CME Pit-Traded Corn Future September 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 |
400-0 |
396-6 |
-3-2 |
-0.8% |
396-0 |
| High |
403-0 |
399-6 |
-3-2 |
-0.8% |
397-0 |
| Low |
400-0 |
396-2 |
-3-6 |
-0.9% |
387-2 |
| Close |
401-2 |
396-4 |
-4-6 |
-1.2% |
390-6 |
| Range |
3-0 |
3-4 |
0-4 |
16.7% |
9-6 |
| ATR |
5-7 |
5-6 |
0-0 |
-1.0% |
0-0 |
| Volume |
3,822 |
7,681 |
3,859 |
101.0% |
14,540 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
408-0 |
405-6 |
398-3 |
|
| R3 |
404-4 |
402-2 |
397-4 |
|
| R2 |
401-0 |
401-0 |
397-1 |
|
| R1 |
398-6 |
398-6 |
396-7 |
398-1 |
| PP |
397-4 |
397-4 |
397-4 |
397-2 |
| S1 |
395-2 |
395-2 |
396-1 |
394-5 |
| S2 |
394-0 |
394-0 |
395-7 |
|
| S3 |
390-4 |
391-6 |
395-4 |
|
| S4 |
387-0 |
388-2 |
394-5 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
420-7 |
415-5 |
396-1 |
|
| R3 |
411-1 |
405-7 |
393-3 |
|
| R2 |
401-3 |
401-3 |
392-4 |
|
| R1 |
396-1 |
396-1 |
391-5 |
393-7 |
| PP |
391-5 |
391-5 |
391-5 |
390-4 |
| S1 |
386-3 |
386-3 |
389-7 |
384-1 |
| S2 |
381-7 |
381-7 |
389-0 |
|
| S3 |
372-1 |
376-5 |
388-1 |
|
| S4 |
362-3 |
366-7 |
385-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
403-0 |
387-2 |
15-6 |
4.0% |
3-0 |
0.8% |
59% |
False |
False |
4,469 |
| 10 |
403-0 |
385-0 |
18-0 |
4.5% |
2-7 |
0.7% |
64% |
False |
False |
5,280 |
| 20 |
403-0 |
378-0 |
25-0 |
6.3% |
3-3 |
0.8% |
74% |
False |
False |
4,737 |
| 40 |
445-0 |
378-0 |
67-0 |
16.9% |
3-3 |
0.8% |
28% |
False |
False |
4,268 |
| 60 |
445-0 |
378-0 |
67-0 |
16.9% |
4-2 |
1.1% |
28% |
False |
False |
3,513 |
| 80 |
445-0 |
378-0 |
67-0 |
16.9% |
4-5 |
1.2% |
28% |
False |
False |
3,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
414-5 |
|
2.618 |
408-7 |
|
1.618 |
405-3 |
|
1.000 |
403-2 |
|
0.618 |
401-7 |
|
HIGH |
399-6 |
|
0.618 |
398-3 |
|
0.500 |
398-0 |
|
0.382 |
397-5 |
|
LOW |
396-2 |
|
0.618 |
394-1 |
|
1.000 |
392-6 |
|
1.618 |
390-5 |
|
2.618 |
387-1 |
|
4.250 |
381-3 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
398-0 |
396-2 |
| PP |
397-4 |
396-1 |
| S1 |
397-0 |
395-7 |
|