CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
367-4 |
368-2 |
0-6 |
0.2% |
369-0 |
| High |
372-0 |
370-6 |
-1-2 |
-0.3% |
374-0 |
| Low |
364-2 |
363-6 |
-0-4 |
-0.1% |
362-4 |
| Close |
372-0 |
364-6 |
-7-2 |
-1.9% |
364-6 |
| Range |
7-6 |
7-0 |
-0-6 |
-9.7% |
11-4 |
| ATR |
10-1 |
10-0 |
-0-1 |
-1.4% |
0-0 |
| Volume |
117,028 |
117,638 |
610 |
0.5% |
524,357 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
387-3 |
383-1 |
368-5 |
|
| R3 |
380-3 |
376-1 |
366-5 |
|
| R2 |
373-3 |
373-3 |
366-0 |
|
| R1 |
369-1 |
369-1 |
365-3 |
367-6 |
| PP |
366-3 |
366-3 |
366-3 |
365-6 |
| S1 |
362-1 |
362-1 |
364-1 |
360-6 |
| S2 |
359-3 |
359-3 |
363-4 |
|
| S3 |
352-3 |
355-1 |
362-7 |
|
| S4 |
345-3 |
348-1 |
360-7 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
401-5 |
394-5 |
371-1 |
|
| R3 |
390-1 |
383-1 |
367-7 |
|
| R2 |
378-5 |
378-5 |
366-7 |
|
| R1 |
371-5 |
371-5 |
365-6 |
369-3 |
| PP |
367-1 |
367-1 |
367-1 |
366-0 |
| S1 |
360-1 |
360-1 |
363-6 |
357-7 |
| S2 |
355-5 |
355-5 |
362-5 |
|
| S3 |
344-1 |
348-5 |
361-5 |
|
| S4 |
332-5 |
337-1 |
358-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
377-2 |
362-4 |
14-6 |
4.0% |
7-2 |
2.0% |
15% |
False |
False |
135,035 |
| 10 |
423-4 |
362-4 |
61-0 |
16.7% |
7-7 |
2.2% |
4% |
False |
False |
147,846 |
| 20 |
426-0 |
362-4 |
63-4 |
17.4% |
7-1 |
1.9% |
4% |
False |
False |
110,662 |
| 40 |
426-0 |
362-4 |
63-4 |
17.4% |
8-6 |
2.4% |
4% |
False |
False |
111,841 |
| 60 |
426-0 |
362-4 |
63-4 |
17.4% |
9-5 |
2.6% |
4% |
False |
False |
94,550 |
| 80 |
426-0 |
343-4 |
82-4 |
22.6% |
9-6 |
2.7% |
26% |
False |
False |
78,065 |
| 100 |
426-0 |
319-4 |
106-4 |
29.2% |
9-6 |
2.7% |
42% |
False |
False |
66,193 |
| 120 |
426-0 |
319-4 |
106-4 |
29.2% |
9-5 |
2.6% |
42% |
False |
False |
57,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
400-4 |
|
2.618 |
389-1 |
|
1.618 |
382-1 |
|
1.000 |
377-6 |
|
0.618 |
375-1 |
|
HIGH |
370-6 |
|
0.618 |
368-1 |
|
0.500 |
367-2 |
|
0.382 |
366-3 |
|
LOW |
363-6 |
|
0.618 |
359-3 |
|
1.000 |
356-6 |
|
1.618 |
352-3 |
|
2.618 |
345-3 |
|
4.250 |
334-0 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
367-2 |
367-2 |
| PP |
366-3 |
366-3 |
| S1 |
365-5 |
365-5 |
|