CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
376-0 |
372-0 |
-4-0 |
-1.1% |
366-4 |
High |
377-0 |
372-4 |
-4-4 |
-1.2% |
376-2 |
Low |
371-2 |
367-2 |
-4-0 |
-1.1% |
366-2 |
Close |
371-6 |
369-0 |
-2-6 |
-0.7% |
373-2 |
Range |
5-6 |
5-2 |
-0-4 |
-8.7% |
10-0 |
ATR |
7-5 |
7-4 |
-0-1 |
-2.2% |
0-0 |
Volume |
77,251 |
57,996 |
-19,255 |
-24.9% |
429,819 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385-3 |
382-3 |
371-7 |
|
R3 |
380-1 |
377-1 |
370-4 |
|
R2 |
374-7 |
374-7 |
370-0 |
|
R1 |
371-7 |
371-7 |
369-4 |
370-6 |
PP |
369-5 |
369-5 |
369-5 |
369-0 |
S1 |
366-5 |
366-5 |
368-4 |
365-4 |
S2 |
364-3 |
364-3 |
368-0 |
|
S3 |
359-1 |
361-3 |
367-4 |
|
S4 |
353-7 |
356-1 |
366-1 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
401-7 |
397-5 |
378-6 |
|
R3 |
391-7 |
387-5 |
376-0 |
|
R2 |
381-7 |
381-7 |
375-1 |
|
R1 |
377-5 |
377-5 |
374-1 |
379-6 |
PP |
371-7 |
371-7 |
371-7 |
373-0 |
S1 |
367-5 |
367-5 |
372-3 |
369-6 |
S2 |
361-7 |
361-7 |
371-3 |
|
S3 |
351-7 |
357-5 |
370-4 |
|
S4 |
341-7 |
347-5 |
367-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
380-0 |
367-2 |
12-6 |
3.5% |
4-7 |
1.3% |
14% |
False |
True |
71,706 |
10 |
380-0 |
359-0 |
21-0 |
5.7% |
5-7 |
1.6% |
48% |
False |
False |
70,838 |
20 |
382-6 |
359-0 |
23-6 |
6.4% |
5-7 |
1.6% |
42% |
False |
False |
51,716 |
40 |
435-0 |
359-0 |
76-0 |
20.6% |
6-1 |
1.7% |
13% |
False |
False |
35,548 |
60 |
435-0 |
359-0 |
76-0 |
20.6% |
6-7 |
1.9% |
13% |
False |
False |
28,931 |
80 |
435-0 |
359-0 |
76-0 |
20.6% |
7-6 |
2.1% |
13% |
False |
False |
24,212 |
100 |
435-0 |
352-4 |
82-4 |
22.4% |
7-6 |
2.1% |
20% |
False |
False |
20,512 |
120 |
435-0 |
328-4 |
106-4 |
28.9% |
7-4 |
2.0% |
38% |
False |
False |
17,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
394-6 |
2.618 |
386-2 |
1.618 |
381-0 |
1.000 |
377-6 |
0.618 |
375-6 |
HIGH |
372-4 |
0.618 |
370-4 |
0.500 |
369-7 |
0.382 |
369-2 |
LOW |
367-2 |
0.618 |
364-0 |
1.000 |
362-0 |
1.618 |
358-6 |
2.618 |
353-4 |
4.250 |
345-0 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
369-7 |
373-5 |
PP |
369-5 |
372-1 |
S1 |
369-2 |
370-4 |
|