CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
432-4 |
428-2 |
-4-2 |
-1.0% |
426-4 |
| High |
435-0 |
429-2 |
-5-6 |
-1.3% |
427-6 |
| Low |
424-0 |
426-4 |
2-4 |
0.6% |
416-4 |
| Close |
428-6 |
429-0 |
0-2 |
0.1% |
424-2 |
| Range |
11-0 |
2-6 |
-8-2 |
-75.0% |
11-2 |
| ATR |
8-4 |
8-1 |
-0-3 |
-4.8% |
0-0 |
| Volume |
11,642 |
19,409 |
7,767 |
66.7% |
45,555 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
436-4 |
435-4 |
430-4 |
|
| R3 |
433-6 |
432-6 |
429-6 |
|
| R2 |
431-0 |
431-0 |
429-4 |
|
| R1 |
430-0 |
430-0 |
429-2 |
430-4 |
| PP |
428-2 |
428-2 |
428-2 |
428-4 |
| S1 |
427-2 |
427-2 |
428-6 |
427-6 |
| S2 |
425-4 |
425-4 |
428-4 |
|
| S3 |
422-6 |
424-4 |
428-2 |
|
| S4 |
420-0 |
421-6 |
427-4 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
456-5 |
451-5 |
430-4 |
|
| R3 |
445-3 |
440-3 |
427-3 |
|
| R2 |
434-1 |
434-1 |
426-2 |
|
| R1 |
429-1 |
429-1 |
425-2 |
426-0 |
| PP |
422-7 |
422-7 |
422-7 |
421-2 |
| S1 |
417-7 |
417-7 |
423-2 |
414-6 |
| S2 |
411-5 |
411-5 |
422-2 |
|
| S3 |
400-3 |
406-5 |
421-1 |
|
| S4 |
389-1 |
395-3 |
418-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
435-0 |
416-4 |
18-4 |
4.3% |
6-0 |
1.4% |
68% |
False |
False |
14,340 |
| 10 |
435-0 |
404-4 |
30-4 |
7.1% |
5-6 |
1.3% |
80% |
False |
False |
11,951 |
| 20 |
435-0 |
391-6 |
43-2 |
10.1% |
7-0 |
1.6% |
86% |
False |
False |
14,941 |
| 40 |
435-0 |
391-4 |
43-4 |
10.1% |
8-0 |
1.9% |
86% |
False |
False |
13,926 |
| 60 |
435-0 |
380-4 |
54-4 |
12.7% |
8-4 |
2.0% |
89% |
False |
False |
11,544 |
| 80 |
435-0 |
333-0 |
102-0 |
23.8% |
8-3 |
2.0% |
94% |
False |
False |
9,833 |
| 100 |
435-0 |
328-4 |
106-4 |
24.8% |
7-5 |
1.8% |
94% |
False |
False |
8,442 |
| 120 |
435-0 |
328-4 |
106-4 |
24.8% |
7-0 |
1.6% |
94% |
False |
False |
7,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
441-0 |
|
2.618 |
436-4 |
|
1.618 |
433-6 |
|
1.000 |
432-0 |
|
0.618 |
431-0 |
|
HIGH |
429-2 |
|
0.618 |
428-2 |
|
0.500 |
427-7 |
|
0.382 |
427-4 |
|
LOW |
426-4 |
|
0.618 |
424-6 |
|
1.000 |
423-6 |
|
1.618 |
422-0 |
|
2.618 |
419-2 |
|
4.250 |
414-6 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
428-5 |
429-4 |
| PP |
428-2 |
429-3 |
| S1 |
427-7 |
429-1 |
|