CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 07-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
420-4 |
416-4 |
-4-0 |
-1.0% |
415-4 |
High |
421-6 |
423-6 |
2-0 |
0.5% |
418-4 |
Low |
416-0 |
415-4 |
-0-4 |
-0.1% |
406-0 |
Close |
421-6 |
417-4 |
-4-2 |
-1.0% |
414-4 |
Range |
5-6 |
8-2 |
2-4 |
43.5% |
12-4 |
ATR |
9-0 |
9-0 |
0-0 |
-0.6% |
0-0 |
Volume |
80,967 |
96,453 |
15,486 |
19.1% |
248,995 |
|
Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
443-5 |
438-7 |
422-0 |
|
R3 |
435-3 |
430-5 |
419-6 |
|
R2 |
427-1 |
427-1 |
419-0 |
|
R1 |
422-3 |
422-3 |
418-2 |
424-6 |
PP |
418-7 |
418-7 |
418-7 |
420-1 |
S1 |
414-1 |
414-1 |
416-6 |
416-4 |
S2 |
410-5 |
410-5 |
416-0 |
|
S3 |
402-3 |
405-7 |
415-2 |
|
S4 |
394-1 |
397-5 |
413-0 |
|
|
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 |
413-4 |
12-4 |
3.0% |
6-6 |
1.6% |
32% |
False |
False |
91,224 |
10 |
426-0 |
400-4 |
25-4 |
6.1% |
6-3 |
1.5% |
67% |
False |
False |
73,477 |
20 |
426-0 |
379-0 |
47-0 |
11.3% |
8-1 |
2.0% |
82% |
False |
False |
89,554 |
40 |
426-0 |
379-0 |
47-0 |
11.3% |
9-3 |
2.3% |
82% |
False |
False |
94,106 |
60 |
426-0 |
377-4 |
48-4 |
11.6% |
10-0 |
2.4% |
82% |
False |
False |
74,887 |
80 |
426-0 |
324-2 |
101-6 |
24.4% |
10-2 |
2.5% |
92% |
False |
False |
61,943 |
100 |
426-0 |
319-4 |
106-4 |
25.5% |
9-5 |
2.3% |
92% |
False |
False |
52,684 |
120 |
426-0 |
319-4 |
106-4 |
25.5% |
9-5 |
2.3% |
92% |
False |
False |
45,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
458-6 |
2.618 |
445-3 |
1.618 |
437-1 |
1.000 |
432-0 |
0.618 |
428-7 |
HIGH |
423-6 |
0.618 |
420-5 |
0.500 |
419-5 |
0.382 |
418-5 |
LOW |
415-4 |
0.618 |
410-3 |
1.000 |
407-2 |
1.618 |
402-1 |
2.618 |
393-7 |
4.250 |
380-4 |
|
|
Fisher Pivots for day following 07-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
419-5 |
419-5 |
PP |
418-7 |
418-7 |
S1 |
418-2 |
418-2 |
|