CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 15-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
377-0 |
377-0 |
0-0 |
0.0% |
423-4 |
High |
382-4 |
377-2 |
-5-2 |
-1.4% |
423-4 |
Low |
377-0 |
369-4 |
-7-4 |
-2.0% |
368-6 |
Close |
381-0 |
371-4 |
-9-4 |
-2.5% |
371-4 |
Range |
5-4 |
7-6 |
2-2 |
40.9% |
54-6 |
ATR |
10-7 |
11-0 |
0-0 |
0.4% |
0-0 |
Volume |
301,566 |
150,818 |
-150,748 |
-50.0% |
816,716 |
|
Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396-0 |
391-4 |
375-6 |
|
R3 |
388-2 |
383-6 |
373-5 |
|
R2 |
380-4 |
380-4 |
372-7 |
|
R1 |
376-0 |
376-0 |
372-2 |
374-3 |
PP |
372-6 |
372-6 |
372-6 |
372-0 |
S1 |
368-2 |
368-2 |
370-6 |
366-5 |
S2 |
365-0 |
365-0 |
370-1 |
|
S3 |
357-2 |
360-4 |
369-3 |
|
S4 |
349-4 |
352-6 |
367-2 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
552-1 |
516-5 |
401-5 |
|
R3 |
497-3 |
461-7 |
386-4 |
|
R2 |
442-5 |
442-5 |
381-4 |
|
R1 |
407-1 |
407-1 |
376-4 |
397-4 |
PP |
387-7 |
387-7 |
387-7 |
383-1 |
S1 |
352-3 |
352-3 |
366-4 |
342-6 |
S2 |
333-1 |
333-1 |
361-4 |
|
S3 |
278-3 |
297-5 |
356-4 |
|
S4 |
223-5 |
242-7 |
341-3 |
|
|
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 |
14.7% |
8-3 |
2.3% |
5% |
False |
False |
163,343 |
10 |
426-0 |
368-6 |
57-2 |
15.4% |
8-1 |
2.2% |
5% |
False |
False |
132,875 |
20 |
426-0 |
368-6 |
57-2 |
15.4% |
7-5 |
2.1% |
5% |
False |
False |
102,680 |
40 |
426-0 |
368-6 |
57-2 |
15.4% |
8-7 |
2.4% |
5% |
False |
False |
104,871 |
60 |
426-0 |
368-6 |
57-2 |
15.4% |
10-0 |
2.7% |
5% |
False |
False |
88,091 |
80 |
426-0 |
330-0 |
96-0 |
25.8% |
10-0 |
2.7% |
43% |
False |
False |
72,339 |
100 |
426-0 |
319-4 |
106-4 |
28.7% |
9-6 |
2.6% |
49% |
False |
False |
61,507 |
120 |
426-0 |
319-4 |
106-4 |
28.7% |
9-5 |
2.6% |
49% |
False |
False |
53,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
410-2 |
2.618 |
397-4 |
1.618 |
389-6 |
1.000 |
385-0 |
0.618 |
382-0 |
HIGH |
377-2 |
0.618 |
374-2 |
0.500 |
373-3 |
0.382 |
372-4 |
LOW |
369-4 |
0.618 |
364-6 |
1.000 |
361-6 |
1.618 |
357-0 |
2.618 |
349-2 |
4.250 |
336-4 |
|
|
Fisher Pivots for day following 15-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
373-3 |
376-5 |
PP |
372-6 |
374-7 |
S1 |
372-1 |
373-2 |
|