CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 11-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
378-6 |
385-2 |
6-4 |
1.7% |
376-4 |
High |
385-0 |
385-2 |
0-2 |
0.1% |
388-2 |
Low |
378-4 |
382-0 |
3-4 |
0.9% |
368-6 |
Close |
383-6 |
385-6 |
2-0 |
0.5% |
373-0 |
Range |
6-4 |
3-2 |
-3-2 |
-50.0% |
19-4 |
ATR |
7-5 |
7-3 |
-0-3 |
-4.1% |
0-0 |
Volume |
47,017 |
33,285 |
-13,732 |
-29.2% |
166,816 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
394-1 |
393-1 |
387-4 |
|
R3 |
390-7 |
389-7 |
386-5 |
|
R2 |
387-5 |
387-5 |
386-3 |
|
R1 |
386-5 |
386-5 |
386-0 |
387-1 |
PP |
384-3 |
384-3 |
384-3 |
384-4 |
S1 |
383-3 |
383-3 |
385-4 |
383-7 |
S2 |
381-1 |
381-1 |
385-1 |
|
S3 |
377-7 |
380-1 |
384-7 |
|
S4 |
374-5 |
376-7 |
384-0 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
435-1 |
423-5 |
383-6 |
|
R3 |
415-5 |
404-1 |
378-3 |
|
R2 |
396-1 |
396-1 |
376-5 |
|
R1 |
384-5 |
384-5 |
374-6 |
380-5 |
PP |
376-5 |
376-5 |
376-5 |
374-6 |
S1 |
365-1 |
365-1 |
371-2 |
361-1 |
S2 |
357-1 |
357-1 |
369-3 |
|
S3 |
337-5 |
345-5 |
367-5 |
|
S4 |
318-1 |
326-1 |
362-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
385-4 |
368-6 |
16-6 |
4.3% |
5-6 |
1.5% |
101% |
False |
False |
38,490 |
10 |
388-2 |
368-6 |
19-4 |
5.1% |
5-7 |
1.5% |
87% |
False |
False |
33,182 |
20 |
402-0 |
368-6 |
33-2 |
8.6% |
5-4 |
1.4% |
51% |
False |
False |
28,828 |
40 |
443-0 |
368-6 |
74-2 |
19.2% |
5-7 |
1.5% |
23% |
False |
False |
21,632 |
60 |
443-0 |
368-6 |
74-2 |
19.2% |
6-6 |
1.8% |
23% |
False |
False |
18,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
399-0 |
2.618 |
393-6 |
1.618 |
390-4 |
1.000 |
388-4 |
0.618 |
387-2 |
HIGH |
385-2 |
0.618 |
384-0 |
0.500 |
383-5 |
0.382 |
383-2 |
LOW |
382-0 |
0.618 |
380-0 |
1.000 |
378-6 |
1.618 |
376-6 |
2.618 |
373-4 |
4.250 |
368-2 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
385-0 |
384-4 |
PP |
384-3 |
383-2 |
S1 |
383-5 |
382-0 |
|