CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 23-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
386-0 |
390-0 |
4-0 |
1.0% |
388-4 |
High |
398-0 |
394-4 |
-3-4 |
-0.9% |
390-4 |
Low |
384-2 |
389-0 |
4-6 |
1.2% |
378-0 |
Close |
393-6 |
389-2 |
-4-4 |
-1.1% |
382-6 |
Range |
13-6 |
5-4 |
-8-2 |
-60.0% |
12-4 |
ATR |
7-3 |
7-2 |
-0-1 |
-1.8% |
0-0 |
Volume |
32,253 |
47,342 |
15,089 |
46.8% |
101,596 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
407-3 |
403-7 |
392-2 |
|
R3 |
401-7 |
398-3 |
390-6 |
|
R2 |
396-3 |
396-3 |
390-2 |
|
R1 |
392-7 |
392-7 |
389-6 |
391-7 |
PP |
390-7 |
390-7 |
390-7 |
390-4 |
S1 |
387-3 |
387-3 |
388-6 |
386-3 |
S2 |
385-3 |
385-3 |
388-2 |
|
S3 |
379-7 |
381-7 |
387-6 |
|
S4 |
374-3 |
376-3 |
386-2 |
|
|
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 |
398-0 |
378-0 |
20-0 |
5.1% |
6-6 |
1.7% |
56% |
False |
False |
31,035 |
10 |
398-0 |
378-0 |
20-0 |
5.1% |
5-5 |
1.5% |
56% |
False |
False |
32,148 |
20 |
398-0 |
368-6 |
29-2 |
7.5% |
5-4 |
1.4% |
70% |
False |
False |
29,853 |
40 |
443-0 |
368-6 |
74-2 |
19.1% |
5-5 |
1.4% |
28% |
False |
False |
25,169 |
60 |
443-0 |
368-6 |
74-2 |
19.1% |
6-4 |
1.7% |
28% |
False |
False |
20,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
417-7 |
2.618 |
408-7 |
1.618 |
403-3 |
1.000 |
400-0 |
0.618 |
397-7 |
HIGH |
394-4 |
0.618 |
392-3 |
0.500 |
391-6 |
0.382 |
391-1 |
LOW |
389-0 |
0.618 |
385-5 |
1.000 |
383-4 |
1.618 |
380-1 |
2.618 |
374-5 |
4.250 |
365-5 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
391-6 |
389-0 |
PP |
390-7 |
388-6 |
S1 |
390-1 |
388-4 |
|