| Volume |
67,473 |
64,607 |
-2,866 |
-4.2% |
248,603 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
423-1 |
416-7 |
390-4 |
|
| R3 |
409-1 |
402-7 |
386-5 |
|
| R2 |
395-1 |
395-1 |
385-3 |
|
| R1 |
388-7 |
388-7 |
384-0 |
392-0 |
| PP |
381-1 |
381-1 |
381-1 |
382-5 |
| S1 |
374-7 |
374-7 |
381-4 |
378-0 |
| S2 |
367-1 |
367-1 |
380-1 |
|
| S3 |
353-1 |
360-7 |
378-7 |
|
| S4 |
339-1 |
346-7 |
375-0 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
413-2 |
406-0 |
379-1 |
|
| R3 |
399-6 |
392-4 |
375-4 |
|
| R2 |
386-2 |
386-2 |
374-2 |
|
| R1 |
379-0 |
379-0 |
373-0 |
375-7 |
| PP |
372-6 |
372-6 |
372-6 |
371-2 |
| S1 |
365-4 |
365-4 |
370-4 |
362-3 |
| S2 |
359-2 |
359-2 |
369-2 |
|
| S3 |
345-6 |
352-0 |
368-0 |
|
| S4 |
332-2 |
338-4 |
364-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
387-2 |
366-4 |
20-6 |
5.4% |
6-7 |
1.8% |
78% |
True |
False |
62,642 |
| 10 |
387-2 |
366-2 |
21-0 |
5.5% |
6-5 |
1.7% |
79% |
True |
False |
74,302 |
| 20 |
387-2 |
359-0 |
28-2 |
7.4% |
6-1 |
1.6% |
84% |
True |
False |
55,634 |
| 40 |
435-0 |
359-0 |
76-0 |
19.9% |
6-1 |
1.6% |
31% |
False |
False |
38,094 |
| 60 |
435-0 |
359-0 |
76-0 |
19.9% |
7-0 |
1.8% |
31% |
False |
False |
30,910 |
| 80 |
435-0 |
359-0 |
76-0 |
19.9% |
7-5 |
2.0% |
31% |
False |
False |
25,663 |
| 100 |
435-0 |
352-4 |
82-4 |
21.6% |
7-7 |
2.1% |
37% |
False |
False |
21,707 |
| 120 |
435-0 |
328-4 |
106-4 |
27.8% |
7-4 |
2.0% |
51% |
False |
False |
18,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
446-6 |
|
2.618 |
423-7 |
|
1.618 |
409-7 |
|
1.000 |
401-2 |
|
0.618 |
395-7 |
|
HIGH |
387-2 |
|
0.618 |
381-7 |
|
0.500 |
380-2 |
|
0.382 |
378-5 |
|
LOW |
373-2 |
|
0.618 |
364-5 |
|
1.000 |
359-2 |
|
1.618 |
350-5 |
|
2.618 |
336-5 |
|
4.250 |
313-6 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
381-7 |
380-6 |
| PP |
381-1 |
378-7 |
| S1 |
380-2 |
376-7 |
|