CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
426-4 |
430-0 |
3-4 |
0.8% |
432-4 |
High |
434-0 |
433-6 |
-0-2 |
-0.1% |
435-0 |
Low |
426-4 |
425-4 |
-1-0 |
-0.2% |
424-0 |
Close |
428-0 |
433-2 |
5-2 |
1.2% |
433-2 |
Range |
7-4 |
8-2 |
0-6 |
10.0% |
11-0 |
ATR |
7-7 |
8-0 |
0-0 |
0.3% |
0-0 |
Volume |
16,914 |
30,454 |
13,540 |
80.1% |
89,509 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
455-5 |
452-5 |
437-6 |
|
R3 |
447-3 |
444-3 |
435-4 |
|
R2 |
439-1 |
439-1 |
434-6 |
|
R1 |
436-1 |
436-1 |
434-0 |
437-5 |
PP |
430-7 |
430-7 |
430-7 |
431-4 |
S1 |
427-7 |
427-7 |
432-4 |
429-3 |
S2 |
422-5 |
422-5 |
431-6 |
|
S3 |
414-3 |
419-5 |
431-0 |
|
S4 |
406-1 |
411-3 |
428-6 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
463-6 |
459-4 |
439-2 |
|
R3 |
452-6 |
448-4 |
436-2 |
|
R2 |
441-6 |
441-6 |
435-2 |
|
R1 |
437-4 |
437-4 |
434-2 |
439-5 |
PP |
430-6 |
430-6 |
430-6 |
431-6 |
S1 |
426-4 |
426-4 |
432-2 |
428-5 |
S2 |
419-6 |
419-6 |
431-2 |
|
S3 |
408-6 |
415-4 |
430-2 |
|
S4 |
397-6 |
404-4 |
427-2 |
|
|
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 |
2.5% |
7-0 |
1.6% |
84% |
False |
False |
17,901 |
10 |
435-0 |
416-4 |
18-4 |
4.3% |
5-6 |
1.3% |
91% |
False |
False |
14,128 |
20 |
435-0 |
392-4 |
42-4 |
9.8% |
7-2 |
1.7% |
96% |
False |
False |
14,859 |
40 |
435-0 |
391-6 |
43-2 |
10.0% |
7-5 |
1.8% |
96% |
False |
False |
14,431 |
60 |
435-0 |
386-4 |
48-4 |
11.2% |
8-4 |
1.9% |
96% |
False |
False |
12,183 |
80 |
435-0 |
333-4 |
101-4 |
23.4% |
8-4 |
2.0% |
98% |
False |
False |
10,433 |
100 |
435-0 |
328-4 |
106-4 |
24.6% |
7-6 |
1.8% |
98% |
False |
False |
8,952 |
120 |
435-0 |
328-4 |
106-4 |
24.6% |
7-1 |
1.6% |
98% |
False |
False |
7,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
468-6 |
2.618 |
455-3 |
1.618 |
447-1 |
1.000 |
442-0 |
0.618 |
438-7 |
HIGH |
433-6 |
0.618 |
430-5 |
0.500 |
429-5 |
0.382 |
428-5 |
LOW |
425-4 |
0.618 |
420-3 |
1.000 |
417-2 |
1.618 |
412-1 |
2.618 |
403-7 |
4.250 |
390-4 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
432-0 |
432-1 |
PP |
430-7 |
430-7 |
S1 |
429-5 |
429-6 |
|