CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 23-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
374-4 |
378-6 |
4-2 |
1.1% |
376-0 |
High |
387-2 |
384-0 |
-3-2 |
-0.8% |
380-0 |
Low |
373-2 |
378-2 |
5-0 |
1.3% |
366-4 |
Close |
382-6 |
378-6 |
-4-0 |
-1.0% |
371-6 |
Range |
14-0 |
5-6 |
-8-2 |
-58.9% |
13-4 |
ATR |
7-7 |
7-6 |
-0-1 |
-1.9% |
0-0 |
Volume |
64,607 |
171,930 |
107,323 |
166.1% |
248,603 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
397-5 |
393-7 |
381-7 |
|
R3 |
391-7 |
388-1 |
380-3 |
|
R2 |
386-1 |
386-1 |
379-6 |
|
R1 |
382-3 |
382-3 |
379-2 |
381-5 |
PP |
380-3 |
380-3 |
380-3 |
380-0 |
S1 |
376-5 |
376-5 |
378-2 |
375-7 |
S2 |
374-5 |
374-5 |
377-6 |
|
S3 |
368-7 |
370-7 |
377-1 |
|
S4 |
363-1 |
365-1 |
375-5 |
|
|
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 |
5.5% |
7-2 |
1.9% |
59% |
False |
False |
87,851 |
10 |
387-2 |
366-4 |
20-6 |
5.5% |
6-4 |
1.7% |
59% |
False |
False |
82,846 |
20 |
387-2 |
359-0 |
28-2 |
7.5% |
6-2 |
1.7% |
70% |
False |
False |
62,698 |
40 |
435-0 |
359-0 |
76-0 |
20.1% |
6-2 |
1.6% |
26% |
False |
False |
42,231 |
60 |
435-0 |
359-0 |
76-0 |
20.1% |
6-7 |
1.8% |
26% |
False |
False |
33,632 |
80 |
435-0 |
359-0 |
76-0 |
20.1% |
7-5 |
2.0% |
26% |
False |
False |
27,730 |
100 |
435-0 |
352-4 |
82-4 |
21.8% |
7-7 |
2.1% |
32% |
False |
False |
23,374 |
120 |
435-0 |
328-4 |
106-4 |
28.1% |
7-5 |
2.0% |
47% |
False |
False |
20,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
408-4 |
2.618 |
399-0 |
1.618 |
393-2 |
1.000 |
389-6 |
0.618 |
387-4 |
HIGH |
384-0 |
0.618 |
381-6 |
0.500 |
381-1 |
0.382 |
380-4 |
LOW |
378-2 |
0.618 |
374-6 |
1.000 |
372-4 |
1.618 |
369-0 |
2.618 |
363-2 |
4.250 |
353-6 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
381-1 |
378-1 |
PP |
380-3 |
377-4 |
S1 |
379-4 |
376-7 |
|