CME Pit-Traded Corn Future May 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 |
380-4 |
388-2 |
7-6 |
2.0% |
374-4 |
High |
383-6 |
390-6 |
7-0 |
1.8% |
390-6 |
Low |
380-4 |
388-2 |
7-6 |
2.0% |
373-2 |
Close |
383-2 |
389-0 |
5-6 |
1.5% |
389-0 |
Range |
3-2 |
2-4 |
-0-6 |
-23.1% |
17-4 |
ATR |
7-5 |
7-5 |
0-0 |
-0.1% |
0-0 |
Volume |
108,962 |
117,134 |
8,172 |
7.5% |
568,449 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396-7 |
395-3 |
390-3 |
|
R3 |
394-3 |
392-7 |
389-6 |
|
R2 |
391-7 |
391-7 |
389-4 |
|
R1 |
390-3 |
390-3 |
389-2 |
391-1 |
PP |
389-3 |
389-3 |
389-3 |
389-6 |
S1 |
387-7 |
387-7 |
388-6 |
388-5 |
S2 |
386-7 |
386-7 |
388-4 |
|
S3 |
384-3 |
385-3 |
388-2 |
|
S4 |
381-7 |
382-7 |
387-5 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
436-7 |
430-3 |
398-5 |
|
R3 |
419-3 |
412-7 |
393-6 |
|
R2 |
401-7 |
401-7 |
392-2 |
|
R1 |
395-3 |
395-3 |
390-5 |
398-5 |
PP |
384-3 |
384-3 |
384-3 |
386-0 |
S1 |
377-7 |
377-7 |
387-3 |
381-1 |
S2 |
366-7 |
366-7 |
385-6 |
|
S3 |
349-3 |
360-3 |
384-2 |
|
S4 |
331-7 |
342-7 |
379-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
390-6 |
373-2 |
17-4 |
4.5% |
6-1 |
1.6% |
90% |
True |
False |
113,689 |
10 |
390-6 |
366-4 |
24-2 |
6.2% |
5-5 |
1.4% |
93% |
True |
False |
89,524 |
20 |
390-6 |
359-0 |
31-6 |
8.2% |
6-1 |
1.6% |
94% |
True |
False |
75,728 |
40 |
435-0 |
359-0 |
76-0 |
19.5% |
6-2 |
1.6% |
39% |
False |
False |
49,887 |
60 |
435-0 |
359-0 |
76-0 |
19.5% |
6-4 |
1.7% |
39% |
False |
False |
38,170 |
80 |
435-0 |
359-0 |
76-0 |
19.5% |
7-4 |
1.9% |
39% |
False |
False |
31,577 |
100 |
435-0 |
352-4 |
82-4 |
21.2% |
7-6 |
2.0% |
44% |
False |
False |
26,573 |
120 |
435-0 |
328-4 |
106-4 |
27.4% |
7-5 |
1.9% |
57% |
False |
False |
22,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
401-3 |
2.618 |
397-2 |
1.618 |
394-6 |
1.000 |
393-2 |
0.618 |
392-2 |
HIGH |
390-6 |
0.618 |
389-6 |
0.500 |
389-4 |
0.382 |
389-2 |
LOW |
388-2 |
0.618 |
386-6 |
1.000 |
385-6 |
1.618 |
384-2 |
2.618 |
381-6 |
4.250 |
377-5 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
389-4 |
387-7 |
PP |
389-3 |
386-6 |
S1 |
389-1 |
385-5 |
|