CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 19-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
361-0 |
356-4 |
-4-4 |
-1.2% |
365-4 |
High |
361-2 |
360-2 |
-1-0 |
-0.3% |
368-4 |
Low |
355-4 |
355-0 |
-0-4 |
-0.1% |
355-0 |
Close |
357-2 |
360-0 |
2-6 |
0.8% |
360-0 |
Range |
5-6 |
5-2 |
-0-4 |
-8.7% |
13-4 |
ATR |
7-6 |
7-5 |
-0-1 |
-2.3% |
0-0 |
Volume |
86,665 |
98,889 |
12,224 |
14.1% |
413,279 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
374-1 |
372-3 |
362-7 |
|
R3 |
368-7 |
367-1 |
361-4 |
|
R2 |
363-5 |
363-5 |
361-0 |
|
R1 |
361-7 |
361-7 |
360-4 |
362-6 |
PP |
358-3 |
358-3 |
358-3 |
358-7 |
S1 |
356-5 |
356-5 |
359-4 |
357-4 |
S2 |
353-1 |
353-1 |
359-0 |
|
S3 |
347-7 |
351-3 |
358-4 |
|
S4 |
342-5 |
346-1 |
357-1 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
401-5 |
394-3 |
367-3 |
|
R3 |
388-1 |
380-7 |
363-6 |
|
R2 |
374-5 |
374-5 |
362-4 |
|
R1 |
367-3 |
367-3 |
361-2 |
364-2 |
PP |
361-1 |
361-1 |
361-1 |
359-5 |
S1 |
353-7 |
353-7 |
358-6 |
350-6 |
S2 |
347-5 |
347-5 |
357-4 |
|
S3 |
334-1 |
340-3 |
356-2 |
|
S4 |
320-5 |
326-7 |
352-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
368-4 |
355-0 |
13-4 |
3.8% |
4-7 |
1.3% |
37% |
False |
True |
109,510 |
10 |
368-4 |
347-6 |
20-6 |
5.8% |
6-0 |
1.7% |
59% |
False |
False |
139,028 |
20 |
370-6 |
347-6 |
23-0 |
6.4% |
6-1 |
1.7% |
53% |
False |
False |
128,405 |
40 |
426-0 |
347-6 |
78-2 |
21.7% |
6-5 |
1.8% |
16% |
False |
False |
118,428 |
60 |
426-0 |
347-6 |
78-2 |
21.7% |
7-7 |
2.2% |
16% |
False |
False |
116,283 |
80 |
426-0 |
347-6 |
78-2 |
21.7% |
8-7 |
2.5% |
16% |
False |
False |
101,975 |
100 |
426-0 |
342-2 |
83-6 |
23.3% |
9-1 |
2.5% |
21% |
False |
False |
87,129 |
120 |
426-0 |
319-4 |
106-4 |
29.6% |
9-1 |
2.5% |
38% |
False |
False |
75,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
382-4 |
2.618 |
374-0 |
1.618 |
368-6 |
1.000 |
365-4 |
0.618 |
363-4 |
HIGH |
360-2 |
0.618 |
358-2 |
0.500 |
357-5 |
0.382 |
357-0 |
LOW |
355-0 |
0.618 |
351-6 |
1.000 |
349-6 |
1.618 |
346-4 |
2.618 |
341-2 |
4.250 |
332-6 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
359-2 |
360-2 |
PP |
358-3 |
360-1 |
S1 |
357-5 |
360-1 |
|