CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 22-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
388-6 |
400-0 |
11-2 |
2.9% |
396-0 |
High |
390-0 |
403-0 |
13-0 |
3.3% |
397-0 |
Low |
388-6 |
400-0 |
11-2 |
2.9% |
387-2 |
Close |
390-6 |
401-2 |
10-4 |
2.7% |
390-6 |
Range |
1-2 |
3-0 |
1-6 |
140.0% |
9-6 |
ATR |
5-3 |
5-7 |
0-4 |
9.3% |
0-0 |
Volume |
5,038 |
3,822 |
-1,216 |
-24.1% |
14,540 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
410-3 |
408-7 |
402-7 |
|
R3 |
407-3 |
405-7 |
402-1 |
|
R2 |
404-3 |
404-3 |
401-6 |
|
R1 |
402-7 |
402-7 |
401-4 |
403-5 |
PP |
401-3 |
401-3 |
401-3 |
401-6 |
S1 |
399-7 |
399-7 |
401-0 |
400-5 |
S2 |
398-3 |
398-3 |
400-6 |
|
S3 |
395-3 |
396-7 |
400-3 |
|
S4 |
392-3 |
393-7 |
399-5 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
420-7 |
415-5 |
396-1 |
|
R3 |
411-1 |
405-7 |
393-3 |
|
R2 |
401-3 |
401-3 |
392-4 |
|
R1 |
396-1 |
396-1 |
391-5 |
393-7 |
PP |
391-5 |
391-5 |
391-5 |
390-4 |
S1 |
386-3 |
386-3 |
389-7 |
384-1 |
S2 |
381-7 |
381-7 |
389-0 |
|
S3 |
372-1 |
376-5 |
388-1 |
|
S4 |
362-3 |
366-7 |
385-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
403-0 |
387-2 |
15-6 |
3.9% |
2-4 |
0.6% |
89% |
True |
False |
3,672 |
10 |
403-0 |
383-6 |
19-2 |
4.8% |
3-0 |
0.7% |
91% |
True |
False |
4,871 |
20 |
403-0 |
378-0 |
25-0 |
6.2% |
3-1 |
0.8% |
93% |
True |
False |
4,612 |
40 |
445-0 |
378-0 |
67-0 |
16.7% |
3-3 |
0.8% |
35% |
False |
False |
4,095 |
60 |
445-0 |
378-0 |
67-0 |
16.7% |
4-2 |
1.1% |
35% |
False |
False |
3,441 |
80 |
445-0 |
378-0 |
67-0 |
16.7% |
4-5 |
1.2% |
35% |
False |
False |
3,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
415-6 |
2.618 |
410-7 |
1.618 |
407-7 |
1.000 |
406-0 |
0.618 |
404-7 |
HIGH |
403-0 |
0.618 |
401-7 |
0.500 |
401-4 |
0.382 |
401-1 |
LOW |
400-0 |
0.618 |
398-1 |
1.000 |
397-0 |
1.618 |
395-1 |
2.618 |
392-1 |
4.250 |
387-2 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
401-4 |
399-2 |
PP |
401-3 |
397-1 |
S1 |
401-3 |
395-1 |
|