CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 25-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
381-4 |
380-4 |
-1-0 |
-0.3% |
376-0 |
High |
386-4 |
383-6 |
-2-6 |
-0.7% |
380-0 |
Low |
381-2 |
380-4 |
-0-6 |
-0.2% |
366-4 |
Close |
386-2 |
383-2 |
-3-0 |
-0.8% |
371-6 |
Range |
5-2 |
3-2 |
-2-0 |
-38.1% |
13-4 |
ATR |
7-6 |
7-5 |
-0-1 |
-1.8% |
0-0 |
Volume |
105,816 |
108,962 |
3,146 |
3.0% |
248,603 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
392-2 |
391-0 |
385-0 |
|
R3 |
389-0 |
387-6 |
384-1 |
|
R2 |
385-6 |
385-6 |
383-7 |
|
R1 |
384-4 |
384-4 |
383-4 |
385-1 |
PP |
382-4 |
382-4 |
382-4 |
382-6 |
S1 |
381-2 |
381-2 |
383-0 |
381-7 |
S2 |
379-2 |
379-2 |
382-5 |
|
S3 |
376-0 |
378-0 |
382-3 |
|
S4 |
372-6 |
374-6 |
381-4 |
|
|
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% |
6-6 |
1.8% |
81% |
False |
False |
103,757 |
10 |
387-2 |
366-4 |
20-6 |
5.4% |
5-7 |
1.5% |
81% |
False |
False |
87,732 |
20 |
387-2 |
359-0 |
28-2 |
7.4% |
6-2 |
1.6% |
86% |
False |
False |
71,109 |
40 |
435-0 |
359-0 |
76-0 |
19.8% |
6-2 |
1.6% |
32% |
False |
False |
47,323 |
60 |
435-0 |
359-0 |
76-0 |
19.8% |
6-5 |
1.7% |
32% |
False |
False |
36,494 |
80 |
435-0 |
359-0 |
76-0 |
19.8% |
7-5 |
2.0% |
32% |
False |
False |
30,230 |
100 |
435-0 |
352-4 |
82-4 |
21.5% |
7-6 |
2.0% |
37% |
False |
False |
25,429 |
120 |
435-0 |
328-4 |
106-4 |
27.8% |
7-5 |
2.0% |
51% |
False |
False |
21,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
397-4 |
2.618 |
392-2 |
1.618 |
389-0 |
1.000 |
387-0 |
0.618 |
385-6 |
HIGH |
383-6 |
0.618 |
382-4 |
0.500 |
382-1 |
0.382 |
381-6 |
LOW |
380-4 |
0.618 |
378-4 |
1.000 |
377-2 |
1.618 |
375-2 |
2.618 |
372-0 |
4.250 |
366-6 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
382-7 |
383-0 |
PP |
382-4 |
382-5 |
S1 |
382-1 |
382-3 |
|