CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
416-4 |
420-0 |
3-4 |
0.8% |
423-4 |
High |
423-6 |
423-4 |
-0-2 |
-0.1% |
426-0 |
Low |
415-4 |
415-0 |
-0-4 |
-0.1% |
413-4 |
Close |
417-4 |
423-0 |
5-4 |
1.3% |
423-0 |
Range |
8-2 |
8-4 |
0-2 |
3.0% |
12-4 |
ATR |
9-0 |
9-0 |
0-0 |
-0.4% |
0-0 |
Volume |
96,453 |
137,395 |
40,942 |
42.4% |
512,035 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
446-0 |
443-0 |
427-5 |
|
R3 |
437-4 |
434-4 |
425-3 |
|
R2 |
429-0 |
429-0 |
424-4 |
|
R1 |
426-0 |
426-0 |
423-6 |
427-4 |
PP |
420-4 |
420-4 |
420-4 |
421-2 |
S1 |
417-4 |
417-4 |
422-2 |
419-0 |
S2 |
412-0 |
412-0 |
421-4 |
|
S3 |
403-4 |
409-0 |
420-5 |
|
S4 |
395-0 |
400-4 |
418-3 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
458-3 |
453-1 |
429-7 |
|
R3 |
445-7 |
440-5 |
426-4 |
|
R2 |
433-3 |
433-3 |
425-2 |
|
R1 |
428-1 |
428-1 |
424-1 |
424-4 |
PP |
420-7 |
420-7 |
420-7 |
419-0 |
S1 |
415-5 |
415-5 |
421-7 |
412-0 |
S2 |
408-3 |
408-3 |
420-6 |
|
S3 |
395-7 |
403-1 |
419-4 |
|
S4 |
383-3 |
390-5 |
416-1 |
|
|
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% |
7-6 |
1.8% |
76% |
False |
False |
102,407 |
10 |
426-0 |
405-2 |
20-6 |
4.9% |
6-6 |
1.6% |
86% |
False |
False |
80,901 |
20 |
426-0 |
379-0 |
47-0 |
11.1% |
8-3 |
2.0% |
94% |
False |
False |
90,533 |
40 |
426-0 |
379-0 |
47-0 |
11.1% |
9-1 |
2.2% |
94% |
False |
False |
95,851 |
60 |
426-0 |
377-4 |
48-4 |
11.5% |
10-0 |
2.4% |
94% |
False |
False |
76,803 |
80 |
426-0 |
324-2 |
101-6 |
24.1% |
10-3 |
2.4% |
97% |
False |
False |
63,518 |
100 |
426-0 |
319-4 |
106-4 |
25.2% |
9-6 |
2.3% |
97% |
False |
False |
53,913 |
120 |
426-0 |
319-4 |
106-4 |
25.2% |
9-5 |
2.3% |
97% |
False |
False |
47,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
459-5 |
2.618 |
445-6 |
1.618 |
437-2 |
1.000 |
432-0 |
0.618 |
428-6 |
HIGH |
423-4 |
0.618 |
420-2 |
0.500 |
419-2 |
0.382 |
418-2 |
LOW |
415-0 |
0.618 |
409-6 |
1.000 |
406-4 |
1.618 |
401-2 |
2.618 |
392-6 |
4.250 |
378-7 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
421-6 |
421-6 |
PP |
420-4 |
420-5 |
S1 |
419-2 |
419-3 |
|