CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 29-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
370-0 |
373-0 |
3-0 |
0.8% |
377-4 |
High |
373-4 |
373-4 |
0-0 |
0.0% |
379-6 |
Low |
368-6 |
366-4 |
-2-2 |
-0.6% |
366-4 |
Close |
372-6 |
367-6 |
-5-0 |
-1.3% |
367-6 |
Range |
4-6 |
7-0 |
2-2 |
47.4% |
13-2 |
ATR |
8-2 |
8-1 |
-0-1 |
-1.1% |
0-0 |
Volume |
24,771 |
34,364 |
9,593 |
38.7% |
136,341 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
390-2 |
386-0 |
371-5 |
|
R3 |
383-2 |
379-0 |
369-5 |
|
R2 |
376-2 |
376-2 |
369-0 |
|
R1 |
372-0 |
372-0 |
368-3 |
370-5 |
PP |
369-2 |
369-2 |
369-2 |
368-4 |
S1 |
365-0 |
365-0 |
367-1 |
363-5 |
S2 |
362-2 |
362-2 |
366-4 |
|
S3 |
355-2 |
358-0 |
365-7 |
|
S4 |
348-2 |
351-0 |
363-7 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
411-1 |
402-5 |
375-0 |
|
R3 |
397-7 |
389-3 |
371-3 |
|
R2 |
384-5 |
384-5 |
370-1 |
|
R1 |
376-1 |
376-1 |
369-0 |
373-6 |
PP |
371-3 |
371-3 |
371-3 |
370-1 |
S1 |
362-7 |
362-7 |
366-4 |
360-4 |
S2 |
358-1 |
358-1 |
365-3 |
|
S3 |
344-7 |
349-5 |
364-1 |
|
S4 |
331-5 |
336-3 |
360-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
379-6 |
366-4 |
13-2 |
3.6% |
5-0 |
1.4% |
9% |
False |
True |
27,268 |
10 |
388-0 |
366-4 |
21-4 |
5.8% |
5-5 |
1.5% |
6% |
False |
True |
27,785 |
20 |
435-0 |
366-4 |
68-4 |
18.6% |
6-2 |
1.7% |
2% |
False |
True |
25,164 |
40 |
435-0 |
366-4 |
68-4 |
18.6% |
6-6 |
1.8% |
2% |
False |
True |
19,847 |
60 |
435-0 |
366-4 |
68-4 |
18.6% |
7-7 |
2.1% |
2% |
False |
True |
17,318 |
80 |
435-0 |
366-4 |
68-4 |
18.6% |
8-1 |
2.2% |
2% |
False |
True |
14,691 |
100 |
435-0 |
328-4 |
106-4 |
29.0% |
7-7 |
2.2% |
37% |
False |
False |
12,573 |
120 |
435-0 |
328-4 |
106-4 |
29.0% |
7-2 |
2.0% |
37% |
False |
False |
10,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
403-2 |
2.618 |
391-7 |
1.618 |
384-7 |
1.000 |
380-4 |
0.618 |
377-7 |
HIGH |
373-4 |
0.618 |
370-7 |
0.500 |
370-0 |
0.382 |
369-1 |
LOW |
366-4 |
0.618 |
362-1 |
1.000 |
359-4 |
1.618 |
355-1 |
2.618 |
348-1 |
4.250 |
336-6 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
370-0 |
370-0 |
PP |
369-2 |
369-2 |
S1 |
368-4 |
368-4 |
|