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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-2
Narrowest range in 3 trading days
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

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

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