CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
362-4 |
351-4 |
-11-0 |
-3.0% |
367-0 |
| High |
363-4 |
355-4 |
-8-0 |
-2.2% |
369-0 |
| Low |
352-4 |
349-0 |
-3-4 |
-1.0% |
355-2 |
| Close |
353-0 |
354-0 |
1-0 |
0.3% |
356-4 |
| Range |
11-0 |
6-4 |
-4-4 |
-40.9% |
13-6 |
| ATR |
8-6 |
8-4 |
-0-1 |
-1.8% |
0-0 |
| Volume |
146,992 |
171,750 |
24,758 |
16.8% |
496,921 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
372-3 |
369-5 |
357-5 |
|
| R3 |
365-7 |
363-1 |
355-6 |
|
| R2 |
359-3 |
359-3 |
355-2 |
|
| R1 |
356-5 |
356-5 |
354-5 |
358-0 |
| PP |
352-7 |
352-7 |
352-7 |
353-4 |
| S1 |
350-1 |
350-1 |
353-3 |
351-4 |
| S2 |
346-3 |
346-3 |
352-6 |
|
| S3 |
339-7 |
343-5 |
352-2 |
|
| S4 |
333-3 |
337-1 |
350-3 |
|
|
| 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 |
367-2 |
349-0 |
18-2 |
5.2% |
7-0 |
2.0% |
27% |
False |
True |
133,498 |
| 10 |
370-6 |
349-0 |
21-6 |
6.1% |
6-2 |
1.8% |
23% |
False |
True |
117,782 |
| 20 |
423-6 |
349-0 |
74-6 |
21.1% |
7-1 |
2.0% |
7% |
False |
True |
131,755 |
| 40 |
426-0 |
349-0 |
77-0 |
21.8% |
7-5 |
2.1% |
6% |
False |
True |
111,726 |
| 60 |
426-0 |
349-0 |
77-0 |
21.8% |
8-5 |
2.4% |
6% |
False |
True |
105,891 |
| 80 |
426-0 |
349-0 |
77-0 |
21.8% |
9-3 |
2.6% |
6% |
False |
True |
88,393 |
| 100 |
426-0 |
323-0 |
103-0 |
29.1% |
9-6 |
2.7% |
30% |
False |
False |
75,096 |
| 120 |
426-0 |
319-4 |
106-4 |
30.1% |
9-2 |
2.6% |
32% |
False |
False |
65,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
383-1 |
|
2.618 |
372-4 |
|
1.618 |
366-0 |
|
1.000 |
362-0 |
|
0.618 |
359-4 |
|
HIGH |
355-4 |
|
0.618 |
353-0 |
|
0.500 |
352-2 |
|
0.382 |
351-4 |
|
LOW |
349-0 |
|
0.618 |
345-0 |
|
1.000 |
342-4 |
|
1.618 |
338-4 |
|
2.618 |
332-0 |
|
4.250 |
321-3 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
353-3 |
358-1 |
| PP |
352-7 |
356-6 |
| S1 |
352-2 |
355-3 |
|