CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
368-0 |
374-0 |
6-0 |
1.6% |
367-0 |
| High |
376-2 |
375-6 |
-0-4 |
-0.1% |
378-0 |
| Low |
367-4 |
371-0 |
3-4 |
1.0% |
359-0 |
| Close |
373-2 |
375-0 |
1-6 |
0.5% |
363-0 |
| Range |
8-6 |
4-6 |
-4-0 |
-45.7% |
19-0 |
| ATR |
8-1 |
7-7 |
-0-2 |
-2.9% |
0-0 |
| Volume |
95,130 |
99,213 |
4,083 |
4.3% |
233,326 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
388-1 |
386-3 |
377-5 |
|
| R3 |
383-3 |
381-5 |
376-2 |
|
| R2 |
378-5 |
378-5 |
375-7 |
|
| R1 |
376-7 |
376-7 |
375-3 |
377-6 |
| PP |
373-7 |
373-7 |
373-7 |
374-3 |
| S1 |
372-1 |
372-1 |
374-5 |
373-0 |
| S2 |
369-1 |
369-1 |
374-1 |
|
| S3 |
364-3 |
367-3 |
373-6 |
|
| S4 |
359-5 |
362-5 |
372-3 |
|
|
| 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% |
6-6 |
1.8% |
93% |
False |
False |
80,298 |
| 10 |
378-0 |
359-0 |
19-0 |
5.1% |
6-5 |
1.8% |
84% |
False |
False |
61,931 |
| 20 |
393-0 |
359-0 |
34-0 |
9.1% |
6-0 |
1.6% |
47% |
False |
False |
45,405 |
| 40 |
435-0 |
359-0 |
76-0 |
20.3% |
6-3 |
1.7% |
21% |
False |
False |
30,437 |
| 60 |
435-0 |
359-0 |
76-0 |
20.3% |
7-0 |
1.9% |
21% |
False |
False |
25,160 |
| 80 |
435-0 |
359-0 |
76-0 |
20.3% |
8-0 |
2.1% |
21% |
False |
False |
21,171 |
| 100 |
435-0 |
333-4 |
101-4 |
27.1% |
7-7 |
2.1% |
41% |
False |
False |
18,062 |
| 120 |
435-0 |
328-4 |
106-4 |
28.4% |
7-4 |
2.0% |
44% |
False |
False |
15,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
396-0 |
|
2.618 |
388-1 |
|
1.618 |
383-3 |
|
1.000 |
380-4 |
|
0.618 |
378-5 |
|
HIGH |
375-6 |
|
0.618 |
373-7 |
|
0.500 |
373-3 |
|
0.382 |
372-7 |
|
LOW |
371-0 |
|
0.618 |
368-1 |
|
1.000 |
366-2 |
|
1.618 |
363-3 |
|
2.618 |
358-5 |
|
4.250 |
350-6 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
374-4 |
374-0 |
| PP |
373-7 |
372-7 |
| S1 |
373-3 |
371-7 |
|