CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 25-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
392-4 |
391-4 |
-1-0 |
-0.3% |
388-4 |
High |
397-0 |
394-0 |
-3-0 |
-0.8% |
390-4 |
Low |
391-6 |
391-4 |
-0-2 |
-0.1% |
378-0 |
Close |
396-6 |
393-4 |
-3-2 |
-0.8% |
382-6 |
Range |
5-2 |
2-4 |
-2-6 |
-52.4% |
12-4 |
ATR |
7-2 |
7-1 |
-0-1 |
-2.0% |
0-0 |
Volume |
23,126 |
20,504 |
-2,622 |
-11.3% |
101,596 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
400-4 |
399-4 |
394-7 |
|
R3 |
398-0 |
397-0 |
394-2 |
|
R2 |
395-4 |
395-4 |
394-0 |
|
R1 |
394-4 |
394-4 |
393-6 |
395-0 |
PP |
393-0 |
393-0 |
393-0 |
393-2 |
S1 |
392-0 |
392-0 |
393-2 |
392-4 |
S2 |
390-4 |
390-4 |
393-0 |
|
S3 |
388-0 |
389-4 |
392-6 |
|
S4 |
385-4 |
387-0 |
392-1 |
|
|
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 |
379-0 |
19-0 |
4.8% |
6-1 |
1.6% |
76% |
False |
False |
30,581 |
10 |
398-0 |
378-0 |
20-0 |
5.1% |
5-1 |
1.3% |
78% |
False |
False |
28,664 |
20 |
398-0 |
368-6 |
29-2 |
7.4% |
5-4 |
1.4% |
85% |
False |
False |
30,434 |
40 |
443-0 |
368-6 |
74-2 |
18.9% |
5-5 |
1.4% |
33% |
False |
False |
26,056 |
60 |
443-0 |
368-6 |
74-2 |
18.9% |
6-2 |
1.6% |
33% |
False |
False |
20,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
404-5 |
2.618 |
400-4 |
1.618 |
398-0 |
1.000 |
396-4 |
0.618 |
395-4 |
HIGH |
394-0 |
0.618 |
393-0 |
0.500 |
392-6 |
0.382 |
392-4 |
LOW |
391-4 |
0.618 |
390-0 |
1.000 |
389-0 |
1.618 |
387-4 |
2.618 |
385-0 |
4.250 |
380-7 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
393-2 |
393-3 |
PP |
393-0 |
393-1 |
S1 |
392-6 |
393-0 |
|