CME Pit-Traded Corn Future May 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 |
365-0 |
366-4 |
1-4 |
0.4% |
367-0 |
| High |
366-4 |
372-6 |
6-2 |
1.7% |
378-0 |
| Low |
359-0 |
366-2 |
7-2 |
2.0% |
359-0 |
| Close |
363-0 |
367-4 |
4-4 |
1.2% |
363-0 |
| Range |
7-4 |
6-4 |
-1-0 |
-13.3% |
19-0 |
| ATR |
8-0 |
8-1 |
0-1 |
1.6% |
0-0 |
| Volume |
49,865 |
86,495 |
36,630 |
73.5% |
233,326 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
388-3 |
384-3 |
371-1 |
|
| R3 |
381-7 |
377-7 |
369-2 |
|
| R2 |
375-3 |
375-3 |
368-6 |
|
| R1 |
371-3 |
371-3 |
368-1 |
373-3 |
| PP |
368-7 |
368-7 |
368-7 |
369-6 |
| S1 |
364-7 |
364-7 |
366-7 |
366-7 |
| S2 |
362-3 |
362-3 |
366-2 |
|
| S3 |
355-7 |
358-3 |
365-6 |
|
| S4 |
349-3 |
351-7 |
363-7 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
423-5 |
412-3 |
373-4 |
|
| R3 |
404-5 |
393-3 |
368-2 |
|
| R2 |
385-5 |
385-5 |
366-4 |
|
| R1 |
374-3 |
374-3 |
364-6 |
370-4 |
| PP |
366-5 |
366-5 |
366-5 |
364-6 |
| S1 |
355-3 |
355-3 |
361-2 |
351-4 |
| S2 |
347-5 |
347-5 |
359-4 |
|
| S3 |
328-5 |
336-3 |
357-6 |
|
| S4 |
309-5 |
317-3 |
352-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
378-0 |
359-0 |
19-0 |
5.2% |
6-7 |
1.9% |
45% |
False |
False |
56,756 |
| 10 |
378-4 |
359-0 |
19-4 |
5.3% |
6-1 |
1.7% |
44% |
False |
False |
42,551 |
| 20 |
433-4 |
359-0 |
74-4 |
20.3% |
6-2 |
1.7% |
11% |
False |
False |
35,976 |
| 40 |
435-0 |
359-0 |
76-0 |
20.7% |
6-6 |
1.8% |
11% |
False |
False |
25,418 |
| 60 |
435-0 |
359-0 |
76-0 |
20.7% |
7-1 |
2.0% |
11% |
False |
False |
21,612 |
| 80 |
435-0 |
359-0 |
76-0 |
20.7% |
7-7 |
2.1% |
11% |
False |
False |
18,131 |
| 100 |
435-0 |
333-4 |
101-4 |
27.6% |
8-0 |
2.2% |
33% |
False |
False |
15,541 |
| 120 |
435-0 |
328-4 |
106-4 |
29.0% |
7-4 |
2.0% |
37% |
False |
False |
13,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
400-3 |
|
2.618 |
389-6 |
|
1.618 |
383-2 |
|
1.000 |
379-2 |
|
0.618 |
376-6 |
|
HIGH |
372-6 |
|
0.618 |
370-2 |
|
0.500 |
369-4 |
|
0.382 |
368-6 |
|
LOW |
366-2 |
|
0.618 |
362-2 |
|
1.000 |
359-6 |
|
1.618 |
355-6 |
|
2.618 |
349-2 |
|
4.250 |
338-5 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
369-4 |
367-0 |
| PP |
368-7 |
366-3 |
| S1 |
368-1 |
365-7 |
|