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 |
|
|
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 |
|