CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 05-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
351-4 |
354-0 |
2-4 |
0.7% |
356-4 |
High |
355-4 |
355-2 |
-0-2 |
-0.1% |
367-2 |
Low |
349-0 |
347-6 |
-1-2 |
-0.4% |
347-6 |
Close |
354-0 |
351-4 |
-2-4 |
-0.7% |
351-4 |
Range |
6-4 |
7-4 |
1-0 |
15.4% |
19-4 |
ATR |
8-4 |
8-4 |
-0-1 |
-0.9% |
0-0 |
Volume |
171,750 |
163,425 |
-8,325 |
-4.8% |
726,691 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
374-0 |
370-2 |
355-5 |
|
R3 |
366-4 |
362-6 |
353-4 |
|
R2 |
359-0 |
359-0 |
352-7 |
|
R1 |
355-2 |
355-2 |
352-2 |
353-3 |
PP |
351-4 |
351-4 |
351-4 |
350-4 |
S1 |
347-6 |
347-6 |
350-6 |
345-7 |
S2 |
344-0 |
344-0 |
350-1 |
|
S3 |
336-4 |
340-2 |
349-4 |
|
S4 |
329-0 |
332-6 |
347-3 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
414-0 |
402-2 |
362-2 |
|
R3 |
394-4 |
382-6 |
356-7 |
|
R2 |
375-0 |
375-0 |
355-1 |
|
R1 |
363-2 |
363-2 |
353-2 |
359-3 |
PP |
355-4 |
355-4 |
355-4 |
353-4 |
S1 |
343-6 |
343-6 |
349-6 |
339-7 |
S2 |
336-0 |
336-0 |
347-7 |
|
S3 |
316-4 |
324-2 |
346-1 |
|
S4 |
297-0 |
304-6 |
340-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
367-2 |
347-6 |
19-4 |
5.5% |
7-0 |
2.0% |
19% |
False |
True |
145,338 |
10 |
369-0 |
347-6 |
21-2 |
6.0% |
6-2 |
1.8% |
18% |
False |
True |
122,361 |
20 |
423-4 |
347-6 |
75-6 |
21.6% |
7-0 |
2.0% |
5% |
False |
True |
135,104 |
40 |
426-0 |
347-6 |
78-2 |
22.3% |
7-5 |
2.2% |
5% |
False |
True |
112,329 |
60 |
426-0 |
347-6 |
78-2 |
22.3% |
8-5 |
2.5% |
5% |
False |
True |
107,772 |
80 |
426-0 |
347-6 |
78-2 |
22.3% |
9-2 |
2.6% |
5% |
False |
True |
89,941 |
100 |
426-0 |
324-2 |
101-6 |
28.9% |
9-5 |
2.7% |
27% |
False |
False |
76,575 |
120 |
426-0 |
319-4 |
106-4 |
30.3% |
9-2 |
2.6% |
30% |
False |
False |
66,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
387-1 |
2.618 |
374-7 |
1.618 |
367-3 |
1.000 |
362-6 |
0.618 |
359-7 |
HIGH |
355-2 |
0.618 |
352-3 |
0.500 |
351-4 |
0.382 |
350-5 |
LOW |
347-6 |
0.618 |
343-1 |
1.000 |
340-2 |
1.618 |
335-5 |
2.618 |
328-1 |
4.250 |
315-7 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
351-4 |
355-5 |
PP |
351-4 |
354-2 |
S1 |
351-4 |
352-7 |
|