CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 27-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
363-0 |
360-6 |
-2-2 |
-0.6% |
369-0 |
High |
368-4 |
361-6 |
-6-6 |
-1.8% |
374-0 |
Low |
360-2 |
358-2 |
-2-0 |
-0.6% |
362-4 |
Close |
362-2 |
358-2 |
-4-0 |
-1.1% |
364-6 |
Range |
8-2 |
3-4 |
-4-6 |
-57.6% |
11-4 |
ATR |
9-4 |
9-1 |
-0-3 |
-4.1% |
0-0 |
Volume |
83,425 |
106,613 |
23,188 |
27.8% |
524,357 |
|
Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
369-7 |
367-5 |
360-1 |
|
R3 |
366-3 |
364-1 |
359-2 |
|
R2 |
362-7 |
362-7 |
358-7 |
|
R1 |
360-5 |
360-5 |
358-5 |
360-0 |
PP |
359-3 |
359-3 |
359-3 |
359-1 |
S1 |
357-1 |
357-1 |
357-7 |
356-4 |
S2 |
355-7 |
355-7 |
357-5 |
|
S3 |
352-3 |
353-5 |
357-2 |
|
S4 |
348-7 |
350-1 |
356-3 |
|
|
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 |
358-2 |
13-6 |
3.8% |
6-0 |
1.7% |
0% |
False |
True |
108,190 |
10 |
384-4 |
358-2 |
26-2 |
7.3% |
7-2 |
2.0% |
0% |
False |
True |
137,637 |
20 |
426-0 |
358-2 |
67-6 |
18.9% |
7-2 |
2.0% |
0% |
False |
True |
119,227 |
40 |
426-0 |
358-2 |
67-6 |
18.9% |
8-2 |
2.3% |
0% |
False |
True |
112,687 |
60 |
426-0 |
358-2 |
67-6 |
18.9% |
9-2 |
2.6% |
0% |
False |
True |
97,763 |
80 |
426-0 |
343-4 |
82-4 |
23.0% |
9-6 |
2.7% |
18% |
False |
False |
80,934 |
100 |
426-0 |
319-4 |
106-4 |
29.7% |
9-5 |
2.7% |
36% |
False |
False |
68,667 |
120 |
426-0 |
319-4 |
106-4 |
29.7% |
9-4 |
2.6% |
36% |
False |
False |
59,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
376-5 |
2.618 |
370-7 |
1.618 |
367-3 |
1.000 |
365-2 |
0.618 |
363-7 |
HIGH |
361-6 |
0.618 |
360-3 |
0.500 |
360-0 |
0.382 |
359-5 |
LOW |
358-2 |
0.618 |
356-1 |
1.000 |
354-6 |
1.618 |
352-5 |
2.618 |
349-1 |
4.250 |
343-3 |
|
|
Fisher Pivots for day following 27-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
360-0 |
363-5 |
PP |
359-3 |
361-7 |
S1 |
358-7 |
360-0 |
|