CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 06-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
428-2 |
430-0 |
1-6 |
0.4% |
426-4 |
High |
429-2 |
432-2 |
3-0 |
0.7% |
427-6 |
Low |
426-4 |
426-4 |
0-0 |
0.0% |
416-4 |
Close |
429-0 |
432-0 |
3-0 |
0.7% |
424-2 |
Range |
2-6 |
5-6 |
3-0 |
109.1% |
11-2 |
ATR |
8-1 |
8-0 |
-0-1 |
-2.1% |
0-0 |
Volume |
19,409 |
11,090 |
-8,319 |
-42.9% |
45,555 |
|
Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
447-4 |
445-4 |
435-1 |
|
R3 |
441-6 |
439-6 |
433-5 |
|
R2 |
436-0 |
436-0 |
433-0 |
|
R1 |
434-0 |
434-0 |
432-4 |
435-0 |
PP |
430-2 |
430-2 |
430-2 |
430-6 |
S1 |
428-2 |
428-2 |
431-4 |
429-2 |
S2 |
424-4 |
424-4 |
431-0 |
|
S3 |
418-6 |
422-4 |
430-3 |
|
S4 |
413-0 |
416-6 |
428-7 |
|
|
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% |
6-3 |
1.5% |
84% |
False |
False |
13,644 |
10 |
435-0 |
404-4 |
30-4 |
7.1% |
5-3 |
1.2% |
90% |
False |
False |
11,879 |
20 |
435-0 |
391-6 |
43-2 |
10.0% |
7-0 |
1.6% |
93% |
False |
False |
14,602 |
40 |
435-0 |
391-6 |
43-2 |
10.0% |
8-1 |
1.9% |
93% |
False |
False |
13,873 |
60 |
435-0 |
386-4 |
48-4 |
11.2% |
8-4 |
2.0% |
94% |
False |
False |
11,577 |
80 |
435-0 |
333-4 |
101-4 |
23.5% |
8-3 |
1.9% |
97% |
False |
False |
9,908 |
100 |
435-0 |
328-4 |
106-4 |
24.7% |
7-5 |
1.8% |
97% |
False |
False |
8,525 |
120 |
435-0 |
328-4 |
106-4 |
24.7% |
7-0 |
1.6% |
97% |
False |
False |
7,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
456-6 |
2.618 |
447-2 |
1.618 |
441-4 |
1.000 |
438-0 |
0.618 |
435-6 |
HIGH |
432-2 |
0.618 |
430-0 |
0.500 |
429-3 |
0.382 |
428-6 |
LOW |
426-4 |
0.618 |
423-0 |
1.000 |
420-6 |
1.618 |
417-2 |
2.618 |
411-4 |
4.250 |
402-0 |
|
|
Fisher Pivots for day following 06-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
431-1 |
431-1 |
PP |
430-2 |
430-3 |
S1 |
429-3 |
429-4 |
|