CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 10-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
362-0 |
356-4 |
-5-4 |
-1.5% |
356-4 |
High |
363-0 |
365-0 |
2-0 |
0.6% |
367-2 |
Low |
356-0 |
355-4 |
-0-4 |
-0.1% |
347-6 |
Close |
358-4 |
361-6 |
3-2 |
0.9% |
351-4 |
Range |
7-0 |
9-4 |
2-4 |
35.7% |
19-4 |
ATR |
8-4 |
8-5 |
0-1 |
0.8% |
0-0 |
Volume |
148,576 |
196,600 |
48,024 |
32.3% |
726,691 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
389-2 |
385-0 |
367-0 |
|
R3 |
379-6 |
375-4 |
364-3 |
|
R2 |
370-2 |
370-2 |
363-4 |
|
R1 |
366-0 |
366-0 |
362-5 |
368-1 |
PP |
360-6 |
360-6 |
360-6 |
361-6 |
S1 |
356-4 |
356-4 |
360-7 |
358-5 |
S2 |
351-2 |
351-2 |
360-0 |
|
S3 |
341-6 |
347-0 |
359-1 |
|
S4 |
332-2 |
337-4 |
356-4 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
414-0 |
402-2 |
362-2 |
|
R3 |
394-4 |
382-6 |
356-7 |
|
R2 |
375-0 |
375-0 |
355-1 |
|
R1 |
363-2 |
363-2 |
353-2 |
359-3 |
PP |
355-4 |
355-4 |
355-4 |
353-4 |
S1 |
343-6 |
343-6 |
349-6 |
339-7 |
S2 |
336-0 |
336-0 |
347-7 |
|
S3 |
316-4 |
324-2 |
346-1 |
|
S4 |
297-0 |
304-6 |
340-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
365-0 |
347-6 |
17-2 |
4.8% |
7-4 |
2.1% |
81% |
True |
False |
169,002 |
10 |
367-2 |
347-6 |
19-4 |
5.4% |
7-1 |
2.0% |
72% |
False |
False |
142,716 |
20 |
384-4 |
347-6 |
36-6 |
10.2% |
7-1 |
2.0% |
38% |
False |
False |
140,176 |
40 |
426-0 |
347-6 |
78-2 |
21.6% |
7-4 |
2.1% |
18% |
False |
False |
116,702 |
60 |
426-0 |
347-6 |
78-2 |
21.6% |
8-2 |
2.3% |
18% |
False |
False |
112,310 |
80 |
426-0 |
347-6 |
78-2 |
21.6% |
9-2 |
2.5% |
18% |
False |
False |
95,188 |
100 |
426-0 |
324-2 |
101-6 |
28.1% |
9-3 |
2.6% |
37% |
False |
False |
80,976 |
120 |
426-0 |
319-4 |
106-4 |
29.4% |
9-2 |
2.6% |
40% |
False |
False |
70,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
405-3 |
2.618 |
389-7 |
1.618 |
380-3 |
1.000 |
374-4 |
0.618 |
370-7 |
HIGH |
365-0 |
0.618 |
361-3 |
0.500 |
360-2 |
0.382 |
359-1 |
LOW |
355-4 |
0.618 |
349-5 |
1.000 |
346-0 |
1.618 |
340-1 |
2.618 |
330-5 |
4.250 |
315-1 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
361-2 |
361-1 |
PP |
360-6 |
360-4 |
S1 |
360-2 |
359-7 |
|