CME Pit-Traded Corn Future September 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 |
400-0 |
396-6 |
-3-2 |
-0.8% |
396-0 |
High |
403-0 |
399-6 |
-3-2 |
-0.8% |
397-0 |
Low |
400-0 |
396-2 |
-3-6 |
-0.9% |
387-2 |
Close |
401-2 |
396-4 |
-4-6 |
-1.2% |
390-6 |
Range |
3-0 |
3-4 |
0-4 |
16.7% |
9-6 |
ATR |
5-7 |
5-6 |
0-0 |
-1.0% |
0-0 |
Volume |
3,822 |
7,681 |
3,859 |
101.0% |
14,540 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
408-0 |
405-6 |
398-3 |
|
R3 |
404-4 |
402-2 |
397-4 |
|
R2 |
401-0 |
401-0 |
397-1 |
|
R1 |
398-6 |
398-6 |
396-7 |
398-1 |
PP |
397-4 |
397-4 |
397-4 |
397-2 |
S1 |
395-2 |
395-2 |
396-1 |
394-5 |
S2 |
394-0 |
394-0 |
395-7 |
|
S3 |
390-4 |
391-6 |
395-4 |
|
S4 |
387-0 |
388-2 |
394-5 |
|
|
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 |
4.0% |
3-0 |
0.8% |
59% |
False |
False |
4,469 |
10 |
403-0 |
385-0 |
18-0 |
4.5% |
2-7 |
0.7% |
64% |
False |
False |
5,280 |
20 |
403-0 |
378-0 |
25-0 |
6.3% |
3-3 |
0.8% |
74% |
False |
False |
4,737 |
40 |
445-0 |
378-0 |
67-0 |
16.9% |
3-3 |
0.8% |
28% |
False |
False |
4,268 |
60 |
445-0 |
378-0 |
67-0 |
16.9% |
4-2 |
1.1% |
28% |
False |
False |
3,513 |
80 |
445-0 |
378-0 |
67-0 |
16.9% |
4-5 |
1.2% |
28% |
False |
False |
3,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
414-5 |
2.618 |
408-7 |
1.618 |
405-3 |
1.000 |
403-2 |
0.618 |
401-7 |
HIGH |
399-6 |
0.618 |
398-3 |
0.500 |
398-0 |
0.382 |
397-5 |
LOW |
396-2 |
0.618 |
394-1 |
1.000 |
392-6 |
1.618 |
390-5 |
2.618 |
387-1 |
4.250 |
381-3 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
398-0 |
396-2 |
PP |
397-4 |
396-1 |
S1 |
397-0 |
395-7 |
|