CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
377-0 |
369-0 |
-8-0 |
-2.1% |
423-4 |
| High |
377-2 |
374-0 |
-3-2 |
-0.9% |
423-4 |
| Low |
369-4 |
368-0 |
-1-4 |
-0.4% |
368-6 |
| Close |
371-4 |
369-2 |
-2-2 |
-0.6% |
371-4 |
| Range |
7-6 |
6-0 |
-1-6 |
-22.6% |
54-6 |
| ATR |
11-0 |
10-5 |
-0-3 |
-3.2% |
0-0 |
| Volume |
150,818 |
164,273 |
13,455 |
8.9% |
816,716 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
388-3 |
384-7 |
372-4 |
|
| R3 |
382-3 |
378-7 |
370-7 |
|
| R2 |
376-3 |
376-3 |
370-3 |
|
| R1 |
372-7 |
372-7 |
369-6 |
374-5 |
| PP |
370-3 |
370-3 |
370-3 |
371-2 |
| S1 |
366-7 |
366-7 |
368-6 |
368-5 |
| S2 |
364-3 |
364-3 |
368-1 |
|
| S3 |
358-3 |
360-7 |
367-5 |
|
| S4 |
352-3 |
354-7 |
366-0 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
552-1 |
516-5 |
401-5 |
|
| R3 |
497-3 |
461-7 |
386-4 |
|
| R2 |
442-5 |
442-5 |
381-4 |
|
| R1 |
407-1 |
407-1 |
376-4 |
397-4 |
| PP |
387-7 |
387-7 |
387-7 |
383-1 |
| S1 |
352-3 |
352-3 |
366-4 |
342-6 |
| S2 |
333-1 |
333-1 |
361-4 |
|
| S3 |
278-3 |
297-5 |
356-4 |
|
| S4 |
223-5 |
242-7 |
341-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
400-0 |
368-0 |
32-0 |
8.7% |
8-4 |
2.3% |
4% |
False |
True |
169,197 |
| 10 |
423-6 |
368-0 |
55-6 |
15.1% |
7-3 |
2.0% |
2% |
False |
True |
143,635 |
| 20 |
426-0 |
368-0 |
58-0 |
15.7% |
7-4 |
2.0% |
2% |
False |
True |
106,509 |
| 40 |
426-0 |
368-0 |
58-0 |
15.7% |
8-7 |
2.4% |
2% |
False |
True |
107,566 |
| 60 |
426-0 |
368-0 |
58-0 |
15.7% |
10-0 |
2.7% |
2% |
False |
True |
90,443 |
| 80 |
426-0 |
332-6 |
93-2 |
25.3% |
10-0 |
2.7% |
39% |
False |
False |
74,195 |
| 100 |
426-0 |
319-4 |
106-4 |
28.8% |
9-6 |
2.6% |
47% |
False |
False |
63,016 |
| 120 |
426-0 |
319-4 |
106-4 |
28.8% |
9-4 |
2.6% |
47% |
False |
False |
54,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
399-4 |
|
2.618 |
389-6 |
|
1.618 |
383-6 |
|
1.000 |
380-0 |
|
0.618 |
377-6 |
|
HIGH |
374-0 |
|
0.618 |
371-6 |
|
0.500 |
371-0 |
|
0.382 |
370-2 |
|
LOW |
368-0 |
|
0.618 |
364-2 |
|
1.000 |
362-0 |
|
1.618 |
358-2 |
|
2.618 |
352-2 |
|
4.250 |
342-4 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
371-0 |
375-2 |
| PP |
370-3 |
373-2 |
| S1 |
369-7 |
371-2 |
|