CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 362-4 362-4 0-0 0.0% 367-0
High 367-2 363-4 -3-6 -1.0% 369-0
Low 361-6 352-4 -9-2 -2.6% 355-2
Close 365-0 353-0 -12-0 -3.3% 356-4
Range 5-4 11-0 5-4 100.0% 13-6
ATR 8-3 8-6 0-2 3.5% 0-0
Volume 112,634 146,992 34,358 30.5% 496,921
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 389-3 382-1 359-0
R3 378-3 371-1 356-0
R2 367-3 367-3 355-0
R1 360-1 360-1 354-0 358-2
PP 356-3 356-3 356-3 355-3
S1 349-1 349-1 352-0 347-2
S2 345-3 345-3 351-0
S3 334-3 338-1 350-0
S4 323-3 327-1 347-0
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
5 367-2 352-4 14-6 4.2% 6-5 1.9% 3% False True 116,430
10 372-0 352-4 19-4 5.5% 6-3 1.8% 3% False True 112,310
20 423-6 352-4 71-2 20.2% 7-0 2.0% 1% False True 127,216
40 426-0 352-4 73-4 20.8% 7-6 2.2% 1% False True 110,551
60 426-0 352-4 73-4 20.8% 8-5 2.5% 1% False True 103,603
80 426-0 352-4 73-4 20.8% 9-3 2.7% 1% False True 86,512
100 426-0 322-6 103-2 29.2% 9-6 2.7% 29% False False 73,494
120 426-0 319-4 106-4 30.2% 9-3 2.6% 31% False False 63,874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 410-2
2.618 392-2
1.618 381-2
1.000 374-4
0.618 370-2
HIGH 363-4
0.618 359-2
0.500 358-0
0.382 356-6
LOW 352-4
0.618 345-6
1.000 341-4
1.618 334-6
2.618 323-6
4.250 305-6
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 358-0 359-7
PP 356-3 357-5
S1 354-5 355-2

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols