CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
371-4 |
370-0 |
-1-4 |
-0.4% |
379-0 |
| High |
372-0 |
373-4 |
1-4 |
0.4% |
385-0 |
| Low |
369-2 |
368-6 |
-0-4 |
-0.1% |
373-6 |
| Close |
369-2 |
372-6 |
3-4 |
0.9% |
375-4 |
| Range |
2-6 |
4-6 |
2-0 |
72.7% |
11-2 |
| ATR |
8-4 |
8-2 |
-0-2 |
-3.2% |
0-0 |
| Volume |
23,812 |
24,771 |
959 |
4.0% |
100,095 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
385-7 |
384-1 |
375-3 |
|
| R3 |
381-1 |
379-3 |
374-0 |
|
| R2 |
376-3 |
376-3 |
373-5 |
|
| R1 |
374-5 |
374-5 |
373-1 |
375-4 |
| PP |
371-5 |
371-5 |
371-5 |
372-1 |
| S1 |
369-7 |
369-7 |
372-3 |
370-6 |
| S2 |
366-7 |
366-7 |
371-7 |
|
| S3 |
362-1 |
365-1 |
371-4 |
|
| S4 |
357-3 |
360-3 |
370-1 |
|
|
| 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 |
380-4 |
368-6 |
11-6 |
3.2% |
4-6 |
1.3% |
34% |
False |
True |
25,981 |
| 10 |
393-0 |
368-6 |
24-2 |
6.5% |
5-4 |
1.5% |
16% |
False |
True |
28,878 |
| 20 |
435-0 |
368-6 |
66-2 |
17.8% |
6-3 |
1.7% |
6% |
False |
True |
24,046 |
| 40 |
435-0 |
368-6 |
66-2 |
17.8% |
6-6 |
1.8% |
6% |
False |
True |
19,391 |
| 60 |
435-0 |
368-6 |
66-2 |
17.8% |
8-0 |
2.2% |
6% |
False |
True |
16,860 |
| 80 |
435-0 |
352-4 |
82-4 |
22.1% |
8-1 |
2.2% |
25% |
False |
False |
14,284 |
| 100 |
435-0 |
328-4 |
106-4 |
28.6% |
7-7 |
2.1% |
42% |
False |
False |
12,254 |
| 120 |
435-0 |
328-4 |
106-4 |
28.6% |
7-2 |
1.9% |
42% |
False |
False |
10,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
393-6 |
|
2.618 |
385-7 |
|
1.618 |
381-1 |
|
1.000 |
378-2 |
|
0.618 |
376-3 |
|
HIGH |
373-4 |
|
0.618 |
371-5 |
|
0.500 |
371-1 |
|
0.382 |
370-5 |
|
LOW |
368-6 |
|
0.618 |
365-7 |
|
1.000 |
364-0 |
|
1.618 |
361-1 |
|
2.618 |
356-3 |
|
4.250 |
348-4 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
372-2 |
373-5 |
| PP |
371-5 |
373-3 |
| S1 |
371-1 |
373-0 |
|