CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 06-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
418-0 |
420-4 |
2-4 |
0.6% |
415-4 |
High |
419-4 |
421-6 |
2-2 |
0.5% |
418-4 |
Low |
415-6 |
416-0 |
0-2 |
0.1% |
406-0 |
Close |
418-6 |
421-6 |
3-0 |
0.7% |
414-4 |
Range |
3-6 |
5-6 |
2-0 |
53.3% |
12-4 |
ATR |
9-2 |
9-0 |
-0-2 |
-2.7% |
0-0 |
Volume |
140,553 |
80,967 |
-59,586 |
-42.4% |
248,995 |
|
Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
437-1 |
435-1 |
424-7 |
|
R3 |
431-3 |
429-3 |
423-3 |
|
R2 |
425-5 |
425-5 |
422-6 |
|
R1 |
423-5 |
423-5 |
422-2 |
424-5 |
PP |
419-7 |
419-7 |
419-7 |
420-2 |
S1 |
417-7 |
417-7 |
421-2 |
418-7 |
S2 |
414-1 |
414-1 |
420-6 |
|
S3 |
408-3 |
412-1 |
420-1 |
|
S4 |
402-5 |
406-3 |
418-5 |
|
|
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 |
4.7% |
7-4 |
1.8% |
79% |
False |
False |
85,536 |
10 |
426-0 |
393-4 |
32-4 |
7.7% |
6-3 |
1.5% |
87% |
False |
False |
71,174 |
20 |
426-0 |
379-0 |
47-0 |
11.1% |
8-0 |
1.9% |
91% |
False |
False |
91,696 |
40 |
426-0 |
379-0 |
47-0 |
11.1% |
9-3 |
2.2% |
91% |
False |
False |
92,959 |
60 |
426-0 |
372-0 |
54-0 |
12.8% |
10-1 |
2.4% |
92% |
False |
False |
73,938 |
80 |
426-0 |
323-0 |
103-0 |
24.4% |
10-3 |
2.5% |
96% |
False |
False |
60,931 |
100 |
426-0 |
319-4 |
106-4 |
25.3% |
9-5 |
2.3% |
96% |
False |
False |
51,859 |
120 |
426-0 |
319-4 |
106-4 |
25.3% |
9-5 |
2.3% |
96% |
False |
False |
45,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
446-2 |
2.618 |
436-6 |
1.618 |
431-0 |
1.000 |
427-4 |
0.618 |
425-2 |
HIGH |
421-6 |
0.618 |
419-4 |
0.500 |
418-7 |
0.382 |
418-2 |
LOW |
416-0 |
0.618 |
412-4 |
1.000 |
410-2 |
1.618 |
406-6 |
2.618 |
401-0 |
4.250 |
391-4 |
|
|
Fisher Pivots for day following 06-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
420-6 |
421-1 |
PP |
419-7 |
420-3 |
S1 |
418-7 |
419-6 |
|