CME Pit-Traded Corn Future September 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 |
403-4 |
398-6 |
-4-6 |
-1.2% |
396-0 |
High |
403-6 |
400-2 |
-3-4 |
-0.9% |
397-0 |
Low |
402-4 |
398-6 |
-3-6 |
-0.9% |
387-2 |
Close |
403-4 |
400-2 |
-3-2 |
-0.8% |
390-6 |
Range |
1-2 |
1-4 |
0-2 |
20.0% |
9-6 |
ATR |
5-7 |
5-6 |
-0-1 |
-1.4% |
0-0 |
Volume |
5,526 |
3,052 |
-2,474 |
-44.8% |
14,540 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
404-2 |
403-6 |
401-1 |
|
R3 |
402-6 |
402-2 |
400-5 |
|
R2 |
401-2 |
401-2 |
400-4 |
|
R1 |
400-6 |
400-6 |
400-3 |
401-0 |
PP |
399-6 |
399-6 |
399-6 |
399-7 |
S1 |
399-2 |
399-2 |
400-1 |
399-4 |
S2 |
398-2 |
398-2 |
400-0 |
|
S3 |
396-6 |
397-6 |
399-7 |
|
S4 |
395-2 |
396-2 |
399-3 |
|
|
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 |
403-6 |
388-6 |
15-0 |
3.7% |
2-1 |
0.5% |
77% |
False |
False |
5,023 |
10 |
403-6 |
387-2 |
16-4 |
4.1% |
1-7 |
0.5% |
79% |
False |
False |
4,436 |
20 |
403-6 |
378-0 |
25-6 |
6.4% |
3-0 |
0.7% |
86% |
False |
False |
4,899 |
40 |
445-0 |
378-0 |
67-0 |
16.7% |
3-2 |
0.8% |
33% |
False |
False |
4,453 |
60 |
445-0 |
378-0 |
67-0 |
16.7% |
3-7 |
1.0% |
33% |
False |
False |
3,598 |
80 |
445-0 |
378-0 |
67-0 |
16.7% |
4-6 |
1.2% |
33% |
False |
False |
3,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
406-5 |
2.618 |
404-1 |
1.618 |
402-5 |
1.000 |
401-6 |
0.618 |
401-1 |
HIGH |
400-2 |
0.618 |
399-5 |
0.500 |
399-4 |
0.382 |
399-3 |
LOW |
398-6 |
0.618 |
397-7 |
1.000 |
397-2 |
1.618 |
396-3 |
2.618 |
394-7 |
4.250 |
392-3 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
400-0 |
400-1 |
PP |
399-6 |
400-1 |
S1 |
399-4 |
400-0 |
|