CME Pit-Traded Corn Future March 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 362-0 356-4 -5-4 -1.5% 367-0
High 362-4 360-2 -2-2 -0.6% 369-0
Low 355-2 355-6 0-4 0.1% 355-2
Close 356-4 359-0 2-4 0.7% 356-4
Range 7-2 4-4 -2-6 -37.9% 13-6
ATR 8-6 8-3 -0-2 -3.5% 0-0
Volume 104,224 131,890 27,666 26.5% 496,921
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 371-7 369-7 361-4
R3 367-3 365-3 360-2
R2 362-7 362-7 359-7
R1 360-7 360-7 359-3 361-7
PP 358-3 358-3 358-3 358-6
S1 356-3 356-3 358-5 357-3
S2 353-7 353-7 358-1
S3 349-3 351-7 357-6
S4 344-7 347-3 356-4
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 401-4 392-6 364-0
R3 387-6 379-0 360-2
R2 374-0 374-0 359-0
R1 365-2 365-2 357-6 362-6
PP 360-2 360-2 360-2 359-0
S1 351-4 351-4 355-2 349-0
S2 346-4 346-4 354-0
S3 332-6 337-6 352-6
S4 319-0 324-0 349-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 368-4 355-2 13-2 3.7% 5-6 1.6% 28% False False 102,513
10 374-0 355-2 18-6 5.2% 6-0 1.7% 20% False False 115,316
20 426-0 355-2 70-6 19.7% 7-0 2.0% 5% False False 124,095
40 426-0 355-2 70-6 19.7% 7-5 2.1% 5% False False 110,012
60 426-0 355-2 70-6 19.7% 9-0 2.5% 5% False False 101,064
80 426-0 355-2 70-6 19.7% 9-4 2.6% 5% False False 84,364
100 426-0 319-4 106-4 29.7% 9-5 2.7% 37% False False 71,247
120 426-0 319-4 106-4 29.7% 9-2 2.6% 37% False False 62,042
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 379-3
2.618 372-0
1.618 367-4
1.000 364-6
0.618 363-0
HIGH 360-2
0.618 358-4
0.500 358-0
0.382 357-4
LOW 355-6
0.618 353-0
1.000 351-2
1.618 348-4
2.618 344-0
4.250 336-5
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 358-5 359-0
PP 358-3 359-0
S1 358-0 359-0

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

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