CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 04-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
426-0 |
432-4 |
6-4 |
1.5% |
426-4 |
High |
426-6 |
435-0 |
8-2 |
1.9% |
427-6 |
Low |
424-0 |
424-0 |
0-0 |
0.0% |
416-4 |
Close |
424-2 |
428-6 |
4-4 |
1.1% |
424-2 |
Range |
2-6 |
11-0 |
8-2 |
300.0% |
11-2 |
ATR |
8-3 |
8-4 |
0-2 |
2.3% |
0-0 |
Volume |
14,082 |
11,642 |
-2,440 |
-17.3% |
45,555 |
|
Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
462-2 |
456-4 |
434-6 |
|
R3 |
451-2 |
445-4 |
431-6 |
|
R2 |
440-2 |
440-2 |
430-6 |
|
R1 |
434-4 |
434-4 |
429-6 |
431-7 |
PP |
429-2 |
429-2 |
429-2 |
428-0 |
S1 |
423-4 |
423-4 |
427-6 |
420-7 |
S2 |
418-2 |
418-2 |
426-6 |
|
S3 |
407-2 |
412-4 |
425-6 |
|
S4 |
396-2 |
401-4 |
422-6 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
456-5 |
451-5 |
430-4 |
|
R3 |
445-3 |
440-3 |
427-3 |
|
R2 |
434-1 |
434-1 |
426-2 |
|
R1 |
429-1 |
429-1 |
425-2 |
426-0 |
PP |
422-7 |
422-7 |
422-7 |
421-2 |
S1 |
417-7 |
417-7 |
423-2 |
414-6 |
S2 |
411-5 |
411-5 |
422-2 |
|
S3 |
400-3 |
406-5 |
421-1 |
|
S4 |
389-1 |
395-3 |
418-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
435-0 |
416-4 |
18-4 |
4.3% |
6-2 |
1.4% |
66% |
True |
False |
11,439 |
10 |
435-0 |
403-0 |
32-0 |
7.5% |
6-2 |
1.4% |
80% |
True |
False |
11,201 |
20 |
435-0 |
391-6 |
43-2 |
10.1% |
7-3 |
1.7% |
86% |
True |
False |
14,730 |
40 |
435-0 |
391-4 |
43-4 |
10.1% |
8-2 |
1.9% |
86% |
True |
False |
13,686 |
60 |
435-0 |
380-4 |
54-4 |
12.7% |
8-4 |
2.0% |
89% |
True |
False |
11,310 |
80 |
435-0 |
332-0 |
103-0 |
24.0% |
8-4 |
2.0% |
94% |
True |
False |
9,624 |
100 |
435-0 |
328-4 |
106-4 |
24.8% |
7-4 |
1.8% |
94% |
True |
False |
8,262 |
120 |
435-0 |
328-4 |
106-4 |
24.8% |
7-1 |
1.6% |
94% |
True |
False |
7,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
481-6 |
2.618 |
463-6 |
1.618 |
452-6 |
1.000 |
446-0 |
0.618 |
441-6 |
HIGH |
435-0 |
0.618 |
430-6 |
0.500 |
429-4 |
0.382 |
428-2 |
LOW |
424-0 |
0.618 |
417-2 |
1.000 |
413-0 |
1.618 |
406-2 |
2.618 |
395-2 |
4.250 |
377-2 |
|
|
Fisher Pivots for day following 04-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
429-4 |
427-6 |
PP |
429-2 |
426-6 |
S1 |
429-0 |
425-6 |
|