CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 07-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
430-0 |
426-4 |
-3-4 |
-0.8% |
426-4 |
High |
432-2 |
434-0 |
1-6 |
0.4% |
427-6 |
Low |
426-4 |
426-4 |
0-0 |
0.0% |
416-4 |
Close |
432-0 |
428-0 |
-4-0 |
-0.9% |
424-2 |
Range |
5-6 |
7-4 |
1-6 |
30.4% |
11-2 |
ATR |
8-0 |
7-7 |
0-0 |
-0.4% |
0-0 |
Volume |
11,090 |
16,914 |
5,824 |
52.5% |
45,555 |
|
Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
452-0 |
447-4 |
432-1 |
|
R3 |
444-4 |
440-0 |
430-0 |
|
R2 |
437-0 |
437-0 |
429-3 |
|
R1 |
432-4 |
432-4 |
428-6 |
434-6 |
PP |
429-4 |
429-4 |
429-4 |
430-5 |
S1 |
425-0 |
425-0 |
427-2 |
427-2 |
S2 |
422-0 |
422-0 |
426-5 |
|
S3 |
414-4 |
417-4 |
426-0 |
|
S4 |
407-0 |
410-0 |
423-7 |
|
|
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 |
424-0 |
11-0 |
2.6% |
6-0 |
1.4% |
36% |
False |
False |
14,627 |
10 |
435-0 |
411-0 |
24-0 |
5.6% |
5-3 |
1.3% |
71% |
False |
False |
11,727 |
20 |
435-0 |
391-6 |
43-2 |
10.1% |
7-1 |
1.7% |
84% |
False |
False |
14,075 |
40 |
435-0 |
391-6 |
43-2 |
10.1% |
7-7 |
1.8% |
84% |
False |
False |
14,030 |
60 |
435-0 |
386-4 |
48-4 |
11.3% |
8-4 |
2.0% |
86% |
False |
False |
11,792 |
80 |
435-0 |
333-4 |
101-4 |
23.7% |
8-3 |
2.0% |
93% |
False |
False |
10,079 |
100 |
435-0 |
328-4 |
106-4 |
24.9% |
7-6 |
1.8% |
93% |
False |
False |
8,671 |
120 |
435-0 |
328-4 |
106-4 |
24.9% |
7-1 |
1.7% |
93% |
False |
False |
7,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
465-7 |
2.618 |
453-5 |
1.618 |
446-1 |
1.000 |
441-4 |
0.618 |
438-5 |
HIGH |
434-0 |
0.618 |
431-1 |
0.500 |
430-2 |
0.382 |
429-3 |
LOW |
426-4 |
0.618 |
421-7 |
1.000 |
419-0 |
1.618 |
414-3 |
2.618 |
406-7 |
4.250 |
394-5 |
|
|
Fisher Pivots for day following 07-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
430-2 |
430-2 |
PP |
429-4 |
429-4 |
S1 |
428-6 |
428-6 |
|