CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
378-4 |
378-4 |
0-0 |
0.0% |
379-0 |
| High |
382-6 |
380-4 |
-2-2 |
-0.6% |
385-0 |
| Low |
375-6 |
375-0 |
-0-6 |
-0.2% |
373-6 |
| Close |
382-6 |
375-4 |
-7-2 |
-1.9% |
375-4 |
| Range |
7-0 |
5-4 |
-1-4 |
-21.4% |
11-2 |
| ATR |
9-4 |
9-3 |
-0-1 |
-1.3% |
0-0 |
| Volume |
25,776 |
27,931 |
2,155 |
8.4% |
100,095 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
393-4 |
390-0 |
378-4 |
|
| R3 |
388-0 |
384-4 |
377-0 |
|
| R2 |
382-4 |
382-4 |
376-4 |
|
| R1 |
379-0 |
379-0 |
376-0 |
378-0 |
| PP |
377-0 |
377-0 |
377-0 |
376-4 |
| S1 |
373-4 |
373-4 |
375-0 |
372-4 |
| S2 |
371-4 |
371-4 |
374-4 |
|
| S3 |
366-0 |
368-0 |
374-0 |
|
| S4 |
360-4 |
362-4 |
372-4 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
411-7 |
404-7 |
381-6 |
|
| R3 |
400-5 |
393-5 |
378-5 |
|
| R2 |
389-3 |
389-3 |
377-4 |
|
| R1 |
382-3 |
382-3 |
376-4 |
380-2 |
| PP |
378-1 |
378-1 |
378-1 |
377-0 |
| S1 |
371-1 |
371-1 |
374-4 |
369-0 |
| S2 |
366-7 |
366-7 |
373-4 |
|
| S3 |
355-5 |
359-7 |
372-3 |
|
| S4 |
344-3 |
348-5 |
369-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
388-0 |
373-6 |
14-2 |
3.8% |
6-2 |
1.7% |
12% |
False |
False |
28,302 |
| 10 |
433-6 |
373-6 |
60-0 |
16.0% |
7-0 |
1.9% |
3% |
False |
False |
29,381 |
| 20 |
435-0 |
373-6 |
61-2 |
16.3% |
6-1 |
1.6% |
3% |
False |
False |
20,554 |
| 40 |
435-0 |
373-6 |
61-2 |
16.3% |
7-3 |
1.9% |
3% |
False |
False |
18,548 |
| 60 |
435-0 |
373-6 |
61-2 |
16.3% |
8-1 |
2.2% |
3% |
False |
False |
15,673 |
| 80 |
435-0 |
352-4 |
82-4 |
22.0% |
8-2 |
2.2% |
28% |
False |
False |
13,225 |
| 100 |
435-0 |
328-4 |
106-4 |
28.4% |
7-7 |
2.1% |
44% |
False |
False |
11,397 |
| 120 |
435-0 |
328-4 |
106-4 |
28.4% |
7-3 |
2.0% |
44% |
False |
False |
9,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
403-7 |
|
2.618 |
394-7 |
|
1.618 |
389-3 |
|
1.000 |
386-0 |
|
0.618 |
383-7 |
|
HIGH |
380-4 |
|
0.618 |
378-3 |
|
0.500 |
377-6 |
|
0.382 |
377-1 |
|
LOW |
375-0 |
|
0.618 |
371-5 |
|
1.000 |
369-4 |
|
1.618 |
366-1 |
|
2.618 |
360-5 |
|
4.250 |
351-5 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
377-6 |
378-2 |
| PP |
377-0 |
377-3 |
| S1 |
376-2 |
376-3 |
|