CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 13-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
400-0 |
375-0 |
-25-0 |
-6.3% |
423-4 |
High |
400-0 |
384-4 |
-15-4 |
-3.9% |
426-0 |
Low |
392-4 |
368-6 |
-23-6 |
-6.1% |
413-4 |
Close |
392-4 |
384-0 |
-8-4 |
-2.2% |
423-0 |
Range |
7-4 |
15-6 |
8-2 |
110.0% |
12-4 |
ATR |
10-2 |
11-2 |
1-0 |
9.4% |
0-0 |
Volume |
135,979 |
93,351 |
-42,628 |
-31.3% |
512,035 |
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
426-3 |
420-7 |
392-5 |
|
R3 |
410-5 |
405-1 |
388-3 |
|
R2 |
394-7 |
394-7 |
386-7 |
|
R1 |
389-3 |
389-3 |
385-4 |
392-1 |
PP |
379-1 |
379-1 |
379-1 |
380-4 |
S1 |
373-5 |
373-5 |
382-4 |
376-3 |
S2 |
363-3 |
363-3 |
381-1 |
|
S3 |
347-5 |
357-7 |
379-5 |
|
S4 |
331-7 |
342-1 |
375-3 |
|
|
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 |
368-6 |
55-0 |
14.3% |
9-1 |
2.4% |
28% |
False |
True |
119,636 |
10 |
426-0 |
368-6 |
57-2 |
14.9% |
8-3 |
2.2% |
27% |
False |
True |
102,586 |
20 |
426-0 |
368-6 |
57-2 |
14.9% |
7-7 |
2.0% |
27% |
False |
True |
91,208 |
40 |
426-0 |
368-6 |
57-2 |
14.9% |
8-7 |
2.3% |
27% |
False |
True |
96,773 |
60 |
426-0 |
368-6 |
57-2 |
14.9% |
10-0 |
2.6% |
27% |
False |
True |
81,229 |
80 |
426-0 |
324-2 |
101-6 |
26.5% |
10-1 |
2.6% |
59% |
False |
False |
66,989 |
100 |
426-0 |
319-4 |
106-4 |
27.7% |
9-6 |
2.5% |
61% |
False |
False |
57,230 |
120 |
426-0 |
319-4 |
106-4 |
27.7% |
9-5 |
2.5% |
61% |
False |
False |
49,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
451-4 |
2.618 |
425-6 |
1.618 |
410-0 |
1.000 |
400-2 |
0.618 |
394-2 |
HIGH |
384-4 |
0.618 |
378-4 |
0.500 |
376-5 |
0.382 |
374-6 |
LOW |
368-6 |
0.618 |
359-0 |
1.000 |
353-0 |
1.618 |
343-2 |
2.618 |
327-4 |
4.250 |
301-6 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
381-4 |
396-1 |
PP |
379-1 |
392-1 |
S1 |
376-5 |
388-0 |
|