CME Pit-Traded Corn Future July 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 |
382-0 |
376-4 |
-5-4 |
-1.4% |
387-0 |
High |
382-6 |
381-0 |
-1-6 |
-0.5% |
389-0 |
Low |
376-0 |
376-4 |
0-4 |
0.1% |
376-0 |
Close |
377-4 |
380-2 |
2-6 |
0.7% |
377-4 |
Range |
6-6 |
4-4 |
-2-2 |
-33.3% |
13-0 |
ATR |
7-7 |
7-5 |
-0-2 |
-3.0% |
0-0 |
Volume |
15,650 |
22,528 |
6,878 |
43.9% |
94,281 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
392-6 |
391-0 |
382-6 |
|
R3 |
388-2 |
386-4 |
381-4 |
|
R2 |
383-6 |
383-6 |
381-1 |
|
R1 |
382-0 |
382-0 |
380-5 |
382-7 |
PP |
379-2 |
379-2 |
379-2 |
379-6 |
S1 |
377-4 |
377-4 |
379-7 |
378-3 |
S2 |
374-6 |
374-6 |
379-3 |
|
S3 |
370-2 |
373-0 |
379-0 |
|
S4 |
365-6 |
368-4 |
377-6 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
419-7 |
411-5 |
384-5 |
|
R3 |
406-7 |
398-5 |
381-1 |
|
R2 |
393-7 |
393-7 |
379-7 |
|
R1 |
385-5 |
385-5 |
378-6 |
383-2 |
PP |
380-7 |
380-7 |
380-7 |
379-5 |
S1 |
372-5 |
372-5 |
376-2 |
370-2 |
S2 |
367-7 |
367-7 |
375-1 |
|
S3 |
354-7 |
359-5 |
373-7 |
|
S4 |
341-7 |
346-5 |
370-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
387-0 |
376-0 |
11-0 |
2.9% |
4-6 |
1.2% |
39% |
False |
False |
18,739 |
10 |
393-4 |
376-0 |
17-4 |
4.6% |
4-7 |
1.3% |
24% |
False |
False |
20,454 |
20 |
443-0 |
376-0 |
67-0 |
17.6% |
5-6 |
1.5% |
6% |
False |
False |
23,059 |
40 |
443-0 |
376-0 |
67-0 |
17.6% |
6-3 |
1.7% |
6% |
False |
False |
16,662 |
60 |
443-0 |
376-0 |
67-0 |
17.6% |
7-2 |
1.9% |
6% |
False |
False |
15,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
400-1 |
2.618 |
392-6 |
1.618 |
388-2 |
1.000 |
385-4 |
0.618 |
383-6 |
HIGH |
381-0 |
0.618 |
379-2 |
0.500 |
378-6 |
0.382 |
378-2 |
LOW |
376-4 |
0.618 |
373-6 |
1.000 |
372-0 |
1.618 |
369-2 |
2.618 |
364-6 |
4.250 |
357-3 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
379-6 |
380-0 |
PP |
379-2 |
379-5 |
S1 |
378-6 |
379-3 |
|