CME Pit-Traded Corn Future May 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 |
430-0 |
433-0 |
3-0 |
0.7% |
432-4 |
| High |
433-6 |
433-4 |
-0-2 |
-0.1% |
435-0 |
| Low |
425-4 |
428-0 |
2-4 |
0.6% |
424-0 |
| Close |
433-2 |
433-0 |
-0-2 |
-0.1% |
433-2 |
| Range |
8-2 |
5-4 |
-2-6 |
-33.3% |
11-0 |
| ATR |
8-0 |
7-6 |
-0-1 |
-2.2% |
0-0 |
| Volume |
30,454 |
23,891 |
-6,563 |
-21.6% |
89,509 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
448-0 |
446-0 |
436-0 |
|
| R3 |
442-4 |
440-4 |
434-4 |
|
| R2 |
437-0 |
437-0 |
434-0 |
|
| R1 |
435-0 |
435-0 |
433-4 |
435-6 |
| PP |
431-4 |
431-4 |
431-4 |
431-7 |
| S1 |
429-4 |
429-4 |
432-4 |
430-2 |
| S2 |
426-0 |
426-0 |
432-0 |
|
| S3 |
420-4 |
424-0 |
431-4 |
|
| S4 |
415-0 |
418-4 |
430-0 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
463-6 |
459-4 |
439-2 |
|
| R3 |
452-6 |
448-4 |
436-2 |
|
| R2 |
441-6 |
441-6 |
435-2 |
|
| R1 |
437-4 |
437-4 |
434-2 |
439-5 |
| PP |
430-6 |
430-6 |
430-6 |
431-6 |
| S1 |
426-4 |
426-4 |
432-2 |
428-5 |
| S2 |
419-6 |
419-6 |
431-2 |
|
| S3 |
408-6 |
415-4 |
430-2 |
|
| S4 |
397-6 |
404-4 |
427-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
434-0 |
425-4 |
8-4 |
2.0% |
6-0 |
1.4% |
88% |
False |
False |
20,351 |
| 10 |
435-0 |
416-4 |
18-4 |
4.3% |
6-1 |
1.4% |
89% |
False |
False |
15,895 |
| 20 |
435-0 |
402-4 |
32-4 |
7.5% |
6-7 |
1.6% |
94% |
False |
False |
15,170 |
| 40 |
435-0 |
391-6 |
43-2 |
10.0% |
7-4 |
1.7% |
95% |
False |
False |
14,453 |
| 60 |
435-0 |
386-4 |
48-4 |
11.2% |
8-4 |
1.9% |
96% |
False |
False |
12,389 |
| 80 |
435-0 |
333-4 |
101-4 |
23.4% |
8-3 |
1.9% |
98% |
False |
False |
10,625 |
| 100 |
435-0 |
328-4 |
106-4 |
24.6% |
7-6 |
1.8% |
98% |
False |
False |
9,167 |
| 120 |
435-0 |
328-4 |
106-4 |
24.6% |
7-1 |
1.7% |
98% |
False |
False |
8,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
456-7 |
|
2.618 |
447-7 |
|
1.618 |
442-3 |
|
1.000 |
439-0 |
|
0.618 |
436-7 |
|
HIGH |
433-4 |
|
0.618 |
431-3 |
|
0.500 |
430-6 |
|
0.382 |
430-1 |
|
LOW |
428-0 |
|
0.618 |
424-5 |
|
1.000 |
422-4 |
|
1.618 |
419-1 |
|
2.618 |
413-5 |
|
4.250 |
404-5 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
432-2 |
431-7 |
| PP |
431-4 |
430-7 |
| S1 |
430-6 |
429-6 |
|