CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 19-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
372-0 |
368-0 |
-4-0 |
-1.1% |
376-0 |
High |
372-4 |
372-0 |
-0-4 |
-0.1% |
380-0 |
Low |
367-2 |
366-4 |
-0-6 |
-0.2% |
366-4 |
Close |
369-0 |
371-6 |
2-6 |
0.7% |
371-6 |
Range |
5-2 |
5-4 |
0-2 |
4.8% |
13-4 |
ATR |
7-4 |
7-2 |
-0-1 |
-1.9% |
0-0 |
Volume |
57,996 |
67,473 |
9,477 |
16.3% |
248,603 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386-5 |
384-5 |
374-6 |
|
R3 |
381-1 |
379-1 |
373-2 |
|
R2 |
375-5 |
375-5 |
372-6 |
|
R1 |
373-5 |
373-5 |
372-2 |
374-5 |
PP |
370-1 |
370-1 |
370-1 |
370-4 |
S1 |
368-1 |
368-1 |
371-2 |
369-1 |
S2 |
364-5 |
364-5 |
370-6 |
|
S3 |
359-1 |
362-5 |
370-2 |
|
S4 |
353-5 |
357-1 |
368-6 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
413-2 |
406-0 |
379-1 |
|
R3 |
399-6 |
392-4 |
375-4 |
|
R2 |
386-2 |
386-2 |
374-2 |
|
R1 |
379-0 |
379-0 |
373-0 |
375-7 |
PP |
372-6 |
372-6 |
372-6 |
371-2 |
S1 |
365-4 |
365-4 |
370-4 |
362-3 |
S2 |
359-2 |
359-2 |
369-2 |
|
S3 |
345-6 |
352-0 |
368-0 |
|
S4 |
332-2 |
338-4 |
364-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
380-0 |
366-4 |
13-4 |
3.6% |
5-0 |
1.4% |
39% |
False |
True |
65,358 |
10 |
380-0 |
359-0 |
21-0 |
5.6% |
5-7 |
1.6% |
61% |
False |
False |
72,828 |
20 |
380-4 |
359-0 |
21-4 |
5.8% |
5-6 |
1.5% |
59% |
False |
False |
53,801 |
40 |
435-0 |
359-0 |
76-0 |
20.4% |
6-0 |
1.6% |
17% |
False |
False |
36,940 |
60 |
435-0 |
359-0 |
76-0 |
20.4% |
6-7 |
1.9% |
17% |
False |
False |
29,943 |
80 |
435-0 |
359-0 |
76-0 |
20.4% |
7-5 |
2.1% |
17% |
False |
False |
24,976 |
100 |
435-0 |
352-4 |
82-4 |
22.2% |
7-6 |
2.1% |
23% |
False |
False |
21,146 |
120 |
435-0 |
328-4 |
106-4 |
28.6% |
7-4 |
2.0% |
41% |
False |
False |
18,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
395-3 |
2.618 |
386-3 |
1.618 |
380-7 |
1.000 |
377-4 |
0.618 |
375-3 |
HIGH |
372-0 |
0.618 |
369-7 |
0.500 |
369-2 |
0.382 |
368-5 |
LOW |
366-4 |
0.618 |
363-1 |
1.000 |
361-0 |
1.618 |
357-5 |
2.618 |
352-1 |
4.250 |
343-1 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
370-7 |
371-6 |
PP |
370-1 |
371-6 |
S1 |
369-2 |
371-6 |
|