CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
387-0 |
383-2 |
-3-6 |
-1.0% |
377-4 |
High |
387-4 |
383-4 |
-4-0 |
-1.0% |
385-4 |
Low |
382-2 |
378-0 |
-4-2 |
-1.1% |
376-6 |
Close |
382-4 |
379-6 |
-2-6 |
-0.7% |
384-2 |
Range |
5-2 |
5-4 |
0-2 |
4.8% |
8-6 |
ATR |
7-1 |
7-0 |
-0-1 |
-1.6% |
0-0 |
Volume |
23,413 |
22,489 |
-924 |
-3.9% |
177,898 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396-7 |
393-7 |
382-6 |
|
R3 |
391-3 |
388-3 |
381-2 |
|
R2 |
385-7 |
385-7 |
380-6 |
|
R1 |
382-7 |
382-7 |
380-2 |
381-5 |
PP |
380-3 |
380-3 |
380-3 |
379-6 |
S1 |
377-3 |
377-3 |
379-2 |
376-1 |
S2 |
374-7 |
374-7 |
378-6 |
|
S3 |
369-3 |
371-7 |
378-2 |
|
S4 |
363-7 |
366-3 |
376-6 |
|
|
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 |
390-4 |
378-0 |
12-4 |
3.3% |
4-0 |
1.1% |
14% |
False |
True |
26,747 |
10 |
390-4 |
368-6 |
21-6 |
5.7% |
5-0 |
1.3% |
51% |
False |
False |
33,495 |
20 |
392-0 |
368-6 |
23-2 |
6.1% |
5-1 |
1.4% |
47% |
False |
False |
27,341 |
40 |
443-0 |
368-6 |
74-2 |
19.6% |
5-4 |
1.5% |
15% |
False |
False |
23,055 |
60 |
443-0 |
368-6 |
74-2 |
19.6% |
6-5 |
1.7% |
15% |
False |
False |
19,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
406-7 |
2.618 |
397-7 |
1.618 |
392-3 |
1.000 |
389-0 |
0.618 |
386-7 |
HIGH |
383-4 |
0.618 |
381-3 |
0.500 |
380-6 |
0.382 |
380-1 |
LOW |
378-0 |
0.618 |
374-5 |
1.000 |
372-4 |
1.618 |
369-1 |
2.618 |
363-5 |
4.250 |
354-5 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
380-6 |
384-2 |
PP |
380-3 |
382-6 |
S1 |
380-1 |
381-2 |
|