CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 02-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
376-4 |
383-4 |
7-0 |
1.9% |
387-0 |
High |
381-0 |
388-2 |
7-2 |
1.9% |
389-0 |
Low |
376-4 |
383-4 |
7-0 |
1.9% |
376-0 |
Close |
380-2 |
386-2 |
6-0 |
1.6% |
377-4 |
Range |
4-4 |
4-6 |
0-2 |
5.6% |
13-0 |
ATR |
7-5 |
7-5 |
0-0 |
0.4% |
0-0 |
Volume |
22,528 |
23,279 |
751 |
3.3% |
94,281 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
400-2 |
398-0 |
388-7 |
|
R3 |
395-4 |
393-2 |
387-4 |
|
R2 |
390-6 |
390-6 |
387-1 |
|
R1 |
388-4 |
388-4 |
386-5 |
389-5 |
PP |
386-0 |
386-0 |
386-0 |
386-4 |
S1 |
383-6 |
383-6 |
385-7 |
384-7 |
S2 |
381-2 |
381-2 |
385-3 |
|
S3 |
376-4 |
379-0 |
385-0 |
|
S4 |
371-6 |
374-2 |
383-5 |
|
|
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 |
388-2 |
376-0 |
12-2 |
3.2% |
4-5 |
1.2% |
84% |
True |
False |
20,384 |
10 |
392-0 |
376-0 |
16-0 |
4.1% |
4-6 |
1.2% |
64% |
False |
False |
19,546 |
20 |
442-4 |
376-0 |
66-4 |
17.2% |
5-5 |
1.4% |
15% |
False |
False |
23,496 |
40 |
443-0 |
376-0 |
67-0 |
17.3% |
6-3 |
1.6% |
15% |
False |
False |
17,031 |
60 |
443-0 |
376-0 |
67-0 |
17.3% |
7-1 |
1.8% |
15% |
False |
False |
16,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
408-4 |
2.618 |
400-5 |
1.618 |
395-7 |
1.000 |
393-0 |
0.618 |
391-1 |
HIGH |
388-2 |
0.618 |
386-3 |
0.500 |
385-7 |
0.382 |
385-3 |
LOW |
383-4 |
0.618 |
380-5 |
1.000 |
378-6 |
1.618 |
375-7 |
2.618 |
371-1 |
4.250 |
363-2 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
386-1 |
384-7 |
PP |
386-0 |
383-4 |
S1 |
385-7 |
382-1 |
|