CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
433-0 |
403-0 |
-30-0 |
-6.9% |
432-4 |
| High |
433-4 |
407-0 |
-26-4 |
-6.1% |
435-0 |
| Low |
428-0 |
403-0 |
-25-0 |
-5.8% |
424-0 |
| Close |
433-0 |
403-0 |
-30-0 |
-6.9% |
433-2 |
| Range |
5-4 |
4-0 |
-1-4 |
-27.3% |
11-0 |
| ATR |
7-6 |
9-3 |
1-5 |
20.4% |
0-0 |
| Volume |
23,891 |
26,037 |
2,146 |
9.0% |
89,509 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
416-3 |
413-5 |
405-2 |
|
| R3 |
412-3 |
409-5 |
404-1 |
|
| R2 |
408-3 |
408-3 |
403-6 |
|
| R1 |
405-5 |
405-5 |
403-3 |
405-0 |
| PP |
404-3 |
404-3 |
404-3 |
404-0 |
| S1 |
401-5 |
401-5 |
402-5 |
401-0 |
| S2 |
400-3 |
400-3 |
402-2 |
|
| S3 |
396-3 |
397-5 |
401-7 |
|
| S4 |
392-3 |
393-5 |
400-6 |
|
|
| 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 |
403-0 |
31-0 |
7.7% |
6-2 |
1.5% |
0% |
False |
True |
21,677 |
| 10 |
435-0 |
403-0 |
32-0 |
7.9% |
6-1 |
1.5% |
0% |
False |
True |
18,008 |
| 20 |
435-0 |
403-0 |
32-0 |
7.9% |
6-3 |
1.6% |
0% |
False |
True |
15,090 |
| 40 |
435-0 |
391-6 |
43-2 |
10.7% |
7-2 |
1.8% |
26% |
False |
False |
14,688 |
| 60 |
435-0 |
386-4 |
48-4 |
12.0% |
8-3 |
2.1% |
34% |
False |
False |
12,727 |
| 80 |
435-0 |
333-4 |
101-4 |
25.2% |
8-2 |
2.1% |
68% |
False |
False |
10,913 |
| 100 |
435-0 |
328-4 |
106-4 |
26.4% |
7-6 |
1.9% |
70% |
False |
False |
9,410 |
| 120 |
435-0 |
328-4 |
106-4 |
26.4% |
7-1 |
1.8% |
70% |
False |
False |
8,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
424-0 |
|
2.618 |
417-4 |
|
1.618 |
413-4 |
|
1.000 |
411-0 |
|
0.618 |
409-4 |
|
HIGH |
407-0 |
|
0.618 |
405-4 |
|
0.500 |
405-0 |
|
0.382 |
404-4 |
|
LOW |
403-0 |
|
0.618 |
400-4 |
|
1.000 |
399-0 |
|
1.618 |
396-4 |
|
2.618 |
392-4 |
|
4.250 |
386-0 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
405-0 |
418-3 |
| PP |
404-3 |
413-2 |
| S1 |
403-5 |
408-1 |
|