CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
363-4 |
358-4 |
-5-0 |
-1.4% |
356-0 |
High |
364-6 |
362-6 |
-2-0 |
-0.5% |
365-0 |
Low |
359-6 |
358-2 |
-1-4 |
-0.4% |
354-6 |
Close |
363-2 |
361-4 |
-1-6 |
-0.5% |
361-4 |
Range |
5-0 |
4-4 |
-0-4 |
-10.0% |
10-2 |
ATR |
8-3 |
8-1 |
-0-2 |
-2.8% |
0-0 |
Volume |
169,470 |
134,275 |
-35,195 |
-20.8% |
813,580 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
374-3 |
372-3 |
364-0 |
|
R3 |
369-7 |
367-7 |
362-6 |
|
R2 |
365-3 |
365-3 |
362-3 |
|
R1 |
363-3 |
363-3 |
361-7 |
364-3 |
PP |
360-7 |
360-7 |
360-7 |
361-2 |
S1 |
358-7 |
358-7 |
361-1 |
359-7 |
S2 |
356-3 |
356-3 |
360-5 |
|
S3 |
351-7 |
354-3 |
360-2 |
|
S4 |
347-3 |
349-7 |
359-0 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
391-1 |
386-5 |
367-1 |
|
R3 |
380-7 |
376-3 |
364-3 |
|
R2 |
370-5 |
370-5 |
363-3 |
|
R1 |
366-1 |
366-1 |
362-4 |
368-3 |
PP |
360-3 |
360-3 |
360-3 |
361-4 |
S1 |
355-7 |
355-7 |
360-4 |
358-1 |
S2 |
350-1 |
350-1 |
359-5 |
|
S3 |
339-7 |
345-5 |
358-5 |
|
S4 |
329-5 |
335-3 |
355-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
365-0 |
354-6 |
10-2 |
2.8% |
6-5 |
1.8% |
66% |
False |
False |
162,716 |
10 |
367-2 |
347-6 |
19-4 |
5.4% |
6-7 |
1.9% |
71% |
False |
False |
154,027 |
20 |
377-2 |
347-6 |
29-4 |
8.2% |
6-5 |
1.8% |
47% |
False |
False |
135,618 |
40 |
426-0 |
347-6 |
78-2 |
21.6% |
7-1 |
2.0% |
18% |
False |
False |
117,744 |
60 |
426-0 |
347-6 |
78-2 |
21.6% |
8-1 |
2.2% |
18% |
False |
False |
113,244 |
80 |
426-0 |
347-6 |
78-2 |
21.6% |
9-1 |
2.5% |
18% |
False |
False |
98,352 |
100 |
426-0 |
324-2 |
101-6 |
28.1% |
9-3 |
2.6% |
37% |
False |
False |
83,587 |
120 |
426-0 |
319-4 |
106-4 |
29.5% |
9-2 |
2.6% |
39% |
False |
False |
72,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
381-7 |
2.618 |
374-4 |
1.618 |
370-0 |
1.000 |
367-2 |
0.618 |
365-4 |
HIGH |
362-6 |
0.618 |
361-0 |
0.500 |
360-4 |
0.382 |
360-0 |
LOW |
358-2 |
0.618 |
355-4 |
1.000 |
353-6 |
1.618 |
351-0 |
2.618 |
346-4 |
4.250 |
339-1 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
361-1 |
361-1 |
PP |
360-7 |
360-5 |
S1 |
360-4 |
360-2 |
|