CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 02-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
367-0 |
373-4 |
6-4 |
1.8% |
377-4 |
High |
371-4 |
378-0 |
6-4 |
1.7% |
379-6 |
Low |
367-0 |
373-4 |
6-4 |
1.8% |
366-4 |
Close |
370-2 |
376-2 |
6-0 |
1.6% |
367-6 |
Range |
4-4 |
4-4 |
0-0 |
0.0% |
13-2 |
ATR |
7-7 |
7-7 |
0-0 |
-0.1% |
0-0 |
Volume |
36,041 |
35,241 |
-800 |
-2.2% |
136,341 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
389-3 |
387-3 |
378-6 |
|
R3 |
384-7 |
382-7 |
377-4 |
|
R2 |
380-3 |
380-3 |
377-1 |
|
R1 |
378-3 |
378-3 |
376-5 |
379-3 |
PP |
375-7 |
375-7 |
375-7 |
376-4 |
S1 |
373-7 |
373-7 |
375-7 |
374-7 |
S2 |
371-3 |
371-3 |
375-3 |
|
S3 |
366-7 |
369-3 |
375-0 |
|
S4 |
362-3 |
364-7 |
373-6 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
411-1 |
402-5 |
375-0 |
|
R3 |
397-7 |
389-3 |
371-3 |
|
R2 |
384-5 |
384-5 |
370-1 |
|
R1 |
376-1 |
376-1 |
369-0 |
373-6 |
PP |
371-3 |
371-3 |
371-3 |
370-1 |
S1 |
362-7 |
362-7 |
366-4 |
360-4 |
S2 |
358-1 |
358-1 |
365-3 |
|
S3 |
344-7 |
349-5 |
364-1 |
|
S4 |
331-5 |
336-3 |
360-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
378-0 |
366-4 |
11-4 |
3.1% |
4-6 |
1.2% |
85% |
True |
False |
30,845 |
10 |
382-6 |
366-4 |
16-2 |
4.3% |
5-2 |
1.4% |
60% |
False |
False |
28,594 |
20 |
434-0 |
366-4 |
67-4 |
17.9% |
6-0 |
1.6% |
14% |
False |
False |
27,442 |
40 |
435-0 |
366-4 |
68-4 |
18.2% |
6-6 |
1.8% |
14% |
False |
False |
21,086 |
60 |
435-0 |
366-4 |
68-4 |
18.2% |
7-4 |
2.0% |
14% |
False |
False |
18,272 |
80 |
435-0 |
366-4 |
68-4 |
18.2% |
7-7 |
2.1% |
14% |
False |
False |
15,343 |
100 |
435-0 |
332-0 |
103-0 |
27.4% |
8-0 |
2.1% |
43% |
False |
False |
13,187 |
120 |
435-0 |
328-4 |
106-4 |
28.3% |
7-2 |
1.9% |
45% |
False |
False |
11,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
397-1 |
2.618 |
389-6 |
1.618 |
385-2 |
1.000 |
382-4 |
0.618 |
380-6 |
HIGH |
378-0 |
0.618 |
376-2 |
0.500 |
375-6 |
0.382 |
375-2 |
LOW |
373-4 |
0.618 |
370-6 |
1.000 |
369-0 |
1.618 |
366-2 |
2.618 |
361-6 |
4.250 |
354-3 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
376-1 |
374-7 |
PP |
375-7 |
373-5 |
S1 |
375-6 |
372-2 |
|