CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 10-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
384-0 |
378-6 |
-5-2 |
-1.4% |
376-4 |
High |
385-4 |
385-0 |
-0-4 |
-0.1% |
388-2 |
Low |
378-4 |
378-4 |
0-0 |
0.0% |
368-6 |
Close |
380-6 |
383-6 |
3-0 |
0.8% |
373-0 |
Range |
7-0 |
6-4 |
-0-4 |
-7.1% |
19-4 |
ATR |
7-6 |
7-5 |
-0-1 |
-1.1% |
0-0 |
Volume |
31,461 |
47,017 |
15,556 |
49.4% |
166,816 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
401-7 |
399-3 |
387-3 |
|
R3 |
395-3 |
392-7 |
385-4 |
|
R2 |
388-7 |
388-7 |
385-0 |
|
R1 |
386-3 |
386-3 |
384-3 |
387-5 |
PP |
382-3 |
382-3 |
382-3 |
383-0 |
S1 |
379-7 |
379-7 |
383-1 |
381-1 |
S2 |
375-7 |
375-7 |
382-4 |
|
S3 |
369-3 |
373-3 |
382-0 |
|
S4 |
362-7 |
366-7 |
380-1 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
435-1 |
423-5 |
383-6 |
|
R3 |
415-5 |
404-1 |
378-3 |
|
R2 |
396-1 |
396-1 |
376-5 |
|
R1 |
384-5 |
384-5 |
374-6 |
380-5 |
PP |
376-5 |
376-5 |
376-5 |
374-6 |
S1 |
365-1 |
365-1 |
371-2 |
361-1 |
S2 |
357-1 |
357-1 |
369-3 |
|
S3 |
337-5 |
345-5 |
367-5 |
|
S4 |
318-1 |
326-1 |
362-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
385-4 |
368-6 |
16-6 |
4.4% |
6-0 |
1.6% |
90% |
False |
False |
40,244 |
10 |
388-2 |
368-6 |
19-4 |
5.1% |
6-0 |
1.6% |
77% |
False |
False |
32,204 |
20 |
404-4 |
368-6 |
35-6 |
9.3% |
6-0 |
1.6% |
42% |
False |
False |
29,123 |
40 |
443-0 |
368-6 |
74-2 |
19.3% |
6-0 |
1.6% |
20% |
False |
False |
21,207 |
60 |
443-0 |
368-6 |
74-2 |
19.3% |
6-6 |
1.8% |
20% |
False |
False |
18,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
412-5 |
2.618 |
402-0 |
1.618 |
395-4 |
1.000 |
391-4 |
0.618 |
389-0 |
HIGH |
385-0 |
0.618 |
382-4 |
0.500 |
381-6 |
0.382 |
381-0 |
LOW |
378-4 |
0.618 |
374-4 |
1.000 |
372-0 |
1.618 |
368-0 |
2.618 |
361-4 |
4.250 |
350-7 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
383-1 |
382-7 |
PP |
382-3 |
382-0 |
S1 |
381-6 |
381-1 |
|