CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 12-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
423-4 |
400-0 |
-23-4 |
-5.5% |
423-4 |
High |
423-4 |
400-0 |
-23-4 |
-5.5% |
426-0 |
Low |
418-0 |
392-4 |
-25-4 |
-6.1% |
413-4 |
Close |
422-4 |
392-4 |
-30-0 |
-7.1% |
423-0 |
Range |
5-4 |
7-4 |
2-0 |
36.4% |
12-4 |
ATR |
8-6 |
10-2 |
1-4 |
17.4% |
0-0 |
Volume |
135,002 |
135,979 |
977 |
0.7% |
512,035 |
|
Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
417-4 |
412-4 |
396-5 |
|
R3 |
410-0 |
405-0 |
394-4 |
|
R2 |
402-4 |
402-4 |
393-7 |
|
R1 |
397-4 |
397-4 |
393-2 |
396-2 |
PP |
395-0 |
395-0 |
395-0 |
394-3 |
S1 |
390-0 |
390-0 |
391-6 |
388-6 |
S2 |
387-4 |
387-4 |
391-1 |
|
S3 |
380-0 |
382-4 |
390-4 |
|
S4 |
372-4 |
375-0 |
388-3 |
|
|
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 |
423-6 |
392-4 |
31-2 |
8.0% |
7-1 |
1.8% |
0% |
False |
True |
117,159 |
10 |
426-0 |
392-4 |
33-4 |
8.5% |
7-1 |
1.8% |
0% |
False |
True |
100,817 |
20 |
426-0 |
390-4 |
35-4 |
9.0% |
7-7 |
2.0% |
6% |
False |
False |
93,227 |
40 |
426-0 |
379-0 |
47-0 |
12.0% |
8-6 |
2.2% |
29% |
False |
False |
98,376 |
60 |
426-0 |
377-4 |
48-4 |
12.4% |
9-7 |
2.5% |
31% |
False |
False |
80,192 |
80 |
426-0 |
324-2 |
101-6 |
25.9% |
10-0 |
2.5% |
67% |
False |
False |
66,176 |
100 |
426-0 |
319-4 |
106-4 |
27.1% |
9-6 |
2.5% |
69% |
False |
False |
56,431 |
120 |
426-0 |
319-4 |
106-4 |
27.1% |
9-5 |
2.4% |
69% |
False |
False |
49,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
431-7 |
2.618 |
419-5 |
1.618 |
412-1 |
1.000 |
407-4 |
0.618 |
404-5 |
HIGH |
400-0 |
0.618 |
397-1 |
0.500 |
396-2 |
0.382 |
395-3 |
LOW |
392-4 |
0.618 |
387-7 |
1.000 |
385-0 |
1.618 |
380-3 |
2.618 |
372-7 |
4.250 |
360-5 |
|
|
Fisher Pivots for day following 12-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
396-2 |
408-0 |
PP |
395-0 |
402-7 |
S1 |
393-6 |
397-5 |
|