CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
420-0 |
423-4 |
3-4 |
0.8% |
423-4 |
| High |
423-4 |
423-4 |
0-0 |
0.0% |
426-0 |
| Low |
415-0 |
418-0 |
3-0 |
0.7% |
413-4 |
| Close |
423-0 |
422-4 |
-0-4 |
-0.1% |
423-0 |
| Range |
8-4 |
5-4 |
-3-0 |
-35.3% |
12-4 |
| ATR |
9-0 |
8-6 |
-0-2 |
-2.8% |
0-0 |
| Volume |
137,395 |
135,002 |
-2,393 |
-1.7% |
512,035 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
437-7 |
435-5 |
425-4 |
|
| R3 |
432-3 |
430-1 |
424-0 |
|
| R2 |
426-7 |
426-7 |
423-4 |
|
| R1 |
424-5 |
424-5 |
423-0 |
423-0 |
| PP |
421-3 |
421-3 |
421-3 |
420-4 |
| S1 |
419-1 |
419-1 |
422-0 |
417-4 |
| S2 |
415-7 |
415-7 |
421-4 |
|
| S3 |
410-3 |
413-5 |
421-0 |
|
| S4 |
404-7 |
408-1 |
419-4 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
458-3 |
453-1 |
429-7 |
|
| R3 |
445-7 |
440-5 |
426-4 |
|
| R2 |
433-3 |
433-3 |
425-2 |
|
| R1 |
428-1 |
428-1 |
424-1 |
424-4 |
| PP |
420-7 |
420-7 |
420-7 |
419-0 |
| S1 |
415-5 |
415-5 |
421-7 |
412-0 |
| S2 |
408-3 |
408-3 |
420-6 |
|
| S3 |
395-7 |
403-1 |
419-4 |
|
| S4 |
383-3 |
390-5 |
416-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
423-6 |
415-0 |
8-6 |
2.1% |
6-3 |
1.5% |
86% |
False |
False |
118,074 |
| 10 |
426-0 |
406-0 |
20-0 |
4.7% |
7-0 |
1.6% |
83% |
False |
False |
89,603 |
| 20 |
426-0 |
380-4 |
45-4 |
10.8% |
8-2 |
1.9% |
92% |
False |
False |
92,349 |
| 40 |
426-0 |
379-0 |
47-0 |
11.1% |
8-7 |
2.1% |
93% |
False |
False |
97,277 |
| 60 |
426-0 |
377-4 |
48-4 |
11.5% |
9-7 |
2.3% |
93% |
False |
False |
78,546 |
| 80 |
426-0 |
324-2 |
101-6 |
24.1% |
10-1 |
2.4% |
97% |
False |
False |
65,100 |
| 100 |
426-0 |
319-4 |
106-4 |
25.2% |
9-5 |
2.3% |
97% |
False |
False |
55,186 |
| 120 |
426-0 |
319-4 |
106-4 |
25.2% |
9-5 |
2.3% |
97% |
False |
False |
48,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
446-7 |
|
2.618 |
437-7 |
|
1.618 |
432-3 |
|
1.000 |
429-0 |
|
0.618 |
426-7 |
|
HIGH |
423-4 |
|
0.618 |
421-3 |
|
0.500 |
420-6 |
|
0.382 |
420-1 |
|
LOW |
418-0 |
|
0.618 |
414-5 |
|
1.000 |
412-4 |
|
1.618 |
409-1 |
|
2.618 |
403-5 |
|
4.250 |
394-5 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
421-7 |
421-4 |
| PP |
421-3 |
420-3 |
| S1 |
420-6 |
419-3 |
|