CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 01-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
373-0 |
367-0 |
-6-0 |
-1.6% |
377-4 |
High |
373-4 |
371-4 |
-2-0 |
-0.5% |
379-6 |
Low |
366-4 |
367-0 |
0-4 |
0.1% |
366-4 |
Close |
367-6 |
370-2 |
2-4 |
0.7% |
367-6 |
Range |
7-0 |
4-4 |
-2-4 |
-35.7% |
13-2 |
ATR |
8-1 |
7-7 |
-0-2 |
-3.2% |
0-0 |
Volume |
34,364 |
36,041 |
1,677 |
4.9% |
136,341 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
383-1 |
381-1 |
372-6 |
|
R3 |
378-5 |
376-5 |
371-4 |
|
R2 |
374-1 |
374-1 |
371-1 |
|
R1 |
372-1 |
372-1 |
370-5 |
373-1 |
PP |
369-5 |
369-5 |
369-5 |
370-0 |
S1 |
367-5 |
367-5 |
369-7 |
368-5 |
S2 |
365-1 |
365-1 |
369-3 |
|
S3 |
360-5 |
363-1 |
369-0 |
|
S4 |
356-1 |
358-5 |
367-6 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
411-1 |
402-5 |
375-0 |
|
R3 |
397-7 |
389-3 |
371-3 |
|
R2 |
384-5 |
384-5 |
370-1 |
|
R1 |
376-1 |
376-1 |
369-0 |
373-6 |
PP |
371-3 |
371-3 |
371-3 |
370-1 |
S1 |
362-7 |
362-7 |
366-4 |
360-4 |
S2 |
358-1 |
358-1 |
365-3 |
|
S3 |
344-7 |
349-5 |
364-1 |
|
S4 |
331-5 |
336-3 |
360-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
378-4 |
366-4 |
12-0 |
3.2% |
5-2 |
1.4% |
31% |
False |
False |
28,346 |
10 |
385-0 |
366-4 |
18-4 |
5.0% |
5-3 |
1.4% |
20% |
False |
False |
27,247 |
20 |
435-0 |
366-4 |
68-4 |
18.5% |
6-3 |
1.7% |
5% |
False |
False |
26,262 |
40 |
435-0 |
366-4 |
68-4 |
18.5% |
6-6 |
1.8% |
5% |
False |
False |
20,484 |
60 |
435-0 |
366-4 |
68-4 |
18.5% |
7-5 |
2.1% |
5% |
False |
False |
17,818 |
80 |
435-0 |
366-4 |
68-4 |
18.5% |
8-0 |
2.2% |
5% |
False |
False |
15,052 |
100 |
435-0 |
328-4 |
106-4 |
28.8% |
8-0 |
2.2% |
39% |
False |
False |
12,894 |
120 |
435-0 |
328-4 |
106-4 |
28.8% |
7-2 |
2.0% |
39% |
False |
False |
11,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
390-5 |
2.618 |
383-2 |
1.618 |
378-6 |
1.000 |
376-0 |
0.618 |
374-2 |
HIGH |
371-4 |
0.618 |
369-6 |
0.500 |
369-2 |
0.382 |
368-6 |
LOW |
367-0 |
0.618 |
364-2 |
1.000 |
362-4 |
1.618 |
359-6 |
2.618 |
355-2 |
4.250 |
347-7 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
369-7 |
370-1 |
PP |
369-5 |
370-1 |
S1 |
369-2 |
370-0 |
|