CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 14-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
385-0 |
388-0 |
3-0 |
0.8% |
432-4 |
High |
395-0 |
393-0 |
-2-0 |
-0.5% |
435-0 |
Low |
379-2 |
388-0 |
8-6 |
2.3% |
424-0 |
Close |
395-0 |
391-6 |
-3-2 |
-0.8% |
433-2 |
Range |
15-6 |
5-0 |
-10-6 |
-68.3% |
11-0 |
ATR |
10-3 |
10-1 |
-0-2 |
-2.3% |
0-0 |
Volume |
26,626 |
45,298 |
18,672 |
70.1% |
89,509 |
|
Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
405-7 |
403-7 |
394-4 |
|
R3 |
400-7 |
398-7 |
393-1 |
|
R2 |
395-7 |
395-7 |
392-5 |
|
R1 |
393-7 |
393-7 |
392-2 |
394-7 |
PP |
390-7 |
390-7 |
390-7 |
391-4 |
S1 |
388-7 |
388-7 |
391-2 |
389-7 |
S2 |
385-7 |
385-7 |
390-7 |
|
S3 |
380-7 |
383-7 |
390-3 |
|
S4 |
375-7 |
378-7 |
389-0 |
|
|
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 |
433-6 |
379-2 |
54-4 |
13.9% |
7-6 |
2.0% |
23% |
False |
False |
30,461 |
10 |
435-0 |
379-2 |
55-6 |
14.2% |
6-7 |
1.7% |
22% |
False |
False |
22,544 |
20 |
435-0 |
379-2 |
55-6 |
14.2% |
6-7 |
1.7% |
22% |
False |
False |
17,141 |
40 |
435-0 |
379-2 |
55-6 |
14.2% |
7-4 |
1.9% |
22% |
False |
False |
15,976 |
60 |
435-0 |
379-2 |
55-6 |
14.2% |
8-4 |
2.2% |
22% |
False |
False |
13,805 |
80 |
435-0 |
340-0 |
95-0 |
24.3% |
8-3 |
2.1% |
54% |
False |
False |
11,747 |
100 |
435-0 |
328-4 |
106-4 |
27.2% |
7-6 |
2.0% |
59% |
False |
False |
10,102 |
120 |
435-0 |
328-4 |
106-4 |
27.2% |
7-2 |
1.8% |
59% |
False |
False |
8,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
414-2 |
2.618 |
406-1 |
1.618 |
401-1 |
1.000 |
398-0 |
0.618 |
396-1 |
HIGH |
393-0 |
0.618 |
391-1 |
0.500 |
390-4 |
0.382 |
389-7 |
LOW |
388-0 |
0.618 |
384-7 |
1.000 |
383-0 |
1.618 |
379-7 |
2.618 |
374-7 |
4.250 |
366-6 |
|
|
Fisher Pivots for day following 14-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
391-3 |
393-1 |
PP |
390-7 |
392-5 |
S1 |
390-4 |
392-2 |
|