CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 28-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
360-6 |
359-0 |
-1-6 |
-0.5% |
369-0 |
High |
361-6 |
362-6 |
1-0 |
0.3% |
374-0 |
Low |
358-2 |
357-6 |
-0-4 |
-0.1% |
362-4 |
Close |
358-2 |
361-6 |
3-4 |
1.0% |
364-6 |
Range |
3-4 |
5-0 |
1-4 |
42.9% |
11-4 |
ATR |
9-1 |
8-7 |
-0-2 |
-3.2% |
0-0 |
Volume |
106,613 |
86,413 |
-20,200 |
-18.9% |
524,357 |
|
Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
375-6 |
373-6 |
364-4 |
|
R3 |
370-6 |
368-6 |
363-1 |
|
R2 |
365-6 |
365-6 |
362-5 |
|
R1 |
363-6 |
363-6 |
362-2 |
364-6 |
PP |
360-6 |
360-6 |
360-6 |
361-2 |
S1 |
358-6 |
358-6 |
361-2 |
359-6 |
S2 |
355-6 |
355-6 |
360-7 |
|
S3 |
350-6 |
353-6 |
360-3 |
|
S4 |
345-6 |
348-6 |
359-0 |
|
|
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 |
370-6 |
357-6 |
13-0 |
3.6% |
5-4 |
1.5% |
31% |
False |
True |
102,067 |
10 |
382-4 |
357-6 |
24-6 |
6.8% |
6-1 |
1.7% |
16% |
False |
True |
136,943 |
20 |
426-0 |
357-6 |
68-2 |
18.9% |
7-2 |
2.0% |
6% |
False |
True |
119,765 |
40 |
426-0 |
357-6 |
68-2 |
18.9% |
7-7 |
2.2% |
6% |
False |
True |
111,628 |
60 |
426-0 |
357-6 |
68-2 |
18.9% |
9-2 |
2.5% |
6% |
False |
True |
98,569 |
80 |
426-0 |
343-4 |
82-4 |
22.8% |
9-5 |
2.7% |
22% |
False |
False |
81,792 |
100 |
426-0 |
319-4 |
106-4 |
29.4% |
9-5 |
2.7% |
40% |
False |
False |
69,353 |
120 |
426-0 |
319-4 |
106-4 |
29.4% |
9-3 |
2.6% |
40% |
False |
False |
60,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
384-0 |
2.618 |
375-7 |
1.618 |
370-7 |
1.000 |
367-6 |
0.618 |
365-7 |
HIGH |
362-6 |
0.618 |
360-7 |
0.500 |
360-2 |
0.382 |
359-5 |
LOW |
357-6 |
0.618 |
354-5 |
1.000 |
352-6 |
1.618 |
349-5 |
2.618 |
344-5 |
4.250 |
336-4 |
|
|
Fisher Pivots for day following 28-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
361-2 |
363-1 |
PP |
360-6 |
362-5 |
S1 |
360-2 |
362-2 |
|