CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
375-0 |
377-0 |
2-0 |
0.5% |
423-4 |
| High |
384-4 |
382-4 |
-2-0 |
-0.5% |
426-0 |
| Low |
368-6 |
377-0 |
8-2 |
2.2% |
413-4 |
| Close |
384-0 |
381-0 |
-3-0 |
-0.8% |
423-0 |
| Range |
15-6 |
5-4 |
-10-2 |
-65.1% |
12-4 |
| ATR |
11-2 |
10-7 |
-0-2 |
-2.7% |
0-0 |
| Volume |
93,351 |
301,566 |
208,215 |
223.0% |
512,035 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
396-5 |
394-3 |
384-0 |
|
| R3 |
391-1 |
388-7 |
382-4 |
|
| R2 |
385-5 |
385-5 |
382-0 |
|
| R1 |
383-3 |
383-3 |
381-4 |
384-4 |
| PP |
380-1 |
380-1 |
380-1 |
380-6 |
| S1 |
377-7 |
377-7 |
380-4 |
379-0 |
| S2 |
374-5 |
374-5 |
380-0 |
|
| S3 |
369-1 |
372-3 |
379-4 |
|
| S4 |
363-5 |
366-7 |
378-0 |
|
|
| 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 |
423-4 |
368-6 |
54-6 |
14.4% |
8-4 |
2.2% |
22% |
False |
False |
160,658 |
| 10 |
426-0 |
368-6 |
57-2 |
15.0% |
7-5 |
2.0% |
21% |
False |
False |
125,941 |
| 20 |
426-0 |
368-6 |
57-2 |
15.0% |
7-6 |
2.0% |
21% |
False |
False |
99,870 |
| 40 |
426-0 |
368-6 |
57-2 |
15.0% |
8-7 |
2.3% |
21% |
False |
False |
102,057 |
| 60 |
426-0 |
368-6 |
57-2 |
15.0% |
10-0 |
2.6% |
21% |
False |
False |
85,930 |
| 80 |
426-0 |
324-2 |
101-6 |
26.7% |
10-0 |
2.6% |
56% |
False |
False |
70,579 |
| 100 |
426-0 |
319-4 |
106-4 |
28.0% |
9-6 |
2.6% |
58% |
False |
False |
60,082 |
| 120 |
426-0 |
319-4 |
106-4 |
28.0% |
9-5 |
2.5% |
58% |
False |
False |
52,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
405-7 |
|
2.618 |
396-7 |
|
1.618 |
391-3 |
|
1.000 |
388-0 |
|
0.618 |
385-7 |
|
HIGH |
382-4 |
|
0.618 |
380-3 |
|
0.500 |
379-6 |
|
0.382 |
379-1 |
|
LOW |
377-0 |
|
0.618 |
373-5 |
|
1.000 |
371-4 |
|
1.618 |
368-1 |
|
2.618 |
362-5 |
|
4.250 |
353-5 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
380-5 |
384-3 |
| PP |
380-1 |
383-2 |
| S1 |
379-6 |
382-1 |
|