CME Pit-Traded Corn Future May 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 |
366-4 |
373-4 |
7-0 |
1.9% |
367-0 |
| High |
372-6 |
374-4 |
1-6 |
0.5% |
378-0 |
| Low |
366-2 |
368-0 |
1-6 |
0.5% |
359-0 |
| Close |
367-4 |
370-2 |
2-6 |
0.7% |
363-0 |
| Range |
6-4 |
6-4 |
0-0 |
0.0% |
19-0 |
| ATR |
8-1 |
8-0 |
-0-1 |
-1.0% |
0-0 |
| Volume |
86,495 |
70,790 |
-15,705 |
-18.2% |
233,326 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
390-3 |
386-7 |
373-7 |
|
| R3 |
383-7 |
380-3 |
372-0 |
|
| R2 |
377-3 |
377-3 |
371-4 |
|
| R1 |
373-7 |
373-7 |
370-7 |
372-3 |
| PP |
370-7 |
370-7 |
370-7 |
370-2 |
| S1 |
367-3 |
367-3 |
369-5 |
365-7 |
| S2 |
364-3 |
364-3 |
369-0 |
|
| S3 |
357-7 |
360-7 |
368-4 |
|
| S4 |
351-3 |
354-3 |
366-5 |
|
|
| 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 |
374-4 |
359-0 |
15-4 |
4.2% |
7-2 |
2.0% |
73% |
True |
False |
63,865 |
| 10 |
378-0 |
359-0 |
19-0 |
5.1% |
6-0 |
1.6% |
59% |
False |
False |
47,355 |
| 20 |
407-0 |
359-0 |
48-0 |
13.0% |
6-3 |
1.7% |
23% |
False |
False |
38,321 |
| 40 |
435-0 |
359-0 |
76-0 |
20.5% |
6-5 |
1.8% |
15% |
False |
False |
26,745 |
| 60 |
435-0 |
359-0 |
76-0 |
20.5% |
7-1 |
1.9% |
15% |
False |
False |
22,409 |
| 80 |
435-0 |
359-0 |
76-0 |
20.5% |
7-7 |
2.1% |
15% |
False |
False |
18,872 |
| 100 |
435-0 |
333-4 |
101-4 |
27.4% |
8-0 |
2.1% |
36% |
False |
False |
16,164 |
| 120 |
435-0 |
328-4 |
106-4 |
28.8% |
7-4 |
2.0% |
39% |
False |
False |
14,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
402-1 |
|
2.618 |
391-4 |
|
1.618 |
385-0 |
|
1.000 |
381-0 |
|
0.618 |
378-4 |
|
HIGH |
374-4 |
|
0.618 |
372-0 |
|
0.500 |
371-2 |
|
0.382 |
370-4 |
|
LOW |
368-0 |
|
0.618 |
364-0 |
|
1.000 |
361-4 |
|
1.618 |
357-4 |
|
2.618 |
351-0 |
|
4.250 |
340-3 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
371-2 |
369-1 |
| PP |
370-7 |
367-7 |
| S1 |
370-5 |
366-6 |
|