CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 16-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
358-4 |
365-4 |
7-0 |
2.0% |
356-0 |
High |
362-6 |
368-4 |
5-6 |
1.6% |
365-0 |
Low |
358-2 |
365-4 |
7-2 |
2.0% |
354-6 |
Close |
361-4 |
367-2 |
5-6 |
1.6% |
361-4 |
Range |
4-4 |
3-0 |
-1-4 |
-33.3% |
10-2 |
ATR |
8-1 |
8-0 |
-0-1 |
-1.0% |
0-0 |
Volume |
134,275 |
101,557 |
-32,718 |
-24.4% |
813,580 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
376-1 |
374-5 |
368-7 |
|
R3 |
373-1 |
371-5 |
368-1 |
|
R2 |
370-1 |
370-1 |
367-6 |
|
R1 |
368-5 |
368-5 |
367-4 |
369-3 |
PP |
367-1 |
367-1 |
367-1 |
367-4 |
S1 |
365-5 |
365-5 |
367-0 |
366-3 |
S2 |
364-1 |
364-1 |
366-6 |
|
S3 |
361-1 |
362-5 |
366-3 |
|
S4 |
358-1 |
359-5 |
365-5 |
|
|
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 |
368-4 |
355-4 |
13-0 |
3.5% |
5-6 |
1.6% |
90% |
True |
False |
150,095 |
10 |
368-4 |
347-6 |
20-6 |
5.7% |
6-5 |
1.8% |
94% |
True |
False |
150,993 |
20 |
374-0 |
347-6 |
26-2 |
7.1% |
6-3 |
1.7% |
74% |
False |
False |
133,155 |
40 |
426-0 |
347-6 |
78-2 |
21.3% |
7-0 |
1.9% |
25% |
False |
False |
117,917 |
60 |
426-0 |
347-6 |
78-2 |
21.3% |
8-0 |
2.2% |
25% |
False |
False |
114,299 |
80 |
426-0 |
347-6 |
78-2 |
21.3% |
9-0 |
2.5% |
25% |
False |
False |
99,357 |
100 |
426-0 |
330-0 |
96-0 |
26.1% |
9-3 |
2.5% |
39% |
False |
False |
84,502 |
120 |
426-0 |
319-4 |
106-4 |
29.0% |
9-2 |
2.5% |
45% |
False |
False |
73,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
381-2 |
2.618 |
376-3 |
1.618 |
373-3 |
1.000 |
371-4 |
0.618 |
370-3 |
HIGH |
368-4 |
0.618 |
367-3 |
0.500 |
367-0 |
0.382 |
366-5 |
LOW |
365-4 |
0.618 |
363-5 |
1.000 |
362-4 |
1.618 |
360-5 |
2.618 |
357-5 |
4.250 |
352-6 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
367-1 |
366-0 |
PP |
367-1 |
364-5 |
S1 |
367-0 |
363-3 |
|