CME Pit-Traded Corn Future May 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 |
373-4 |
374-0 |
0-4 |
0.1% |
377-4 |
| High |
378-0 |
374-4 |
-3-4 |
-0.9% |
379-6 |
| Low |
373-4 |
364-0 |
-9-4 |
-2.5% |
366-4 |
| Close |
376-2 |
364-4 |
-11-6 |
-3.1% |
367-6 |
| Range |
4-4 |
10-4 |
6-0 |
133.3% |
13-2 |
| ATR |
7-7 |
8-2 |
0-2 |
3.9% |
0-0 |
| Volume |
35,241 |
64,612 |
29,371 |
83.3% |
136,341 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
399-1 |
392-3 |
370-2 |
|
| R3 |
388-5 |
381-7 |
367-3 |
|
| R2 |
378-1 |
378-1 |
366-3 |
|
| R1 |
371-3 |
371-3 |
365-4 |
369-4 |
| PP |
367-5 |
367-5 |
367-5 |
366-6 |
| S1 |
360-7 |
360-7 |
363-4 |
359-0 |
| S2 |
357-1 |
357-1 |
362-5 |
|
| S3 |
346-5 |
350-3 |
361-5 |
|
| S4 |
336-1 |
339-7 |
358-6 |
|
|
| 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 |
378-0 |
364-0 |
14-0 |
3.8% |
6-2 |
1.7% |
4% |
False |
True |
39,005 |
| 10 |
382-6 |
364-0 |
18-6 |
5.1% |
5-6 |
1.6% |
3% |
False |
True |
32,594 |
| 20 |
434-0 |
364-0 |
70-0 |
19.2% |
6-3 |
1.8% |
1% |
False |
True |
29,702 |
| 40 |
435-0 |
364-0 |
71-0 |
19.5% |
6-5 |
1.8% |
1% |
False |
True |
22,322 |
| 60 |
435-0 |
364-0 |
71-0 |
19.5% |
7-4 |
2.1% |
1% |
False |
True |
19,185 |
| 80 |
435-0 |
364-0 |
71-0 |
19.5% |
8-0 |
2.2% |
1% |
False |
True |
16,084 |
| 100 |
435-0 |
333-0 |
102-0 |
28.0% |
8-0 |
2.2% |
31% |
False |
False |
13,807 |
| 120 |
435-0 |
328-4 |
106-4 |
29.2% |
7-3 |
2.0% |
34% |
False |
False |
11,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
419-1 |
|
2.618 |
402-0 |
|
1.618 |
391-4 |
|
1.000 |
385-0 |
|
0.618 |
381-0 |
|
HIGH |
374-4 |
|
0.618 |
370-4 |
|
0.500 |
369-2 |
|
0.382 |
368-0 |
|
LOW |
364-0 |
|
0.618 |
357-4 |
|
1.000 |
353-4 |
|
1.618 |
347-0 |
|
2.618 |
336-4 |
|
4.250 |
319-3 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
369-2 |
371-0 |
| PP |
367-5 |
368-7 |
| S1 |
366-1 |
366-5 |
|