CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 24-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
390-0 |
392-4 |
2-4 |
0.6% |
388-4 |
High |
394-4 |
397-0 |
2-4 |
0.6% |
390-4 |
Low |
389-0 |
391-6 |
2-6 |
0.7% |
378-0 |
Close |
389-2 |
396-6 |
7-4 |
1.9% |
382-6 |
Range |
5-4 |
5-2 |
-0-2 |
-4.5% |
12-4 |
ATR |
7-2 |
7-2 |
0-0 |
0.5% |
0-0 |
Volume |
47,342 |
23,126 |
-24,216 |
-51.2% |
101,596 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
410-7 |
409-1 |
399-5 |
|
R3 |
405-5 |
403-7 |
398-2 |
|
R2 |
400-3 |
400-3 |
397-6 |
|
R1 |
398-5 |
398-5 |
397-2 |
399-4 |
PP |
395-1 |
395-1 |
395-1 |
395-5 |
S1 |
393-3 |
393-3 |
396-2 |
394-2 |
S2 |
389-7 |
389-7 |
395-6 |
|
S3 |
384-5 |
388-1 |
395-2 |
|
S4 |
379-3 |
382-7 |
393-7 |
|
|
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 |
398-0 |
378-0 |
20-0 |
5.0% |
6-6 |
1.7% |
94% |
False |
False |
30,978 |
10 |
398-0 |
378-0 |
20-0 |
5.0% |
5-4 |
1.4% |
94% |
False |
False |
31,315 |
20 |
398-0 |
368-6 |
29-2 |
7.4% |
5-5 |
1.4% |
96% |
False |
False |
30,257 |
40 |
443-0 |
368-6 |
74-2 |
18.7% |
5-6 |
1.4% |
38% |
False |
False |
25,608 |
60 |
443-0 |
368-6 |
74-2 |
18.7% |
6-4 |
1.6% |
38% |
False |
False |
20,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
419-2 |
2.618 |
410-6 |
1.618 |
405-4 |
1.000 |
402-2 |
0.618 |
400-2 |
HIGH |
397-0 |
0.618 |
395-0 |
0.500 |
394-3 |
0.382 |
393-6 |
LOW |
391-6 |
0.618 |
388-4 |
1.000 |
386-4 |
1.618 |
383-2 |
2.618 |
378-0 |
4.250 |
369-4 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
396-0 |
394-7 |
PP |
395-1 |
393-0 |
S1 |
394-3 |
391-1 |
|