CME Pit-Traded Corn Future May 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 |
378-6 |
381-4 |
2-6 |
0.7% |
376-0 |
High |
384-0 |
386-4 |
2-4 |
0.7% |
380-0 |
Low |
378-2 |
381-2 |
3-0 |
0.8% |
366-4 |
Close |
378-6 |
386-2 |
7-4 |
2.0% |
371-6 |
Range |
5-6 |
5-2 |
-0-4 |
-8.7% |
13-4 |
ATR |
7-6 |
7-6 |
0-0 |
0.0% |
0-0 |
Volume |
171,930 |
105,816 |
-66,114 |
-38.5% |
248,603 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
400-3 |
398-5 |
389-1 |
|
R3 |
395-1 |
393-3 |
387-6 |
|
R2 |
389-7 |
389-7 |
387-2 |
|
R1 |
388-1 |
388-1 |
386-6 |
389-0 |
PP |
384-5 |
384-5 |
384-5 |
385-1 |
S1 |
382-7 |
382-7 |
385-6 |
383-6 |
S2 |
379-3 |
379-3 |
385-2 |
|
S3 |
374-1 |
377-5 |
384-6 |
|
S4 |
368-7 |
372-3 |
383-3 |
|
|
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 |
387-2 |
366-4 |
20-6 |
5.4% |
7-1 |
1.9% |
95% |
False |
False |
93,564 |
10 |
387-2 |
366-4 |
20-6 |
5.4% |
6-3 |
1.7% |
95% |
False |
False |
86,349 |
20 |
387-2 |
359-0 |
28-2 |
7.3% |
6-2 |
1.6% |
96% |
False |
False |
66,852 |
40 |
435-0 |
359-0 |
76-0 |
19.7% |
6-2 |
1.6% |
36% |
False |
False |
44,721 |
60 |
435-0 |
359-0 |
76-0 |
19.7% |
6-7 |
1.8% |
36% |
False |
False |
34,994 |
80 |
435-0 |
359-0 |
76-0 |
19.7% |
7-5 |
2.0% |
36% |
False |
False |
28,992 |
100 |
435-0 |
352-4 |
82-4 |
21.4% |
7-7 |
2.0% |
41% |
False |
False |
24,385 |
120 |
435-0 |
328-4 |
106-4 |
27.6% |
7-5 |
2.0% |
54% |
False |
False |
21,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
408-6 |
2.618 |
400-2 |
1.618 |
395-0 |
1.000 |
391-6 |
0.618 |
389-6 |
HIGH |
386-4 |
0.618 |
384-4 |
0.500 |
383-7 |
0.382 |
383-2 |
LOW |
381-2 |
0.618 |
378-0 |
1.000 |
376-0 |
1.618 |
372-6 |
2.618 |
367-4 |
4.250 |
359-0 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
385-4 |
384-2 |
PP |
384-5 |
382-2 |
S1 |
383-7 |
380-2 |
|