CME Pit-Traded Corn Future May 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 |
374-0 |
361-6 |
-12-2 |
-3.3% |
377-4 |
| High |
374-4 |
366-2 |
-8-2 |
-2.2% |
379-6 |
| Low |
364-0 |
360-6 |
-3-2 |
-0.9% |
366-4 |
| Close |
364-4 |
365-2 |
0-6 |
0.2% |
367-6 |
| Range |
10-4 |
5-4 |
-5-0 |
-47.6% |
13-2 |
| ATR |
8-2 |
8-0 |
-0-2 |
-2.4% |
0-0 |
| Volume |
64,612 |
47,567 |
-17,045 |
-26.4% |
136,341 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
380-5 |
378-3 |
368-2 |
|
| R3 |
375-1 |
372-7 |
366-6 |
|
| R2 |
369-5 |
369-5 |
366-2 |
|
| R1 |
367-3 |
367-3 |
365-6 |
368-4 |
| PP |
364-1 |
364-1 |
364-1 |
364-5 |
| S1 |
361-7 |
361-7 |
364-6 |
363-0 |
| S2 |
358-5 |
358-5 |
364-2 |
|
| S3 |
353-1 |
356-3 |
363-6 |
|
| S4 |
347-5 |
350-7 |
362-2 |
|
|
| 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 |
360-6 |
17-2 |
4.7% |
6-3 |
1.8% |
26% |
False |
True |
43,565 |
| 10 |
380-4 |
360-6 |
19-6 |
5.4% |
5-5 |
1.5% |
23% |
False |
True |
34,773 |
| 20 |
434-0 |
360-6 |
73-2 |
20.1% |
6-3 |
1.7% |
6% |
False |
True |
31,526 |
| 40 |
435-0 |
360-6 |
74-2 |
20.3% |
6-5 |
1.8% |
6% |
False |
True |
23,064 |
| 60 |
435-0 |
360-6 |
74-2 |
20.3% |
7-4 |
2.1% |
6% |
False |
True |
19,757 |
| 80 |
435-0 |
360-6 |
74-2 |
20.3% |
8-0 |
2.2% |
6% |
False |
True |
16,564 |
| 100 |
435-0 |
333-4 |
101-4 |
27.8% |
8-0 |
2.2% |
31% |
False |
False |
14,231 |
| 120 |
435-0 |
328-4 |
106-4 |
29.2% |
7-3 |
2.0% |
35% |
False |
False |
12,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
389-5 |
|
2.618 |
380-5 |
|
1.618 |
375-1 |
|
1.000 |
371-6 |
|
0.618 |
369-5 |
|
HIGH |
366-2 |
|
0.618 |
364-1 |
|
0.500 |
363-4 |
|
0.382 |
362-7 |
|
LOW |
360-6 |
|
0.618 |
357-3 |
|
1.000 |
355-2 |
|
1.618 |
351-7 |
|
2.618 |
346-3 |
|
4.250 |
337-3 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
364-5 |
369-3 |
| PP |
364-1 |
368-0 |
| S1 |
363-4 |
366-5 |
|