CME Pit-Traded Corn Future July 2010

Trading Metrics calculated at close of trading on 03-Feb-2010

Day Change Summary
	Previous	Current
	02-Feb-2010	03-Feb-2010	Change	Change %	Previous Week
Open	383-4	384-0	0-4	0.1%	387-0
High	388-2	384-2	-4-0	-1.0%	389-0
Low	383-4	374-2	-9-2	-2.4%	376-0
Close	386-2	374-6	-11-4	-3.0%	377-4
Range	4-6	10-0	5-2	110.5%	13-0
ATR	7-5	7-7	0-3	4.1%	0-0
Volume	23,279	35,864	12,585	54.1%	94,281

Daily Pivots for day following 03-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	407-6	401-2	380-2
R3	397-6	391-2	377-4
R2	387-6	387-6	376-5
R1	381-2	381-2	375-5	379-4
PP	377-6	377-6	377-6	376-7
S1	371-2	371-2	373-7	369-4
S2	367-6	367-6	372-7
S3	357-6	361-2	372-0
S4	347-6	351-2	369-2

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	374-2	14-0	3.7%	6-1	1.6%	4%	False	True	24,164
10	392-0	374-2	17-6	4.7%	5-2	1.4%	3%	False	True	21,186
20	442-4	374-2	68-2	18.2%	6-0	1.6%	1%	False	True	24,076
40	443-0	374-2	68-6	18.3%	6-2	1.7%	1%	False	True	17,623
60	443-0	374-2	68-6	18.3%	7-1	1.9%	1%	False	True	16,547

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-7
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	426-6
2.618	410-3
1.618	400-3
1.000	394-2
0.618	390-3
HIGH	384-2
0.618	380-3
0.500	379-2
0.382	378-1
LOW	374-2
0.618	368-1
1.000	364-2
1.618	358-1
2.618	348-1
4.250	331-6

Fisher Pivots for day following 03-Feb-2010
Pivot	1 day	3 day
R1	379-2	381-2
PP	377-6	379-1
S1	376-2	376-7

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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