CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 19-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
387-4 |
379-0 |
-8-4 |
-2.2% |
433-0 |
High |
388-0 |
385-0 |
-3-0 |
-0.8% |
433-4 |
Low |
380-4 |
379-0 |
-1-4 |
-0.4% |
379-2 |
Close |
382-4 |
380-2 |
-2-2 |
-0.6% |
382-4 |
Range |
7-4 |
6-0 |
-1-4 |
-20.0% |
54-2 |
ATR |
10-2 |
9-7 |
-0-2 |
-2.9% |
0-0 |
Volume |
41,417 |
21,769 |
-19,648 |
-47.4% |
163,269 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
399-3 |
395-7 |
383-4 |
|
R3 |
393-3 |
389-7 |
381-7 |
|
R2 |
387-3 |
387-3 |
381-3 |
|
R1 |
383-7 |
383-7 |
380-6 |
385-5 |
PP |
381-3 |
381-3 |
381-3 |
382-2 |
S1 |
377-7 |
377-7 |
379-6 |
379-5 |
S2 |
375-3 |
375-3 |
379-1 |
|
S3 |
369-3 |
371-7 |
378-5 |
|
S4 |
363-3 |
365-7 |
377-0 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
561-1 |
526-1 |
412-3 |
|
R3 |
506-7 |
471-7 |
397-3 |
|
R2 |
452-5 |
452-5 |
392-4 |
|
R1 |
417-5 |
417-5 |
387-4 |
408-0 |
PP |
398-3 |
398-3 |
398-3 |
393-5 |
S1 |
363-3 |
363-3 |
377-4 |
353-6 |
S2 |
344-1 |
344-1 |
372-4 |
|
S3 |
289-7 |
309-1 |
367-5 |
|
S4 |
235-5 |
254-7 |
352-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
407-0 |
379-0 |
28-0 |
7.4% |
7-5 |
2.0% |
4% |
False |
True |
32,229 |
10 |
434-0 |
379-0 |
55-0 |
14.5% |
6-6 |
1.8% |
2% |
False |
True |
26,290 |
20 |
435-0 |
379-0 |
56-0 |
14.7% |
6-4 |
1.7% |
2% |
False |
True |
18,746 |
40 |
435-0 |
379-0 |
56-0 |
14.7% |
7-3 |
1.9% |
2% |
False |
True |
17,192 |
60 |
435-0 |
379-0 |
56-0 |
14.7% |
8-4 |
2.2% |
2% |
False |
True |
14,746 |
80 |
435-0 |
345-4 |
89-4 |
23.5% |
8-2 |
2.2% |
39% |
False |
False |
12,446 |
100 |
435-0 |
328-4 |
106-4 |
28.0% |
7-6 |
2.0% |
49% |
False |
False |
10,678 |
120 |
435-0 |
328-4 |
106-4 |
28.0% |
7-3 |
1.9% |
49% |
False |
False |
9,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
410-4 |
2.618 |
400-6 |
1.618 |
394-6 |
1.000 |
391-0 |
0.618 |
388-6 |
HIGH |
385-0 |
0.618 |
382-6 |
0.500 |
382-0 |
0.382 |
381-2 |
LOW |
379-0 |
0.618 |
375-2 |
1.000 |
373-0 |
1.618 |
369-2 |
2.618 |
363-2 |
4.250 |
353-4 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
382-0 |
386-0 |
PP |
381-3 |
384-1 |
S1 |
380-7 |
382-1 |
|