CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
375-0 |
378-4 |
3-4 |
0.9% |
433-0 |
| High |
379-0 |
382-6 |
3-6 |
1.0% |
433-4 |
| Low |
373-6 |
375-6 |
2-0 |
0.5% |
379-2 |
| Close |
378-6 |
382-6 |
4-0 |
1.1% |
382-4 |
| Range |
5-2 |
7-0 |
1-6 |
33.3% |
54-2 |
| ATR |
9-5 |
9-4 |
-0-2 |
-2.0% |
0-0 |
| Volume |
24,619 |
25,776 |
1,157 |
4.7% |
163,269 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
401-3 |
399-1 |
386-5 |
|
| R3 |
394-3 |
392-1 |
384-5 |
|
| R2 |
387-3 |
387-3 |
384-0 |
|
| R1 |
385-1 |
385-1 |
383-3 |
386-2 |
| PP |
380-3 |
380-3 |
380-3 |
381-0 |
| S1 |
378-1 |
378-1 |
382-1 |
379-2 |
| S2 |
373-3 |
373-3 |
381-4 |
|
| S3 |
366-3 |
371-1 |
380-7 |
|
| S4 |
359-3 |
364-1 |
378-7 |
|
|
| 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 |
393-0 |
373-6 |
19-2 |
5.0% |
6-1 |
1.6% |
47% |
False |
False |
31,775 |
| 10 |
434-0 |
373-6 |
60-2 |
15.7% |
7-1 |
1.9% |
15% |
False |
False |
28,280 |
| 20 |
435-0 |
373-6 |
61-2 |
16.0% |
6-2 |
1.6% |
15% |
False |
False |
20,080 |
| 40 |
435-0 |
373-6 |
61-2 |
16.0% |
7-4 |
2.0% |
15% |
False |
False |
18,015 |
| 60 |
435-0 |
373-6 |
61-2 |
16.0% |
8-2 |
2.2% |
15% |
False |
False |
15,368 |
| 80 |
435-0 |
352-4 |
82-4 |
21.6% |
8-2 |
2.2% |
37% |
False |
False |
12,983 |
| 100 |
435-0 |
328-4 |
106-4 |
27.8% |
7-7 |
2.0% |
51% |
False |
False |
11,136 |
| 120 |
435-0 |
328-4 |
106-4 |
27.8% |
7-3 |
1.9% |
51% |
False |
False |
9,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
412-4 |
|
2.618 |
401-1 |
|
1.618 |
394-1 |
|
1.000 |
389-6 |
|
0.618 |
387-1 |
|
HIGH |
382-6 |
|
0.618 |
380-1 |
|
0.500 |
379-2 |
|
0.382 |
378-3 |
|
LOW |
375-6 |
|
0.618 |
371-3 |
|
1.000 |
368-6 |
|
1.618 |
364-3 |
|
2.618 |
357-3 |
|
4.250 |
346-0 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
381-5 |
381-5 |
| PP |
380-3 |
380-4 |
| S1 |
379-2 |
379-3 |
|