CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
368-0 |
371-2 |
3-2 |
0.9% |
365-4 |
| High |
373-0 |
375-6 |
2-6 |
0.7% |
368-4 |
| Low |
367-2 |
370-4 |
3-2 |
0.9% |
355-0 |
| Close |
367-6 |
375-2 |
7-4 |
2.0% |
360-0 |
| Range |
5-6 |
5-2 |
-0-4 |
-8.7% |
13-4 |
| ATR |
8-0 |
8-0 |
0-0 |
0.0% |
0-0 |
| Volume |
192,526 |
113,231 |
-79,295 |
-41.2% |
413,279 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
389-5 |
387-5 |
378-1 |
|
| R3 |
384-3 |
382-3 |
376-6 |
|
| R2 |
379-1 |
379-1 |
376-2 |
|
| R1 |
377-1 |
377-1 |
375-6 |
378-1 |
| PP |
373-7 |
373-7 |
373-7 |
374-2 |
| S1 |
371-7 |
371-7 |
374-6 |
372-7 |
| S2 |
368-5 |
368-5 |
374-2 |
|
| S3 |
363-3 |
366-5 |
373-6 |
|
| S4 |
358-1 |
361-3 |
372-3 |
|
|
| 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 |
5.6% |
7-2 |
1.9% |
96% |
False |
False |
117,733 |
| 10 |
376-0 |
355-0 |
21-0 |
5.6% |
6-3 |
1.7% |
96% |
False |
False |
131,673 |
| 20 |
376-0 |
347-6 |
28-2 |
7.5% |
6-4 |
1.7% |
97% |
False |
False |
132,695 |
| 40 |
426-0 |
347-6 |
78-2 |
20.9% |
6-7 |
1.8% |
35% |
False |
False |
123,892 |
| 60 |
426-0 |
347-6 |
78-2 |
20.9% |
7-6 |
2.1% |
35% |
False |
False |
119,574 |
| 80 |
426-0 |
347-6 |
78-2 |
20.9% |
8-5 |
2.3% |
35% |
False |
False |
105,634 |
| 100 |
426-0 |
343-4 |
82-4 |
22.0% |
9-1 |
2.4% |
38% |
False |
False |
90,421 |
| 120 |
426-0 |
319-4 |
106-4 |
28.4% |
9-1 |
2.4% |
52% |
False |
False |
78,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
398-0 |
|
2.618 |
389-4 |
|
1.618 |
384-2 |
|
1.000 |
381-0 |
|
0.618 |
379-0 |
|
HIGH |
375-6 |
|
0.618 |
373-6 |
|
0.500 |
373-1 |
|
0.382 |
372-4 |
|
LOW |
370-4 |
|
0.618 |
367-2 |
|
1.000 |
365-2 |
|
1.618 |
362-0 |
|
2.618 |
356-6 |
|
4.250 |
348-2 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
374-4 |
373-1 |
| PP |
373-7 |
371-0 |
| S1 |
373-1 |
368-7 |
|