CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
378-4 |
377-4 |
-1-0 |
-0.3% |
379-0 |
High |
380-4 |
379-6 |
-0-6 |
-0.2% |
385-0 |
Low |
375-0 |
376-2 |
1-2 |
0.3% |
373-6 |
Close |
375-4 |
378-6 |
3-2 |
0.9% |
375-4 |
Range |
5-4 |
3-4 |
-2-0 |
-36.4% |
11-2 |
ATR |
9-3 |
9-0 |
-0-3 |
-3.9% |
0-0 |
Volume |
27,931 |
30,652 |
2,721 |
9.7% |
100,095 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
388-6 |
387-2 |
380-5 |
|
R3 |
385-2 |
383-6 |
379-6 |
|
R2 |
381-6 |
381-6 |
379-3 |
|
R1 |
380-2 |
380-2 |
379-1 |
381-0 |
PP |
378-2 |
378-2 |
378-2 |
378-5 |
S1 |
376-6 |
376-6 |
378-3 |
377-4 |
S2 |
374-6 |
374-6 |
378-1 |
|
S3 |
371-2 |
373-2 |
377-6 |
|
S4 |
367-6 |
369-6 |
376-7 |
|
|
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 |
385-0 |
373-6 |
11-2 |
3.0% |
5-4 |
1.4% |
44% |
False |
False |
26,149 |
10 |
433-4 |
373-6 |
59-6 |
15.8% |
6-4 |
1.7% |
8% |
False |
False |
29,401 |
20 |
435-0 |
373-6 |
61-2 |
16.2% |
6-1 |
1.6% |
8% |
False |
False |
21,765 |
40 |
435-0 |
373-6 |
61-2 |
16.2% |
7-2 |
1.9% |
8% |
False |
False |
19,099 |
60 |
435-0 |
373-6 |
61-2 |
16.2% |
8-0 |
2.1% |
8% |
False |
False |
16,075 |
80 |
435-0 |
352-4 |
82-4 |
21.8% |
8-2 |
2.2% |
32% |
False |
False |
13,544 |
100 |
435-0 |
328-4 |
106-4 |
28.1% |
7-7 |
2.1% |
47% |
False |
False |
11,675 |
120 |
435-0 |
328-4 |
106-4 |
28.1% |
7-3 |
1.9% |
47% |
False |
False |
10,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
394-5 |
2.618 |
388-7 |
1.618 |
385-3 |
1.000 |
383-2 |
0.618 |
381-7 |
HIGH |
379-6 |
0.618 |
378-3 |
0.500 |
378-0 |
0.382 |
377-5 |
LOW |
376-2 |
0.618 |
374-1 |
1.000 |
372-6 |
1.618 |
370-5 |
2.618 |
367-1 |
4.250 |
361-3 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
378-4 |
378-7 |
PP |
378-2 |
378-7 |
S1 |
378-0 |
378-6 |
|