CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 10-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
373-4 |
368-0 |
-5-4 |
-1.5% |
367-0 |
High |
374-4 |
376-2 |
1-6 |
0.5% |
378-0 |
Low |
368-0 |
367-4 |
-0-4 |
-0.1% |
359-0 |
Close |
370-2 |
373-2 |
3-0 |
0.8% |
363-0 |
Range |
6-4 |
8-6 |
2-2 |
34.6% |
19-0 |
ATR |
8-0 |
8-1 |
0-0 |
0.6% |
0-0 |
Volume |
70,790 |
95,130 |
24,340 |
34.4% |
233,326 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
398-5 |
394-5 |
378-0 |
|
R3 |
389-7 |
385-7 |
375-5 |
|
R2 |
381-1 |
381-1 |
374-7 |
|
R1 |
377-1 |
377-1 |
374-0 |
379-1 |
PP |
372-3 |
372-3 |
372-3 |
373-2 |
S1 |
368-3 |
368-3 |
372-4 |
370-3 |
S2 |
363-5 |
363-5 |
371-5 |
|
S3 |
354-7 |
359-5 |
370-7 |
|
S4 |
346-1 |
350-7 |
368-4 |
|
|
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 |
376-2 |
359-0 |
17-2 |
4.6% |
7-0 |
1.9% |
83% |
True |
False |
69,969 |
10 |
378-0 |
359-0 |
19-0 |
5.1% |
6-5 |
1.8% |
75% |
False |
False |
54,487 |
20 |
395-0 |
359-0 |
36-0 |
9.6% |
6-5 |
1.8% |
40% |
False |
False |
41,775 |
40 |
435-0 |
359-0 |
76-0 |
20.4% |
6-4 |
1.7% |
19% |
False |
False |
28,432 |
60 |
435-0 |
359-0 |
76-0 |
20.4% |
7-1 |
1.9% |
19% |
False |
False |
23,717 |
80 |
435-0 |
359-0 |
76-0 |
20.4% |
8-0 |
2.1% |
19% |
False |
False |
19,989 |
100 |
435-0 |
333-4 |
101-4 |
27.2% |
8-0 |
2.1% |
39% |
False |
False |
17,085 |
120 |
435-0 |
328-4 |
106-4 |
28.5% |
7-4 |
2.0% |
42% |
False |
False |
14,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
413-4 |
2.618 |
399-1 |
1.618 |
390-3 |
1.000 |
385-0 |
0.618 |
381-5 |
HIGH |
376-2 |
0.618 |
372-7 |
0.500 |
371-7 |
0.382 |
370-7 |
LOW |
367-4 |
0.618 |
362-1 |
1.000 |
358-6 |
1.618 |
353-3 |
2.618 |
344-5 |
4.250 |
330-2 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
372-6 |
372-5 |
PP |
372-3 |
371-7 |
S1 |
371-7 |
371-2 |
|