CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 21-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
364-4 |
367-4 |
3-0 |
0.8% |
423-4 |
High |
370-0 |
372-0 |
2-0 |
0.5% |
423-4 |
Low |
362-4 |
364-2 |
1-6 |
0.5% |
368-6 |
Close |
368-0 |
372-0 |
4-0 |
1.1% |
371-4 |
Range |
7-4 |
7-6 |
0-2 |
3.3% |
54-6 |
ATR |
10-3 |
10-1 |
-0-1 |
-1.8% |
0-0 |
Volume |
125,418 |
117,028 |
-8,390 |
-6.7% |
816,716 |
|
Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
392-5 |
390-1 |
376-2 |
|
R3 |
384-7 |
382-3 |
374-1 |
|
R2 |
377-1 |
377-1 |
373-3 |
|
R1 |
374-5 |
374-5 |
372-6 |
375-7 |
PP |
369-3 |
369-3 |
369-3 |
370-0 |
S1 |
366-7 |
366-7 |
371-2 |
368-1 |
S2 |
361-5 |
361-5 |
370-5 |
|
S3 |
353-7 |
359-1 |
369-7 |
|
S4 |
346-1 |
351-3 |
367-6 |
|
|
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 |
382-4 |
362-4 |
20-0 |
5.4% |
6-7 |
1.9% |
48% |
False |
False |
171,820 |
10 |
423-6 |
362-4 |
61-2 |
16.5% |
8-0 |
2.2% |
16% |
False |
False |
145,728 |
20 |
426-0 |
362-4 |
63-4 |
17.1% |
7-2 |
1.9% |
15% |
False |
False |
108,451 |
40 |
426-0 |
362-4 |
63-4 |
17.1% |
8-6 |
2.3% |
15% |
False |
False |
110,222 |
60 |
426-0 |
362-4 |
63-4 |
17.1% |
9-6 |
2.6% |
15% |
False |
False |
93,165 |
80 |
426-0 |
342-2 |
83-6 |
22.5% |
9-7 |
2.6% |
36% |
False |
False |
76,810 |
100 |
426-0 |
319-4 |
106-4 |
28.6% |
9-6 |
2.6% |
49% |
False |
False |
65,176 |
120 |
426-0 |
319-4 |
106-4 |
28.6% |
9-5 |
2.6% |
49% |
False |
False |
56,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
405-0 |
2.618 |
392-2 |
1.618 |
384-4 |
1.000 |
379-6 |
0.618 |
376-6 |
HIGH |
372-0 |
0.618 |
369-0 |
0.500 |
368-1 |
0.382 |
367-2 |
LOW |
364-2 |
0.618 |
359-4 |
1.000 |
356-4 |
1.618 |
351-6 |
2.618 |
344-0 |
4.250 |
331-2 |
|
|
Fisher Pivots for day following 21-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
370-6 |
370-6 |
PP |
369-3 |
369-4 |
S1 |
368-1 |
368-2 |
|