CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
368-2 |
367-0 |
-1-2 |
-0.3% |
369-0 |
| High |
370-6 |
369-0 |
-1-6 |
-0.5% |
374-0 |
| Low |
363-6 |
365-4 |
1-6 |
0.5% |
362-4 |
| Close |
364-6 |
367-6 |
3-0 |
0.8% |
364-6 |
| Range |
7-0 |
3-4 |
-3-4 |
-50.0% |
11-4 |
| ATR |
10-0 |
9-5 |
-0-3 |
-4.1% |
0-0 |
| Volume |
117,638 |
116,246 |
-1,392 |
-1.2% |
524,357 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
377-7 |
376-3 |
369-5 |
|
| R3 |
374-3 |
372-7 |
368-6 |
|
| R2 |
370-7 |
370-7 |
368-3 |
|
| R1 |
369-3 |
369-3 |
368-1 |
370-1 |
| PP |
367-3 |
367-3 |
367-3 |
367-6 |
| S1 |
365-7 |
365-7 |
367-3 |
366-5 |
| S2 |
363-7 |
363-7 |
367-1 |
|
| S3 |
360-3 |
362-3 |
366-6 |
|
| S4 |
356-7 |
358-7 |
365-7 |
|
|
| 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 |
374-0 |
362-4 |
11-4 |
3.1% |
6-3 |
1.7% |
46% |
False |
False |
128,120 |
| 10 |
423-4 |
362-4 |
61-0 |
16.6% |
7-3 |
2.0% |
9% |
False |
False |
145,731 |
| 20 |
426-0 |
362-4 |
63-4 |
17.3% |
7-0 |
1.9% |
8% |
False |
False |
113,316 |
| 40 |
426-0 |
362-4 |
63-4 |
17.3% |
8-3 |
2.3% |
8% |
False |
False |
113,271 |
| 60 |
426-0 |
362-4 |
63-4 |
17.3% |
9-3 |
2.5% |
8% |
False |
False |
95,851 |
| 80 |
426-0 |
343-4 |
82-4 |
22.4% |
9-6 |
2.7% |
29% |
False |
False |
79,038 |
| 100 |
426-0 |
319-4 |
106-4 |
29.0% |
9-6 |
2.6% |
45% |
False |
False |
67,246 |
| 120 |
426-0 |
319-4 |
106-4 |
29.0% |
9-4 |
2.6% |
45% |
False |
False |
58,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
383-7 |
|
2.618 |
378-1 |
|
1.618 |
374-5 |
|
1.000 |
372-4 |
|
0.618 |
371-1 |
|
HIGH |
369-0 |
|
0.618 |
367-5 |
|
0.500 |
367-2 |
|
0.382 |
366-7 |
|
LOW |
365-4 |
|
0.618 |
363-3 |
|
1.000 |
362-0 |
|
1.618 |
359-7 |
|
2.618 |
356-3 |
|
4.250 |
350-5 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
367-5 |
367-7 |
| PP |
367-3 |
367-7 |
| S1 |
367-2 |
367-6 |
|