CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 26-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
367-0 |
363-0 |
-4-0 |
-1.1% |
369-0 |
High |
369-0 |
368-4 |
-0-4 |
-0.1% |
374-0 |
Low |
365-4 |
360-2 |
-5-2 |
-1.4% |
362-4 |
Close |
367-6 |
362-2 |
-5-4 |
-1.5% |
364-6 |
Range |
3-4 |
8-2 |
4-6 |
135.7% |
11-4 |
ATR |
9-5 |
9-4 |
-0-1 |
-1.0% |
0-0 |
Volume |
116,246 |
83,425 |
-32,821 |
-28.2% |
524,357 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
388-3 |
383-5 |
366-6 |
|
R3 |
380-1 |
375-3 |
364-4 |
|
R2 |
371-7 |
371-7 |
363-6 |
|
R1 |
367-1 |
367-1 |
363-0 |
365-3 |
PP |
363-5 |
363-5 |
363-5 |
362-6 |
S1 |
358-7 |
358-7 |
361-4 |
357-1 |
S2 |
355-3 |
355-3 |
360-6 |
|
S3 |
347-1 |
350-5 |
360-0 |
|
S4 |
338-7 |
342-3 |
357-6 |
|
|
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 |
372-0 |
360-2 |
11-6 |
3.2% |
6-6 |
1.9% |
17% |
False |
True |
111,951 |
10 |
400-0 |
360-2 |
39-6 |
11.0% |
7-5 |
2.1% |
5% |
False |
True |
140,574 |
20 |
426-0 |
360-2 |
65-6 |
18.2% |
7-2 |
2.0% |
3% |
False |
True |
115,088 |
40 |
426-0 |
360-2 |
65-6 |
18.2% |
8-3 |
2.3% |
3% |
False |
True |
113,013 |
60 |
426-0 |
360-2 |
65-6 |
18.2% |
9-3 |
2.6% |
3% |
False |
True |
96,613 |
80 |
426-0 |
343-4 |
82-4 |
22.8% |
9-6 |
2.7% |
23% |
False |
False |
79,852 |
100 |
426-0 |
319-4 |
106-4 |
29.4% |
9-5 |
2.7% |
40% |
False |
False |
67,972 |
120 |
426-0 |
319-4 |
106-4 |
29.4% |
9-4 |
2.6% |
40% |
False |
False |
58,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
403-4 |
2.618 |
390-1 |
1.618 |
381-7 |
1.000 |
376-6 |
0.618 |
373-5 |
HIGH |
368-4 |
0.618 |
365-3 |
0.500 |
364-3 |
0.382 |
363-3 |
LOW |
360-2 |
0.618 |
355-1 |
1.000 |
352-0 |
1.618 |
346-7 |
2.618 |
338-5 |
4.250 |
325-2 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
364-3 |
365-4 |
PP |
363-5 |
364-3 |
S1 |
363-0 |
363-3 |
|