CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
364-0 |
361-0 |
-3-0 |
-0.8% |
356-0 |
High |
365-4 |
361-2 |
-4-2 |
-1.2% |
365-0 |
Low |
359-6 |
355-4 |
-4-2 |
-1.2% |
354-6 |
Close |
360-0 |
357-2 |
-2-6 |
-0.8% |
361-4 |
Range |
5-6 |
5-6 |
0-0 |
0.0% |
10-2 |
ATR |
8-0 |
7-6 |
-0-1 |
-2.0% |
0-0 |
Volume |
126,168 |
86,665 |
-39,503 |
-31.3% |
813,580 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
375-2 |
372-0 |
360-3 |
|
R3 |
369-4 |
366-2 |
358-7 |
|
R2 |
363-6 |
363-6 |
358-2 |
|
R1 |
360-4 |
360-4 |
357-6 |
359-2 |
PP |
358-0 |
358-0 |
358-0 |
357-3 |
S1 |
354-6 |
354-6 |
356-6 |
353-4 |
S2 |
352-2 |
352-2 |
356-2 |
|
S3 |
346-4 |
349-0 |
355-5 |
|
S4 |
340-6 |
343-2 |
354-1 |
|
|
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% |
4-6 |
1.3% |
13% |
False |
True |
123,627 |
10 |
368-4 |
347-6 |
20-6 |
5.8% |
6-1 |
1.7% |
46% |
False |
False |
146,314 |
20 |
372-0 |
347-6 |
24-2 |
6.8% |
6-2 |
1.7% |
39% |
False |
False |
129,312 |
40 |
426-0 |
347-6 |
78-2 |
21.9% |
6-6 |
1.9% |
12% |
False |
False |
118,647 |
60 |
426-0 |
347-6 |
78-2 |
21.9% |
7-7 |
2.2% |
12% |
False |
False |
115,942 |
80 |
426-0 |
347-6 |
78-2 |
21.9% |
8-7 |
2.5% |
12% |
False |
False |
101,387 |
100 |
426-0 |
335-4 |
90-4 |
25.3% |
9-1 |
2.6% |
24% |
False |
False |
86,325 |
120 |
426-0 |
319-4 |
106-4 |
29.8% |
9-1 |
2.6% |
35% |
False |
False |
74,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
385-6 |
2.618 |
376-2 |
1.618 |
370-4 |
1.000 |
367-0 |
0.618 |
364-6 |
HIGH |
361-2 |
0.618 |
359-0 |
0.500 |
358-3 |
0.382 |
357-6 |
LOW |
355-4 |
0.618 |
352-0 |
1.000 |
349-6 |
1.618 |
346-2 |
2.618 |
340-4 |
4.250 |
331-0 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
358-3 |
362-0 |
PP |
358-0 |
360-3 |
S1 |
357-5 |
358-7 |
|