CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 11-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
356-4 |
363-4 |
7-0 |
2.0% |
356-4 |
High |
365-0 |
364-6 |
-0-2 |
-0.1% |
367-2 |
Low |
355-4 |
359-6 |
4-2 |
1.2% |
347-6 |
Close |
361-6 |
363-2 |
1-4 |
0.4% |
351-4 |
Range |
9-4 |
5-0 |
-4-4 |
-47.4% |
19-4 |
ATR |
8-5 |
8-3 |
-0-2 |
-3.0% |
0-0 |
Volume |
196,600 |
169,470 |
-27,130 |
-13.8% |
726,691 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
377-5 |
375-3 |
366-0 |
|
R3 |
372-5 |
370-3 |
364-5 |
|
R2 |
367-5 |
367-5 |
364-1 |
|
R1 |
365-3 |
365-3 |
363-6 |
364-0 |
PP |
362-5 |
362-5 |
362-5 |
361-7 |
S1 |
360-3 |
360-3 |
362-6 |
359-0 |
S2 |
357-5 |
357-5 |
362-3 |
|
S3 |
352-5 |
355-3 |
361-7 |
|
S4 |
347-5 |
350-3 |
360-4 |
|
|
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 |
4.7% |
7-2 |
2.0% |
90% |
False |
False |
168,546 |
10 |
367-2 |
347-6 |
19-4 |
5.4% |
7-1 |
2.0% |
79% |
False |
False |
151,022 |
20 |
382-4 |
347-6 |
34-6 |
9.6% |
6-5 |
1.8% |
45% |
False |
False |
143,982 |
40 |
426-0 |
347-6 |
78-2 |
21.5% |
7-2 |
2.0% |
20% |
False |
False |
117,595 |
60 |
426-0 |
347-6 |
78-2 |
21.5% |
8-1 |
2.2% |
20% |
False |
False |
112,510 |
80 |
426-0 |
347-6 |
78-2 |
21.5% |
9-1 |
2.5% |
20% |
False |
False |
96,917 |
100 |
426-0 |
324-2 |
101-6 |
28.0% |
9-3 |
2.6% |
38% |
False |
False |
82,388 |
120 |
426-0 |
319-4 |
106-4 |
29.3% |
9-2 |
2.5% |
41% |
False |
False |
71,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
386-0 |
2.618 |
377-7 |
1.618 |
372-7 |
1.000 |
369-6 |
0.618 |
367-7 |
HIGH |
364-6 |
0.618 |
362-7 |
0.500 |
362-2 |
0.382 |
361-5 |
LOW |
359-6 |
0.618 |
356-5 |
1.000 |
354-6 |
1.618 |
351-5 |
2.618 |
346-5 |
4.250 |
338-4 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
362-7 |
362-2 |
PP |
362-5 |
361-2 |
S1 |
362-2 |
360-2 |
|