CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 20-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
369-0 |
364-4 |
-4-4 |
-1.2% |
423-4 |
High |
374-0 |
370-0 |
-4-0 |
-1.1% |
423-4 |
Low |
368-0 |
362-4 |
-5-4 |
-1.5% |
368-6 |
Close |
369-2 |
368-0 |
-1-2 |
-0.3% |
371-4 |
Range |
6-0 |
7-4 |
1-4 |
25.0% |
54-6 |
ATR |
10-5 |
10-3 |
-0-2 |
-2.1% |
0-0 |
Volume |
164,273 |
125,418 |
-38,855 |
-23.7% |
816,716 |
|
Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
389-3 |
386-1 |
372-1 |
|
R3 |
381-7 |
378-5 |
370-0 |
|
R2 |
374-3 |
374-3 |
369-3 |
|
R1 |
371-1 |
371-1 |
368-6 |
372-6 |
PP |
366-7 |
366-7 |
366-7 |
367-5 |
S1 |
363-5 |
363-5 |
367-2 |
365-2 |
S2 |
359-3 |
359-3 |
366-5 |
|
S3 |
351-7 |
356-1 |
366-0 |
|
S4 |
344-3 |
348-5 |
363-7 |
|
|
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 |
384-4 |
362-4 |
22-0 |
6.0% |
8-4 |
2.3% |
25% |
False |
True |
167,085 |
10 |
423-6 |
362-4 |
61-2 |
16.6% |
7-6 |
2.1% |
9% |
False |
True |
142,122 |
20 |
426-0 |
362-4 |
63-4 |
17.3% |
7-2 |
2.0% |
9% |
False |
True |
107,982 |
40 |
426-0 |
362-4 |
63-4 |
17.3% |
8-6 |
2.4% |
9% |
False |
True |
109,256 |
60 |
426-0 |
362-4 |
63-4 |
17.3% |
9-6 |
2.7% |
9% |
False |
True |
92,079 |
80 |
426-0 |
335-4 |
90-4 |
24.6% |
9-7 |
2.7% |
36% |
False |
False |
75,579 |
100 |
426-0 |
319-4 |
106-4 |
28.9% |
9-6 |
2.6% |
46% |
False |
False |
64,124 |
120 |
426-0 |
319-4 |
106-4 |
28.9% |
9-5 |
2.6% |
46% |
False |
False |
55,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
401-7 |
2.618 |
389-5 |
1.618 |
382-1 |
1.000 |
377-4 |
0.618 |
374-5 |
HIGH |
370-0 |
0.618 |
367-1 |
0.500 |
366-2 |
0.382 |
365-3 |
LOW |
362-4 |
0.618 |
357-7 |
1.000 |
355-0 |
1.618 |
350-3 |
2.618 |
342-7 |
4.250 |
330-5 |
|
|
Fisher Pivots for day following 20-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
367-3 |
369-7 |
PP |
366-7 |
369-2 |
S1 |
366-2 |
368-5 |
|