CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 19-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
383-2 |
379-0 |
-4-2 |
-1.1% |
388-4 |
High |
383-4 |
382-4 |
-1-0 |
-0.3% |
390-4 |
Low |
378-0 |
379-0 |
1-0 |
0.3% |
378-0 |
Close |
379-6 |
382-6 |
3-0 |
0.8% |
382-6 |
Range |
5-4 |
3-4 |
-2-0 |
-36.4% |
12-4 |
ATR |
7-0 |
6-6 |
-0-2 |
-3.6% |
0-0 |
Volume |
22,489 |
29,681 |
7,192 |
32.0% |
101,596 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
391-7 |
390-7 |
384-5 |
|
R3 |
388-3 |
387-3 |
383-6 |
|
R2 |
384-7 |
384-7 |
383-3 |
|
R1 |
383-7 |
383-7 |
383-1 |
384-3 |
PP |
381-3 |
381-3 |
381-3 |
381-6 |
S1 |
380-3 |
380-3 |
382-3 |
380-7 |
S2 |
377-7 |
377-7 |
382-1 |
|
S3 |
374-3 |
376-7 |
381-6 |
|
S4 |
370-7 |
373-3 |
380-7 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
421-2 |
414-4 |
389-5 |
|
R3 |
408-6 |
402-0 |
386-2 |
|
R2 |
396-2 |
396-2 |
385-0 |
|
R1 |
389-4 |
389-4 |
383-7 |
386-5 |
PP |
383-6 |
383-6 |
383-6 |
382-2 |
S1 |
377-0 |
377-0 |
381-5 |
374-1 |
S2 |
371-2 |
371-2 |
380-4 |
|
S3 |
358-6 |
364-4 |
379-2 |
|
S4 |
346-2 |
352-0 |
375-7 |
|
|
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% |
4-1 |
1.1% |
38% |
False |
False |
26,026 |
10 |
390-4 |
368-6 |
21-6 |
5.7% |
4-7 |
1.3% |
64% |
False |
False |
32,258 |
20 |
390-4 |
368-6 |
21-6 |
5.7% |
5-0 |
1.3% |
64% |
False |
False |
27,918 |
40 |
443-0 |
368-6 |
74-2 |
19.4% |
5-4 |
1.4% |
19% |
False |
False |
23,553 |
60 |
443-0 |
368-6 |
74-2 |
19.4% |
6-5 |
1.7% |
19% |
False |
False |
19,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
397-3 |
2.618 |
391-5 |
1.618 |
388-1 |
1.000 |
386-0 |
0.618 |
384-5 |
HIGH |
382-4 |
0.618 |
381-1 |
0.500 |
380-6 |
0.382 |
380-3 |
LOW |
379-0 |
0.618 |
376-7 |
1.000 |
375-4 |
1.618 |
373-3 |
2.618 |
369-7 |
4.250 |
364-1 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
382-1 |
382-6 |
PP |
381-3 |
382-6 |
S1 |
380-6 |
382-6 |
|