CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 14-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
375-0 |
377-0 |
2-0 |
0.5% |
423-4 |
High |
384-4 |
382-4 |
-2-0 |
-0.5% |
426-0 |
Low |
368-6 |
377-0 |
8-2 |
2.2% |
413-4 |
Close |
384-0 |
381-0 |
-3-0 |
-0.8% |
423-0 |
Range |
15-6 |
5-4 |
-10-2 |
-65.1% |
12-4 |
ATR |
11-2 |
10-7 |
-0-2 |
-2.7% |
0-0 |
Volume |
93,351 |
301,566 |
208,215 |
223.0% |
512,035 |
|
Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396-5 |
394-3 |
384-0 |
|
R3 |
391-1 |
388-7 |
382-4 |
|
R2 |
385-5 |
385-5 |
382-0 |
|
R1 |
383-3 |
383-3 |
381-4 |
384-4 |
PP |
380-1 |
380-1 |
380-1 |
380-6 |
S1 |
377-7 |
377-7 |
380-4 |
379-0 |
S2 |
374-5 |
374-5 |
380-0 |
|
S3 |
369-1 |
372-3 |
379-4 |
|
S4 |
363-5 |
366-7 |
378-0 |
|
|
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 |
423-4 |
368-6 |
54-6 |
14.4% |
8-4 |
2.2% |
22% |
False |
False |
160,658 |
10 |
426-0 |
368-6 |
57-2 |
15.0% |
7-5 |
2.0% |
21% |
False |
False |
125,941 |
20 |
426-0 |
368-6 |
57-2 |
15.0% |
7-6 |
2.0% |
21% |
False |
False |
99,870 |
40 |
426-0 |
368-6 |
57-2 |
15.0% |
8-7 |
2.3% |
21% |
False |
False |
102,057 |
60 |
426-0 |
368-6 |
57-2 |
15.0% |
10-0 |
2.6% |
21% |
False |
False |
85,930 |
80 |
426-0 |
324-2 |
101-6 |
26.7% |
10-0 |
2.6% |
56% |
False |
False |
70,579 |
100 |
426-0 |
319-4 |
106-4 |
28.0% |
9-6 |
2.6% |
58% |
False |
False |
60,082 |
120 |
426-0 |
319-4 |
106-4 |
28.0% |
9-5 |
2.5% |
58% |
False |
False |
52,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
405-7 |
2.618 |
396-7 |
1.618 |
391-3 |
1.000 |
388-0 |
0.618 |
385-7 |
HIGH |
382-4 |
0.618 |
380-3 |
0.500 |
379-6 |
0.382 |
379-1 |
LOW |
377-0 |
0.618 |
373-5 |
1.000 |
371-4 |
1.618 |
368-1 |
2.618 |
362-5 |
4.250 |
353-5 |
|
|
Fisher Pivots for day following 14-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
380-5 |
384-3 |
PP |
380-1 |
383-2 |
S1 |
379-6 |
382-1 |
|