CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
356-4 |
362-4 |
6-0 |
1.7% |
367-0 |
| High |
360-2 |
367-2 |
7-0 |
1.9% |
369-0 |
| Low |
355-6 |
361-6 |
6-0 |
1.7% |
355-2 |
| Close |
359-0 |
365-0 |
6-0 |
1.7% |
356-4 |
| Range |
4-4 |
5-4 |
1-0 |
22.2% |
13-6 |
| ATR |
8-3 |
8-3 |
0-0 |
-0.1% |
0-0 |
| Volume |
131,890 |
112,634 |
-19,256 |
-14.6% |
496,921 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
381-1 |
378-5 |
368-0 |
|
| R3 |
375-5 |
373-1 |
366-4 |
|
| R2 |
370-1 |
370-1 |
366-0 |
|
| R1 |
367-5 |
367-5 |
365-4 |
368-7 |
| PP |
364-5 |
364-5 |
364-5 |
365-2 |
| S1 |
362-1 |
362-1 |
364-4 |
363-3 |
| S2 |
359-1 |
359-1 |
364-0 |
|
| S3 |
353-5 |
356-5 |
363-4 |
|
| S4 |
348-1 |
351-1 |
362-0 |
|
|
| 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 |
367-2 |
355-2 |
12-0 |
3.3% |
5-1 |
1.4% |
81% |
True |
False |
108,354 |
| 10 |
372-0 |
355-2 |
16-6 |
4.6% |
6-0 |
1.6% |
58% |
False |
False |
110,152 |
| 20 |
423-6 |
355-2 |
68-4 |
18.8% |
6-6 |
1.8% |
14% |
False |
False |
126,894 |
| 40 |
426-0 |
355-2 |
70-6 |
19.4% |
7-5 |
2.1% |
14% |
False |
False |
109,593 |
| 60 |
426-0 |
355-2 |
70-6 |
19.4% |
8-6 |
2.4% |
14% |
False |
False |
101,888 |
| 80 |
426-0 |
355-2 |
70-6 |
19.4% |
9-3 |
2.6% |
14% |
False |
False |
85,345 |
| 100 |
426-0 |
319-6 |
106-2 |
29.1% |
9-5 |
2.6% |
43% |
False |
False |
72,167 |
| 120 |
426-0 |
319-4 |
106-4 |
29.2% |
9-2 |
2.5% |
43% |
False |
False |
62,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
390-5 |
|
2.618 |
381-5 |
|
1.618 |
376-1 |
|
1.000 |
372-6 |
|
0.618 |
370-5 |
|
HIGH |
367-2 |
|
0.618 |
365-1 |
|
0.500 |
364-4 |
|
0.382 |
363-7 |
|
LOW |
361-6 |
|
0.618 |
358-3 |
|
1.000 |
356-2 |
|
1.618 |
352-7 |
|
2.618 |
347-3 |
|
4.250 |
338-3 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
364-7 |
363-6 |
| PP |
364-5 |
362-4 |
| S1 |
364-4 |
361-2 |
|