CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 29-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
359-0 |
362-0 |
3-0 |
0.8% |
367-0 |
High |
362-6 |
362-4 |
-0-2 |
-0.1% |
369-0 |
Low |
357-6 |
355-2 |
-2-4 |
-0.7% |
355-2 |
Close |
361-6 |
356-4 |
-5-2 |
-1.5% |
356-4 |
Range |
5-0 |
7-2 |
2-2 |
45.0% |
13-6 |
ATR |
8-7 |
8-6 |
-0-1 |
-1.3% |
0-0 |
Volume |
86,413 |
104,224 |
17,811 |
20.6% |
496,921 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
379-7 |
375-3 |
360-4 |
|
R3 |
372-5 |
368-1 |
358-4 |
|
R2 |
365-3 |
365-3 |
357-7 |
|
R1 |
360-7 |
360-7 |
357-1 |
359-4 |
PP |
358-1 |
358-1 |
358-1 |
357-3 |
S1 |
353-5 |
353-5 |
355-7 |
352-2 |
S2 |
350-7 |
350-7 |
355-1 |
|
S3 |
343-5 |
346-3 |
354-4 |
|
S4 |
336-3 |
339-1 |
352-4 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
401-4 |
392-6 |
364-0 |
|
R3 |
387-6 |
379-0 |
360-2 |
|
R2 |
374-0 |
374-0 |
359-0 |
|
R1 |
365-2 |
365-2 |
357-6 |
362-6 |
PP |
360-2 |
360-2 |
360-2 |
359-0 |
S1 |
351-4 |
351-4 |
355-2 |
349-0 |
S2 |
346-4 |
346-4 |
354-0 |
|
S3 |
332-6 |
337-6 |
352-6 |
|
S4 |
319-0 |
324-0 |
349-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
369-0 |
355-2 |
13-6 |
3.9% |
5-4 |
1.5% |
9% |
False |
True |
99,384 |
10 |
377-2 |
355-2 |
22-0 |
6.2% |
6-3 |
1.8% |
6% |
False |
True |
117,209 |
20 |
426-0 |
355-2 |
70-6 |
19.8% |
7-0 |
2.0% |
2% |
False |
True |
121,575 |
40 |
426-0 |
355-2 |
70-6 |
19.8% |
7-6 |
2.2% |
2% |
False |
True |
110,462 |
60 |
426-0 |
355-2 |
70-6 |
19.8% |
9-2 |
2.6% |
2% |
False |
True |
99,651 |
80 |
426-0 |
343-4 |
82-4 |
23.1% |
9-5 |
2.7% |
16% |
False |
False |
82,960 |
100 |
426-0 |
319-4 |
106-4 |
29.9% |
9-5 |
2.7% |
35% |
False |
False |
70,135 |
120 |
426-0 |
319-4 |
106-4 |
29.9% |
9-3 |
2.6% |
35% |
False |
False |
61,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
393-2 |
2.618 |
381-4 |
1.618 |
374-2 |
1.000 |
369-6 |
0.618 |
367-0 |
HIGH |
362-4 |
0.618 |
359-6 |
0.500 |
358-7 |
0.382 |
358-0 |
LOW |
355-2 |
0.618 |
350-6 |
1.000 |
348-0 |
1.618 |
343-4 |
2.618 |
336-2 |
4.250 |
324-4 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
358-7 |
359-0 |
PP |
358-1 |
358-1 |
S1 |
357-2 |
357-3 |
|