CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 22-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
356-4 |
364-0 |
7-4 |
2.1% |
365-4 |
High |
360-2 |
376-0 |
15-6 |
4.4% |
368-4 |
Low |
355-0 |
361-6 |
6-6 |
1.9% |
355-0 |
Close |
360-0 |
371-4 |
11-4 |
3.2% |
360-0 |
Range |
5-2 |
14-2 |
9-0 |
171.4% |
13-4 |
ATR |
7-5 |
8-2 |
0-5 |
7.8% |
0-0 |
Volume |
98,889 |
97,358 |
-1,531 |
-1.5% |
413,279 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
412-4 |
406-2 |
379-3 |
|
R3 |
398-2 |
392-0 |
375-3 |
|
R2 |
384-0 |
384-0 |
374-1 |
|
R1 |
377-6 |
377-6 |
372-6 |
380-7 |
PP |
369-6 |
369-6 |
369-6 |
371-2 |
S1 |
363-4 |
363-4 |
370-2 |
366-5 |
S2 |
355-4 |
355-4 |
368-7 |
|
S3 |
341-2 |
349-2 |
367-5 |
|
S4 |
327-0 |
335-0 |
363-5 |
|
|
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 |
376-0 |
355-0 |
21-0 |
5.7% |
6-6 |
1.8% |
79% |
True |
False |
102,127 |
10 |
376-0 |
354-6 |
21-2 |
5.7% |
6-6 |
1.8% |
79% |
True |
False |
132,421 |
20 |
376-0 |
347-6 |
28-2 |
7.6% |
6-4 |
1.7% |
84% |
True |
False |
127,391 |
40 |
426-0 |
347-6 |
78-2 |
21.1% |
6-6 |
1.8% |
30% |
False |
False |
119,026 |
60 |
426-0 |
347-6 |
78-2 |
21.1% |
8-0 |
2.2% |
30% |
False |
False |
117,024 |
80 |
426-0 |
347-6 |
78-2 |
21.1% |
8-7 |
2.4% |
30% |
False |
False |
102,760 |
100 |
426-0 |
343-4 |
82-4 |
22.2% |
9-1 |
2.5% |
34% |
False |
False |
87,930 |
120 |
426-0 |
319-4 |
106-4 |
28.7% |
9-2 |
2.5% |
49% |
False |
False |
76,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
436-4 |
2.618 |
413-2 |
1.618 |
399-0 |
1.000 |
390-2 |
0.618 |
384-6 |
HIGH |
376-0 |
0.618 |
370-4 |
0.500 |
368-7 |
0.382 |
367-2 |
LOW |
361-6 |
0.618 |
353-0 |
1.000 |
347-4 |
1.618 |
338-6 |
2.618 |
324-4 |
4.250 |
301-2 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
370-5 |
369-4 |
PP |
369-6 |
367-4 |
S1 |
368-7 |
365-4 |
|