CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
374-4 |
371-4 |
-3-0 |
-0.8% |
379-0 |
| High |
378-4 |
372-0 |
-6-4 |
-1.7% |
385-0 |
| Low |
371-2 |
369-2 |
-2-0 |
-0.5% |
373-6 |
| Close |
373-2 |
369-2 |
-4-0 |
-1.1% |
375-4 |
| Range |
7-2 |
2-6 |
-4-4 |
-62.1% |
11-2 |
| ATR |
8-7 |
8-4 |
-0-3 |
-3.9% |
0-0 |
| Volume |
22,742 |
23,812 |
1,070 |
4.7% |
100,095 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
378-3 |
376-5 |
370-6 |
|
| R3 |
375-5 |
373-7 |
370-0 |
|
| R2 |
372-7 |
372-7 |
369-6 |
|
| R1 |
371-1 |
371-1 |
369-4 |
370-5 |
| PP |
370-1 |
370-1 |
370-1 |
370-0 |
| S1 |
368-3 |
368-3 |
369-0 |
367-7 |
| S2 |
367-3 |
367-3 |
368-6 |
|
| S3 |
364-5 |
365-5 |
368-4 |
|
| S4 |
361-7 |
362-7 |
367-6 |
|
|
| 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 |
382-6 |
369-2 |
13-4 |
3.7% |
5-2 |
1.4% |
0% |
False |
True |
26,182 |
| 10 |
395-0 |
369-2 |
25-6 |
7.0% |
6-4 |
1.8% |
0% |
False |
True |
29,064 |
| 20 |
435-0 |
369-2 |
65-6 |
17.8% |
6-2 |
1.7% |
0% |
False |
True |
23,536 |
| 40 |
435-0 |
369-2 |
65-6 |
17.8% |
6-7 |
1.8% |
0% |
False |
True |
19,187 |
| 60 |
435-0 |
369-2 |
65-6 |
17.8% |
8-1 |
2.2% |
0% |
False |
True |
16,603 |
| 80 |
435-0 |
352-4 |
82-4 |
22.3% |
8-2 |
2.2% |
20% |
False |
False |
14,009 |
| 100 |
435-0 |
328-4 |
106-4 |
28.8% |
7-7 |
2.1% |
38% |
False |
False |
12,027 |
| 120 |
435-0 |
328-4 |
106-4 |
28.8% |
7-2 |
2.0% |
38% |
False |
False |
10,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
383-6 |
|
2.618 |
379-2 |
|
1.618 |
376-4 |
|
1.000 |
374-6 |
|
0.618 |
373-6 |
|
HIGH |
372-0 |
|
0.618 |
371-0 |
|
0.500 |
370-5 |
|
0.382 |
370-2 |
|
LOW |
369-2 |
|
0.618 |
367-4 |
|
1.000 |
366-4 |
|
1.618 |
364-6 |
|
2.618 |
362-0 |
|
4.250 |
357-4 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
370-5 |
374-4 |
| PP |
370-1 |
372-6 |
| S1 |
369-6 |
371-0 |
|