CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 26-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
371-4 |
377-4 |
6-0 |
1.6% |
364-0 |
High |
372-6 |
379-6 |
7-0 |
1.9% |
379-6 |
Low |
369-4 |
377-0 |
7-4 |
2.0% |
361-6 |
Close |
372-2 |
378-0 |
5-6 |
1.5% |
378-0 |
Range |
3-2 |
2-6 |
-0-4 |
-15.4% |
18-0 |
ATR |
7-7 |
7-7 |
0-0 |
-0.3% |
0-0 |
Volume |
73,542 |
77,961 |
4,419 |
6.0% |
554,618 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386-4 |
385-0 |
379-4 |
|
R3 |
383-6 |
382-2 |
378-6 |
|
R2 |
381-0 |
381-0 |
378-4 |
|
R1 |
379-4 |
379-4 |
378-2 |
380-2 |
PP |
378-2 |
378-2 |
378-2 |
378-5 |
S1 |
376-6 |
376-6 |
377-6 |
377-4 |
S2 |
375-4 |
375-4 |
377-4 |
|
S3 |
372-6 |
374-0 |
377-2 |
|
S4 |
370-0 |
371-2 |
376-4 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
427-1 |
420-5 |
387-7 |
|
R3 |
409-1 |
402-5 |
383-0 |
|
R2 |
391-1 |
391-1 |
381-2 |
|
R1 |
384-5 |
384-5 |
379-5 |
387-7 |
PP |
373-1 |
373-1 |
373-1 |
374-6 |
S1 |
366-5 |
366-5 |
376-3 |
369-7 |
S2 |
355-1 |
355-1 |
374-6 |
|
S3 |
337-1 |
348-5 |
373-0 |
|
S4 |
319-1 |
330-5 |
368-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
379-6 |
361-6 |
18-0 |
4.8% |
6-2 |
1.7% |
90% |
True |
False |
110,923 |
10 |
379-6 |
355-0 |
24-6 |
6.5% |
5-4 |
1.5% |
93% |
True |
False |
110,217 |
20 |
379-6 |
347-6 |
32-0 |
8.5% |
6-3 |
1.7% |
95% |
True |
False |
130,619 |
40 |
426-0 |
347-6 |
78-2 |
20.7% |
6-6 |
1.8% |
39% |
False |
False |
125,192 |
60 |
426-0 |
347-6 |
78-2 |
20.7% |
7-3 |
2.0% |
39% |
False |
False |
117,958 |
80 |
426-0 |
347-6 |
78-2 |
20.7% |
8-4 |
2.2% |
39% |
False |
False |
106,582 |
100 |
426-0 |
343-4 |
82-4 |
21.8% |
9-0 |
2.4% |
42% |
False |
False |
91,558 |
120 |
426-0 |
319-4 |
106-4 |
28.2% |
9-1 |
2.4% |
55% |
False |
False |
79,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
391-4 |
2.618 |
387-0 |
1.618 |
384-2 |
1.000 |
382-4 |
0.618 |
381-4 |
HIGH |
379-6 |
0.618 |
378-6 |
0.500 |
378-3 |
0.382 |
378-0 |
LOW |
377-0 |
0.618 |
375-2 |
1.000 |
374-2 |
1.618 |
372-4 |
2.618 |
369-6 |
4.250 |
365-2 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
378-3 |
376-7 |
PP |
378-2 |
375-6 |
S1 |
378-1 |
374-5 |
|