CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 15-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
388-0 |
387-4 |
-0-4 |
-0.1% |
433-0 |
| High |
393-0 |
388-0 |
-5-0 |
-1.3% |
433-4 |
| Low |
388-0 |
380-4 |
-7-4 |
-1.9% |
379-2 |
| Close |
391-6 |
382-4 |
-9-2 |
-2.4% |
382-4 |
| Range |
5-0 |
7-4 |
2-4 |
50.0% |
54-2 |
| ATR |
10-1 |
10-2 |
0-1 |
0.8% |
0-0 |
| Volume |
45,298 |
41,417 |
-3,881 |
-8.6% |
163,269 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
406-1 |
401-7 |
386-5 |
|
| R3 |
398-5 |
394-3 |
384-4 |
|
| R2 |
391-1 |
391-1 |
383-7 |
|
| R1 |
386-7 |
386-7 |
383-2 |
385-2 |
| PP |
383-5 |
383-5 |
383-5 |
382-7 |
| S1 |
379-3 |
379-3 |
381-6 |
377-6 |
| S2 |
376-1 |
376-1 |
381-1 |
|
| S3 |
368-5 |
371-7 |
380-4 |
|
| S4 |
361-1 |
364-3 |
378-3 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
561-1 |
526-1 |
412-3 |
|
| R3 |
506-7 |
471-7 |
397-3 |
|
| R2 |
452-5 |
452-5 |
392-4 |
|
| R1 |
417-5 |
417-5 |
387-4 |
408-0 |
| PP |
398-3 |
398-3 |
398-3 |
393-5 |
| S1 |
363-3 |
363-3 |
377-4 |
353-6 |
| S2 |
344-1 |
344-1 |
372-4 |
|
| S3 |
289-7 |
309-1 |
367-5 |
|
| S4 |
235-5 |
254-7 |
352-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
433-4 |
379-2 |
54-2 |
14.2% |
7-4 |
2.0% |
6% |
False |
False |
32,653 |
| 10 |
435-0 |
379-2 |
55-6 |
14.6% |
7-2 |
1.9% |
6% |
False |
False |
25,277 |
| 20 |
435-0 |
379-2 |
55-6 |
14.6% |
6-6 |
1.8% |
6% |
False |
False |
18,365 |
| 40 |
435-0 |
379-2 |
55-6 |
14.6% |
7-4 |
2.0% |
6% |
False |
False |
16,870 |
| 60 |
435-0 |
379-2 |
55-6 |
14.6% |
8-4 |
2.2% |
6% |
False |
False |
14,436 |
| 80 |
435-0 |
342-4 |
92-4 |
24.2% |
8-3 |
2.2% |
43% |
False |
False |
12,212 |
| 100 |
435-0 |
328-4 |
106-4 |
27.8% |
7-6 |
2.0% |
51% |
False |
False |
10,480 |
| 120 |
435-0 |
328-4 |
106-4 |
27.8% |
7-2 |
1.9% |
51% |
False |
False |
9,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
419-7 |
|
2.618 |
407-5 |
|
1.618 |
400-1 |
|
1.000 |
395-4 |
|
0.618 |
392-5 |
|
HIGH |
388-0 |
|
0.618 |
385-1 |
|
0.500 |
384-2 |
|
0.382 |
383-3 |
|
LOW |
380-4 |
|
0.618 |
375-7 |
|
1.000 |
373-0 |
|
1.618 |
368-3 |
|
2.618 |
360-7 |
|
4.250 |
348-5 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
384-2 |
387-1 |
| PP |
383-5 |
385-5 |
| S1 |
383-1 |
384-0 |
|