CME Pit-Traded Corn Future May 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 |
361-6 |
365-0 |
3-2 |
0.9% |
367-0 |
High |
366-2 |
366-4 |
0-2 |
0.1% |
378-0 |
Low |
360-6 |
359-0 |
-1-6 |
-0.5% |
359-0 |
Close |
365-2 |
363-0 |
-2-2 |
-0.6% |
363-0 |
Range |
5-4 |
7-4 |
2-0 |
36.4% |
19-0 |
ATR |
8-0 |
8-0 |
0-0 |
-0.5% |
0-0 |
Volume |
47,567 |
49,865 |
2,298 |
4.8% |
233,326 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385-3 |
381-5 |
367-1 |
|
R3 |
377-7 |
374-1 |
365-0 |
|
R2 |
370-3 |
370-3 |
364-3 |
|
R1 |
366-5 |
366-5 |
363-6 |
364-6 |
PP |
362-7 |
362-7 |
362-7 |
361-7 |
S1 |
359-1 |
359-1 |
362-2 |
357-2 |
S2 |
355-3 |
355-3 |
361-5 |
|
S3 |
347-7 |
351-5 |
361-0 |
|
S4 |
340-3 |
344-1 |
358-7 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
423-5 |
412-3 |
373-4 |
|
R3 |
404-5 |
393-3 |
368-2 |
|
R2 |
385-5 |
385-5 |
366-4 |
|
R1 |
374-3 |
374-3 |
364-6 |
370-4 |
PP |
366-5 |
366-5 |
366-5 |
364-6 |
S1 |
355-3 |
355-3 |
361-2 |
351-4 |
S2 |
347-5 |
347-5 |
359-4 |
|
S3 |
328-5 |
336-3 |
357-6 |
|
S4 |
309-5 |
317-3 |
352-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
378-0 |
359-0 |
19-0 |
5.2% |
6-4 |
1.8% |
21% |
False |
True |
46,665 |
10 |
379-6 |
359-0 |
20-6 |
5.7% |
5-6 |
1.6% |
19% |
False |
True |
36,966 |
20 |
433-6 |
359-0 |
74-6 |
20.6% |
6-3 |
1.8% |
5% |
False |
True |
33,174 |
40 |
435-0 |
359-0 |
76-0 |
20.9% |
6-6 |
1.9% |
5% |
False |
True |
23,624 |
60 |
435-0 |
359-0 |
76-0 |
20.9% |
7-3 |
2.0% |
5% |
False |
True |
20,411 |
80 |
435-0 |
359-0 |
76-0 |
20.9% |
8-0 |
2.2% |
5% |
False |
True |
17,137 |
100 |
435-0 |
333-4 |
101-4 |
28.0% |
8-0 |
2.2% |
29% |
False |
False |
14,698 |
120 |
435-0 |
328-4 |
106-4 |
29.3% |
7-4 |
2.1% |
32% |
False |
False |
12,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
398-3 |
2.618 |
386-1 |
1.618 |
378-5 |
1.000 |
374-0 |
0.618 |
371-1 |
HIGH |
366-4 |
0.618 |
363-5 |
0.500 |
362-6 |
0.382 |
361-7 |
LOW |
359-0 |
0.618 |
354-3 |
1.000 |
351-4 |
1.618 |
346-7 |
2.618 |
339-3 |
4.250 |
327-1 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
362-7 |
366-6 |
PP |
362-7 |
365-4 |
S1 |
362-6 |
364-2 |
|