CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 13-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
403-0 |
385-0 |
-18-0 |
-4.5% |
432-4 |
High |
407-0 |
395-0 |
-12-0 |
-2.9% |
435-0 |
Low |
403-0 |
379-2 |
-23-6 |
-5.9% |
424-0 |
Close |
403-0 |
395-0 |
-8-0 |
-2.0% |
433-2 |
Range |
4-0 |
15-6 |
11-6 |
293.8% |
11-0 |
ATR |
9-3 |
10-3 |
1-0 |
11.0% |
0-0 |
Volume |
26,037 |
26,626 |
589 |
2.3% |
89,509 |
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
437-0 |
431-6 |
403-5 |
|
R3 |
421-2 |
416-0 |
399-3 |
|
R2 |
405-4 |
405-4 |
397-7 |
|
R1 |
400-2 |
400-2 |
396-4 |
402-7 |
PP |
389-6 |
389-6 |
389-6 |
391-0 |
S1 |
384-4 |
384-4 |
393-4 |
387-1 |
S2 |
374-0 |
374-0 |
392-1 |
|
S3 |
358-2 |
368-6 |
390-5 |
|
S4 |
342-4 |
353-0 |
386-3 |
|
|
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 |
434-0 |
379-2 |
54-6 |
13.9% |
8-2 |
2.1% |
29% |
False |
True |
24,784 |
10 |
435-0 |
379-2 |
55-6 |
14.1% |
7-2 |
1.8% |
28% |
False |
True |
19,214 |
20 |
435-0 |
379-2 |
55-6 |
14.1% |
6-6 |
1.7% |
28% |
False |
True |
15,469 |
40 |
435-0 |
379-2 |
55-6 |
14.1% |
7-4 |
1.9% |
28% |
False |
True |
15,038 |
60 |
435-0 |
379-2 |
55-6 |
14.1% |
8-5 |
2.2% |
28% |
False |
True |
13,093 |
80 |
435-0 |
333-4 |
101-4 |
25.7% |
8-3 |
2.1% |
61% |
False |
False |
11,226 |
100 |
435-0 |
328-4 |
106-4 |
27.0% |
7-7 |
2.0% |
62% |
False |
False |
9,662 |
120 |
435-0 |
328-4 |
106-4 |
27.0% |
7-2 |
1.8% |
62% |
False |
False |
8,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
462-0 |
2.618 |
436-2 |
1.618 |
420-4 |
1.000 |
410-6 |
0.618 |
404-6 |
HIGH |
395-0 |
0.618 |
389-0 |
0.500 |
387-1 |
0.382 |
385-2 |
LOW |
379-2 |
0.618 |
369-4 |
1.000 |
363-4 |
1.618 |
353-6 |
2.618 |
338-0 |
4.250 |
312-2 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
392-3 |
406-3 |
PP |
389-6 |
402-5 |
S1 |
387-1 |
398-6 |
|