CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 23-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
364-0 |
368-0 |
4-0 |
1.1% |
365-4 |
High |
376-0 |
373-0 |
-3-0 |
-0.8% |
368-4 |
Low |
361-6 |
367-2 |
5-4 |
1.5% |
355-0 |
Close |
371-4 |
367-6 |
-3-6 |
-1.0% |
360-0 |
Range |
14-2 |
5-6 |
-8-4 |
-59.6% |
13-4 |
ATR |
8-2 |
8-0 |
-0-1 |
-2.1% |
0-0 |
Volume |
97,358 |
192,526 |
95,168 |
97.8% |
413,279 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386-5 |
382-7 |
370-7 |
|
R3 |
380-7 |
377-1 |
369-3 |
|
R2 |
375-1 |
375-1 |
368-6 |
|
R1 |
371-3 |
371-3 |
368-2 |
370-3 |
PP |
369-3 |
369-3 |
369-3 |
368-6 |
S1 |
365-5 |
365-5 |
367-2 |
364-5 |
S2 |
363-5 |
363-5 |
366-6 |
|
S3 |
357-7 |
359-7 |
366-1 |
|
S4 |
352-1 |
354-1 |
364-5 |
|
|
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% |
7-3 |
2.0% |
61% |
False |
False |
120,321 |
10 |
376-0 |
355-0 |
21-0 |
5.7% |
6-5 |
1.8% |
61% |
False |
False |
135,208 |
20 |
376-0 |
347-6 |
28-2 |
7.7% |
6-5 |
1.8% |
71% |
False |
False |
131,205 |
40 |
426-0 |
347-6 |
78-2 |
21.3% |
6-7 |
1.9% |
26% |
False |
False |
122,261 |
60 |
426-0 |
347-6 |
78-2 |
21.3% |
7-6 |
2.1% |
26% |
False |
False |
119,249 |
80 |
426-0 |
347-6 |
78-2 |
21.3% |
8-5 |
2.4% |
26% |
False |
False |
104,689 |
100 |
426-0 |
343-4 |
82-4 |
22.4% |
9-1 |
2.5% |
29% |
False |
False |
89,471 |
120 |
426-0 |
319-4 |
106-4 |
29.0% |
9-1 |
2.5% |
45% |
False |
False |
77,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
397-4 |
2.618 |
388-0 |
1.618 |
382-2 |
1.000 |
378-6 |
0.618 |
376-4 |
HIGH |
373-0 |
0.618 |
370-6 |
0.500 |
370-1 |
0.382 |
369-4 |
LOW |
367-2 |
0.618 |
363-6 |
1.000 |
361-4 |
1.618 |
358-0 |
2.618 |
352-2 |
4.250 |
342-6 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
370-1 |
367-0 |
PP |
369-3 |
366-2 |
S1 |
368-4 |
365-4 |
|