CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
385-2 |
380-6 |
-4-4 |
-1.2% |
377-4 |
High |
385-2 |
385-0 |
-0-2 |
-0.1% |
385-4 |
Low |
382-0 |
380-6 |
-1-2 |
-0.3% |
376-6 |
Close |
385-6 |
384-2 |
-1-4 |
-0.4% |
384-2 |
Range |
3-2 |
4-2 |
1-0 |
30.8% |
8-6 |
ATR |
7-3 |
7-1 |
-0-1 |
-2.3% |
0-0 |
Volume |
33,285 |
28,535 |
-4,750 |
-14.3% |
177,898 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396-1 |
394-3 |
386-5 |
|
R3 |
391-7 |
390-1 |
385-3 |
|
R2 |
387-5 |
387-5 |
385-0 |
|
R1 |
385-7 |
385-7 |
384-5 |
386-6 |
PP |
383-3 |
383-3 |
383-3 |
383-6 |
S1 |
381-5 |
381-5 |
383-7 |
382-4 |
S2 |
379-1 |
379-1 |
383-4 |
|
S3 |
374-7 |
377-3 |
383-1 |
|
S4 |
370-5 |
373-1 |
381-7 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
408-3 |
405-1 |
389-0 |
|
R3 |
399-5 |
396-3 |
386-5 |
|
R2 |
390-7 |
390-7 |
385-7 |
|
R1 |
387-5 |
387-5 |
385-0 |
389-2 |
PP |
382-1 |
382-1 |
382-1 |
383-0 |
S1 |
378-7 |
378-7 |
383-4 |
380-4 |
S2 |
373-3 |
373-3 |
382-5 |
|
S3 |
364-5 |
370-1 |
381-7 |
|
S4 |
355-7 |
361-3 |
379-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
385-4 |
376-6 |
8-6 |
2.3% |
5-2 |
1.4% |
86% |
False |
False |
35,579 |
10 |
388-2 |
368-6 |
19-4 |
5.1% |
5-5 |
1.5% |
79% |
False |
False |
34,471 |
20 |
397-4 |
368-6 |
28-6 |
7.5% |
5-3 |
1.4% |
54% |
False |
False |
27,622 |
40 |
443-0 |
368-6 |
74-2 |
19.3% |
5-7 |
1.5% |
21% |
False |
False |
22,091 |
60 |
443-0 |
368-6 |
74-2 |
19.3% |
6-6 |
1.8% |
21% |
False |
False |
19,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
403-0 |
2.618 |
396-1 |
1.618 |
391-7 |
1.000 |
389-2 |
0.618 |
387-5 |
HIGH |
385-0 |
0.618 |
383-3 |
0.500 |
382-7 |
0.382 |
382-3 |
LOW |
380-6 |
0.618 |
378-1 |
1.000 |
376-4 |
1.618 |
373-7 |
2.618 |
369-5 |
4.250 |
362-6 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
383-6 |
383-4 |
PP |
383-3 |
382-5 |
S1 |
382-7 |
381-7 |
|