CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
354-0 |
356-0 |
2-0 |
0.6% |
356-4 |
| High |
355-2 |
362-0 |
6-6 |
1.9% |
367-2 |
| Low |
347-6 |
354-6 |
7-0 |
2.0% |
347-6 |
| Close |
351-4 |
356-0 |
4-4 |
1.3% |
351-4 |
| Range |
7-4 |
7-2 |
-0-2 |
-3.3% |
19-4 |
| ATR |
8-4 |
8-5 |
0-1 |
1.7% |
0-0 |
| Volume |
163,425 |
164,659 |
1,234 |
0.8% |
726,691 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
379-3 |
374-7 |
360-0 |
|
| R3 |
372-1 |
367-5 |
358-0 |
|
| R2 |
364-7 |
364-7 |
357-3 |
|
| R1 |
360-3 |
360-3 |
356-5 |
359-5 |
| PP |
357-5 |
357-5 |
357-5 |
357-2 |
| S1 |
353-1 |
353-1 |
355-3 |
352-3 |
| S2 |
350-3 |
350-3 |
354-5 |
|
| S3 |
343-1 |
345-7 |
354-0 |
|
| S4 |
335-7 |
338-5 |
352-0 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
414-0 |
402-2 |
362-2 |
|
| R3 |
394-4 |
382-6 |
356-7 |
|
| R2 |
375-0 |
375-0 |
355-1 |
|
| R1 |
363-2 |
363-2 |
353-2 |
359-3 |
| PP |
355-4 |
355-4 |
355-4 |
353-4 |
| S1 |
343-6 |
343-6 |
349-6 |
339-7 |
| S2 |
336-0 |
336-0 |
347-7 |
|
| S3 |
316-4 |
324-2 |
346-1 |
|
| S4 |
297-0 |
304-6 |
340-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
367-2 |
347-6 |
19-4 |
5.5% |
7-4 |
2.1% |
42% |
False |
False |
151,892 |
| 10 |
368-4 |
347-6 |
20-6 |
5.8% |
6-5 |
1.9% |
40% |
False |
False |
127,202 |
| 20 |
423-4 |
347-6 |
75-6 |
21.3% |
7-0 |
2.0% |
11% |
False |
False |
136,467 |
| 40 |
426-0 |
347-6 |
78-2 |
22.0% |
7-6 |
2.2% |
11% |
False |
False |
113,500 |
| 60 |
426-0 |
347-6 |
78-2 |
22.0% |
8-4 |
2.4% |
11% |
False |
False |
109,389 |
| 80 |
426-0 |
347-6 |
78-2 |
22.0% |
9-2 |
2.6% |
11% |
False |
False |
91,719 |
| 100 |
426-0 |
324-2 |
101-6 |
28.6% |
9-6 |
2.7% |
31% |
False |
False |
78,108 |
| 120 |
426-0 |
319-4 |
106-4 |
29.9% |
9-2 |
2.6% |
34% |
False |
False |
67,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
392-6 |
|
2.618 |
381-0 |
|
1.618 |
373-6 |
|
1.000 |
369-2 |
|
0.618 |
366-4 |
|
HIGH |
362-0 |
|
0.618 |
359-2 |
|
0.500 |
358-3 |
|
0.382 |
357-4 |
|
LOW |
354-6 |
|
0.618 |
350-2 |
|
1.000 |
347-4 |
|
1.618 |
343-0 |
|
2.618 |
335-6 |
|
4.250 |
324-0 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
358-3 |
355-5 |
| PP |
357-5 |
355-2 |
| S1 |
356-6 |
354-7 |
|