CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 26-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
377-4 |
374-4 |
-3-0 |
-0.8% |
379-0 |
High |
379-6 |
378-4 |
-1-2 |
-0.3% |
385-0 |
Low |
376-2 |
371-2 |
-5-0 |
-1.3% |
373-6 |
Close |
378-6 |
373-2 |
-5-4 |
-1.5% |
375-4 |
Range |
3-4 |
7-2 |
3-6 |
107.1% |
11-2 |
ATR |
9-0 |
8-7 |
-0-1 |
-1.2% |
0-0 |
Volume |
30,652 |
22,742 |
-7,910 |
-25.8% |
100,095 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396-1 |
391-7 |
377-2 |
|
R3 |
388-7 |
384-5 |
375-2 |
|
R2 |
381-5 |
381-5 |
374-5 |
|
R1 |
377-3 |
377-3 |
373-7 |
375-7 |
PP |
374-3 |
374-3 |
374-3 |
373-4 |
S1 |
370-1 |
370-1 |
372-5 |
368-5 |
S2 |
367-1 |
367-1 |
371-7 |
|
S3 |
359-7 |
362-7 |
371-2 |
|
S4 |
352-5 |
355-5 |
369-2 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
411-7 |
404-7 |
381-6 |
|
R3 |
400-5 |
393-5 |
378-5 |
|
R2 |
389-3 |
389-3 |
377-4 |
|
R1 |
382-3 |
382-3 |
376-4 |
380-2 |
PP |
378-1 |
378-1 |
378-1 |
377-0 |
S1 |
371-1 |
371-1 |
374-4 |
369-0 |
S2 |
366-7 |
366-7 |
373-4 |
|
S3 |
355-5 |
359-7 |
372-3 |
|
S4 |
344-3 |
348-5 |
369-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
382-6 |
371-2 |
11-4 |
3.1% |
5-6 |
1.5% |
17% |
False |
True |
26,344 |
10 |
407-0 |
371-2 |
35-6 |
9.6% |
6-5 |
1.8% |
6% |
False |
True |
29,286 |
20 |
435-0 |
371-2 |
63-6 |
17.1% |
6-3 |
1.7% |
3% |
False |
True |
22,591 |
40 |
435-0 |
371-2 |
63-6 |
17.1% |
7-1 |
1.9% |
3% |
False |
True |
19,065 |
60 |
435-0 |
371-2 |
63-6 |
17.1% |
8-1 |
2.2% |
3% |
False |
True |
16,372 |
80 |
435-0 |
352-4 |
82-4 |
22.1% |
8-2 |
2.2% |
25% |
False |
False |
13,768 |
100 |
435-0 |
328-4 |
106-4 |
28.5% |
7-7 |
2.1% |
42% |
False |
False |
11,835 |
120 |
435-0 |
328-4 |
106-4 |
28.5% |
7-3 |
2.0% |
42% |
False |
False |
10,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
409-2 |
2.618 |
397-4 |
1.618 |
390-2 |
1.000 |
385-6 |
0.618 |
383-0 |
HIGH |
378-4 |
0.618 |
375-6 |
0.500 |
374-7 |
0.382 |
374-0 |
LOW |
371-2 |
0.618 |
366-6 |
1.000 |
364-0 |
1.618 |
359-4 |
2.618 |
352-2 |
4.250 |
340-4 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
374-7 |
375-7 |
PP |
374-3 |
375-0 |
S1 |
373-6 |
374-1 |
|