CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 17-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
365-4 |
364-0 |
-1-4 |
-0.4% |
356-0 |
High |
368-4 |
365-4 |
-3-0 |
-0.8% |
365-0 |
Low |
365-4 |
359-6 |
-5-6 |
-1.6% |
354-6 |
Close |
367-2 |
360-0 |
-7-2 |
-2.0% |
361-4 |
Range |
3-0 |
5-6 |
2-6 |
91.7% |
10-2 |
ATR |
8-0 |
8-0 |
0-0 |
-0.4% |
0-0 |
Volume |
101,557 |
126,168 |
24,611 |
24.2% |
813,580 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
379-0 |
375-2 |
363-1 |
|
R3 |
373-2 |
369-4 |
361-5 |
|
R2 |
367-4 |
367-4 |
361-0 |
|
R1 |
363-6 |
363-6 |
360-4 |
362-6 |
PP |
361-6 |
361-6 |
361-6 |
361-2 |
S1 |
358-0 |
358-0 |
359-4 |
357-0 |
S2 |
356-0 |
356-0 |
359-0 |
|
S3 |
350-2 |
352-2 |
358-3 |
|
S4 |
344-4 |
346-4 |
356-7 |
|
|
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 |
3.6% |
5-4 |
1.5% |
35% |
False |
False |
145,614 |
10 |
368-4 |
347-6 |
20-6 |
5.8% |
6-6 |
1.9% |
59% |
False |
False |
152,347 |
20 |
372-0 |
347-6 |
24-2 |
6.7% |
6-3 |
1.8% |
51% |
False |
False |
131,250 |
40 |
426-0 |
347-6 |
78-2 |
21.7% |
6-7 |
1.9% |
16% |
False |
False |
118,879 |
60 |
426-0 |
347-6 |
78-2 |
21.7% |
8-0 |
2.2% |
16% |
False |
False |
115,461 |
80 |
426-0 |
347-6 |
78-2 |
21.7% |
9-0 |
2.5% |
16% |
False |
False |
100,644 |
100 |
426-0 |
332-6 |
93-2 |
25.9% |
9-2 |
2.6% |
29% |
False |
False |
85,606 |
120 |
426-0 |
319-4 |
106-4 |
29.6% |
9-2 |
2.6% |
38% |
False |
False |
74,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
390-0 |
2.618 |
380-4 |
1.618 |
374-6 |
1.000 |
371-2 |
0.618 |
369-0 |
HIGH |
365-4 |
0.618 |
363-2 |
0.500 |
362-5 |
0.382 |
362-0 |
LOW |
359-6 |
0.618 |
356-2 |
1.000 |
354-0 |
1.618 |
350-4 |
2.618 |
344-6 |
4.250 |
335-2 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
362-5 |
363-3 |
PP |
361-6 |
362-2 |
S1 |
360-7 |
361-1 |
|