CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 05-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
423-4 |
418-0 |
-5-4 |
-1.3% |
415-4 |
High |
426-0 |
419-4 |
-6-4 |
-1.5% |
418-4 |
Low |
413-4 |
415-6 |
2-2 |
0.5% |
406-0 |
Close |
418-4 |
418-6 |
0-2 |
0.1% |
414-4 |
Range |
12-4 |
3-6 |
-8-6 |
-70.0% |
12-4 |
ATR |
9-6 |
9-2 |
-0-3 |
-4.4% |
0-0 |
Volume |
56,667 |
140,553 |
83,886 |
148.0% |
248,995 |
|
Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
429-2 |
427-6 |
420-6 |
|
R3 |
425-4 |
424-0 |
419-6 |
|
R2 |
421-6 |
421-6 |
419-4 |
|
R1 |
420-2 |
420-2 |
419-1 |
421-0 |
PP |
418-0 |
418-0 |
418-0 |
418-3 |
S1 |
416-4 |
416-4 |
418-3 |
417-2 |
S2 |
414-2 |
414-2 |
418-0 |
|
S3 |
410-4 |
412-6 |
417-6 |
|
S4 |
406-6 |
409-0 |
416-6 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
450-4 |
445-0 |
421-3 |
|
R3 |
438-0 |
432-4 |
418-0 |
|
R2 |
425-4 |
425-4 |
416-6 |
|
R1 |
420-0 |
420-0 |
415-5 |
416-4 |
PP |
413-0 |
413-0 |
413-0 |
411-2 |
S1 |
407-4 |
407-4 |
413-3 |
404-0 |
S2 |
400-4 |
400-4 |
412-2 |
|
S3 |
388-0 |
395-0 |
411-0 |
|
S4 |
375-4 |
382-4 |
407-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
426-0 |
406-0 |
20-0 |
4.8% |
7-2 |
1.7% |
64% |
False |
False |
84,476 |
10 |
426-0 |
391-0 |
35-0 |
8.4% |
6-6 |
1.6% |
79% |
False |
False |
73,842 |
20 |
426-0 |
379-0 |
47-0 |
11.2% |
8-3 |
2.0% |
85% |
False |
False |
93,887 |
40 |
426-0 |
379-0 |
47-0 |
11.2% |
9-4 |
2.3% |
85% |
False |
False |
91,796 |
60 |
426-0 |
372-0 |
54-0 |
12.9% |
10-1 |
2.4% |
87% |
False |
False |
72,944 |
80 |
426-0 |
322-6 |
103-2 |
24.7% |
10-3 |
2.5% |
93% |
False |
False |
60,064 |
100 |
426-0 |
319-4 |
106-4 |
25.4% |
9-6 |
2.3% |
93% |
False |
False |
51,206 |
120 |
426-0 |
319-4 |
106-4 |
25.4% |
9-5 |
2.3% |
93% |
False |
False |
44,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
435-4 |
2.618 |
429-3 |
1.618 |
425-5 |
1.000 |
423-2 |
0.618 |
421-7 |
HIGH |
419-4 |
0.618 |
418-1 |
0.500 |
417-5 |
0.382 |
417-1 |
LOW |
415-6 |
0.618 |
413-3 |
1.000 |
412-0 |
1.618 |
409-5 |
2.618 |
405-7 |
4.250 |
399-6 |
|
|
Fisher Pivots for day following 05-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
418-3 |
419-6 |
PP |
418-0 |
419-3 |
S1 |
417-5 |
419-1 |
|