CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 01-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
362-0 |
356-4 |
-5-4 |
-1.5% |
367-0 |
High |
362-4 |
360-2 |
-2-2 |
-0.6% |
369-0 |
Low |
355-2 |
355-6 |
0-4 |
0.1% |
355-2 |
Close |
356-4 |
359-0 |
2-4 |
0.7% |
356-4 |
Range |
7-2 |
4-4 |
-2-6 |
-37.9% |
13-6 |
ATR |
8-6 |
8-3 |
-0-2 |
-3.5% |
0-0 |
Volume |
104,224 |
131,890 |
27,666 |
26.5% |
496,921 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
371-7 |
369-7 |
361-4 |
|
R3 |
367-3 |
365-3 |
360-2 |
|
R2 |
362-7 |
362-7 |
359-7 |
|
R1 |
360-7 |
360-7 |
359-3 |
361-7 |
PP |
358-3 |
358-3 |
358-3 |
358-6 |
S1 |
356-3 |
356-3 |
358-5 |
357-3 |
S2 |
353-7 |
353-7 |
358-1 |
|
S3 |
349-3 |
351-7 |
357-6 |
|
S4 |
344-7 |
347-3 |
356-4 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
401-4 |
392-6 |
364-0 |
|
R3 |
387-6 |
379-0 |
360-2 |
|
R2 |
374-0 |
374-0 |
359-0 |
|
R1 |
365-2 |
365-2 |
357-6 |
362-6 |
PP |
360-2 |
360-2 |
360-2 |
359-0 |
S1 |
351-4 |
351-4 |
355-2 |
349-0 |
S2 |
346-4 |
346-4 |
354-0 |
|
S3 |
332-6 |
337-6 |
352-6 |
|
S4 |
319-0 |
324-0 |
349-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
368-4 |
355-2 |
13-2 |
3.7% |
5-6 |
1.6% |
28% |
False |
False |
102,513 |
10 |
374-0 |
355-2 |
18-6 |
5.2% |
6-0 |
1.7% |
20% |
False |
False |
115,316 |
20 |
426-0 |
355-2 |
70-6 |
19.7% |
7-0 |
2.0% |
5% |
False |
False |
124,095 |
40 |
426-0 |
355-2 |
70-6 |
19.7% |
7-5 |
2.1% |
5% |
False |
False |
110,012 |
60 |
426-0 |
355-2 |
70-6 |
19.7% |
9-0 |
2.5% |
5% |
False |
False |
101,064 |
80 |
426-0 |
355-2 |
70-6 |
19.7% |
9-4 |
2.6% |
5% |
False |
False |
84,364 |
100 |
426-0 |
319-4 |
106-4 |
29.7% |
9-5 |
2.7% |
37% |
False |
False |
71,247 |
120 |
426-0 |
319-4 |
106-4 |
29.7% |
9-2 |
2.6% |
37% |
False |
False |
62,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
379-3 |
2.618 |
372-0 |
1.618 |
367-4 |
1.000 |
364-6 |
0.618 |
363-0 |
HIGH |
360-2 |
0.618 |
358-4 |
0.500 |
358-0 |
0.382 |
357-4 |
LOW |
355-6 |
0.618 |
353-0 |
1.000 |
351-2 |
1.618 |
348-4 |
2.618 |
344-0 |
4.250 |
336-5 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
358-5 |
359-0 |
PP |
358-3 |
359-0 |
S1 |
358-0 |
359-0 |
|