CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
379-0 |
375-0 |
-4-0 |
-1.1% |
433-0 |
| High |
385-0 |
379-0 |
-6-0 |
-1.6% |
433-4 |
| Low |
379-0 |
373-6 |
-5-2 |
-1.4% |
379-2 |
| Close |
380-2 |
378-6 |
-1-4 |
-0.4% |
382-4 |
| Range |
6-0 |
5-2 |
-0-6 |
-12.5% |
54-2 |
| ATR |
9-7 |
9-5 |
-0-2 |
-2.5% |
0-0 |
| Volume |
21,769 |
24,619 |
2,850 |
13.1% |
163,269 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
392-7 |
391-1 |
381-5 |
|
| R3 |
387-5 |
385-7 |
380-2 |
|
| R2 |
382-3 |
382-3 |
379-6 |
|
| R1 |
380-5 |
380-5 |
379-2 |
381-4 |
| PP |
377-1 |
377-1 |
377-1 |
377-5 |
| S1 |
375-3 |
375-3 |
378-2 |
376-2 |
| S2 |
371-7 |
371-7 |
377-6 |
|
| S3 |
366-5 |
370-1 |
377-2 |
|
| S4 |
361-3 |
364-7 |
375-7 |
|
|
| 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 |
395-0 |
373-6 |
21-2 |
5.6% |
7-7 |
2.1% |
24% |
False |
True |
31,945 |
| 10 |
434-0 |
373-6 |
60-2 |
15.9% |
7-0 |
1.9% |
8% |
False |
True |
26,811 |
| 20 |
435-0 |
373-6 |
61-2 |
16.2% |
6-3 |
1.7% |
8% |
False |
True |
19,381 |
| 40 |
435-0 |
373-6 |
61-2 |
16.2% |
7-3 |
1.9% |
8% |
False |
True |
17,538 |
| 60 |
435-0 |
373-6 |
61-2 |
16.2% |
8-3 |
2.2% |
8% |
False |
True |
15,045 |
| 80 |
435-0 |
352-4 |
82-4 |
21.8% |
8-1 |
2.2% |
32% |
False |
False |
12,711 |
| 100 |
435-0 |
328-4 |
106-4 |
28.1% |
7-6 |
2.1% |
47% |
False |
False |
10,908 |
| 120 |
435-0 |
328-4 |
106-4 |
28.1% |
7-3 |
1.9% |
47% |
False |
False |
9,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
401-2 |
|
2.618 |
392-6 |
|
1.618 |
387-4 |
|
1.000 |
384-2 |
|
0.618 |
382-2 |
|
HIGH |
379-0 |
|
0.618 |
377-0 |
|
0.500 |
376-3 |
|
0.382 |
375-6 |
|
LOW |
373-6 |
|
0.618 |
370-4 |
|
1.000 |
368-4 |
|
1.618 |
365-2 |
|
2.618 |
360-0 |
|
4.250 |
351-4 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
378-0 |
380-7 |
| PP |
377-1 |
380-1 |
| S1 |
376-3 |
379-4 |
|