CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 09-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
356-0 |
362-0 |
6-0 |
1.7% |
356-4 |
| High |
362-0 |
363-0 |
1-0 |
0.3% |
367-2 |
| Low |
354-6 |
356-0 |
1-2 |
0.4% |
347-6 |
| Close |
356-0 |
358-4 |
2-4 |
0.7% |
351-4 |
| Range |
7-2 |
7-0 |
-0-2 |
-3.4% |
19-4 |
| ATR |
8-5 |
8-4 |
-0-1 |
-1.3% |
0-0 |
| Volume |
164,659 |
148,576 |
-16,083 |
-9.8% |
726,691 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
380-1 |
376-3 |
362-3 |
|
| R3 |
373-1 |
369-3 |
360-3 |
|
| R2 |
366-1 |
366-1 |
359-6 |
|
| R1 |
362-3 |
362-3 |
359-1 |
360-6 |
| PP |
359-1 |
359-1 |
359-1 |
358-3 |
| S1 |
355-3 |
355-3 |
357-7 |
353-6 |
| S2 |
352-1 |
352-1 |
357-2 |
|
| S3 |
345-1 |
348-3 |
356-5 |
|
| S4 |
338-1 |
341-3 |
354-5 |
|
|
| 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 |
363-4 |
347-6 |
15-6 |
4.4% |
7-7 |
2.2% |
68% |
False |
False |
159,080 |
| 10 |
367-2 |
347-6 |
19-4 |
5.4% |
6-4 |
1.8% |
55% |
False |
False |
133,717 |
| 20 |
400-0 |
347-6 |
52-2 |
14.6% |
7-1 |
2.0% |
21% |
False |
False |
137,145 |
| 40 |
426-0 |
347-6 |
78-2 |
21.8% |
7-5 |
2.1% |
14% |
False |
False |
114,747 |
| 60 |
426-0 |
347-6 |
78-2 |
21.8% |
8-2 |
2.3% |
14% |
False |
False |
110,566 |
| 80 |
426-0 |
347-6 |
78-2 |
21.8% |
9-2 |
2.6% |
14% |
False |
False |
93,196 |
| 100 |
426-0 |
324-2 |
101-6 |
28.4% |
9-4 |
2.7% |
34% |
False |
False |
79,509 |
| 120 |
426-0 |
319-4 |
106-4 |
29.7% |
9-2 |
2.6% |
37% |
False |
False |
68,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
392-6 |
|
2.618 |
381-3 |
|
1.618 |
374-3 |
|
1.000 |
370-0 |
|
0.618 |
367-3 |
|
HIGH |
363-0 |
|
0.618 |
360-3 |
|
0.500 |
359-4 |
|
0.382 |
358-5 |
|
LOW |
356-0 |
|
0.618 |
351-5 |
|
1.000 |
349-0 |
|
1.618 |
344-5 |
|
2.618 |
337-5 |
|
4.250 |
326-2 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
359-4 |
357-4 |
| PP |
359-1 |
356-3 |
| S1 |
358-7 |
355-3 |
|