CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 26-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
398-6 |
406-0 |
7-2 |
1.8% |
400-0 |
| High |
400-2 |
406-4 |
6-2 |
1.6% |
406-4 |
| Low |
398-6 |
405-6 |
7-0 |
1.8% |
396-2 |
| Close |
400-2 |
406-0 |
5-6 |
1.4% |
406-0 |
| Range |
1-4 |
0-6 |
-0-6 |
-50.0% |
10-2 |
| ATR |
5-6 |
5-7 |
0-0 |
0.6% |
0-0 |
| Volume |
3,052 |
4,247 |
1,195 |
39.2% |
24,328 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
408-3 |
407-7 |
406-3 |
|
| R3 |
407-5 |
407-1 |
406-2 |
|
| R2 |
406-7 |
406-7 |
406-1 |
|
| R1 |
406-3 |
406-3 |
406-1 |
406-3 |
| PP |
406-1 |
406-1 |
406-1 |
406-0 |
| S1 |
405-5 |
405-5 |
405-7 |
405-5 |
| S2 |
405-3 |
405-3 |
405-7 |
|
| S3 |
404-5 |
404-7 |
405-6 |
|
| S4 |
403-7 |
404-1 |
405-5 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
433-5 |
430-1 |
411-5 |
|
| R3 |
423-3 |
419-7 |
408-7 |
|
| R2 |
413-1 |
413-1 |
407-7 |
|
| R1 |
409-5 |
409-5 |
407-0 |
411-3 |
| PP |
402-7 |
402-7 |
402-7 |
403-6 |
| S1 |
399-3 |
399-3 |
405-0 |
401-1 |
| S2 |
392-5 |
392-5 |
404-1 |
|
| S3 |
382-3 |
389-1 |
403-1 |
|
| S4 |
372-1 |
378-7 |
400-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
406-4 |
396-2 |
10-2 |
2.5% |
2-0 |
0.5% |
95% |
True |
False |
4,865 |
| 10 |
406-4 |
387-2 |
19-2 |
4.7% |
2-0 |
0.5% |
97% |
True |
False |
4,190 |
| 20 |
406-4 |
378-0 |
28-4 |
7.0% |
2-7 |
0.7% |
98% |
True |
False |
4,926 |
| 40 |
445-0 |
378-0 |
67-0 |
16.5% |
3-2 |
0.8% |
42% |
False |
False |
4,528 |
| 60 |
445-0 |
378-0 |
67-0 |
16.5% |
3-6 |
0.9% |
42% |
False |
False |
3,654 |
| 80 |
445-0 |
378-0 |
67-0 |
16.5% |
4-5 |
1.1% |
42% |
False |
False |
3,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
409-6 |
|
2.618 |
408-4 |
|
1.618 |
407-6 |
|
1.000 |
407-2 |
|
0.618 |
407-0 |
|
HIGH |
406-4 |
|
0.618 |
406-2 |
|
0.500 |
406-1 |
|
0.382 |
406-0 |
|
LOW |
405-6 |
|
0.618 |
405-2 |
|
1.000 |
405-0 |
|
1.618 |
404-4 |
|
2.618 |
403-6 |
|
4.250 |
402-4 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
406-1 |
404-7 |
| PP |
406-1 |
403-6 |
| S1 |
406-0 |
402-5 |
|