CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 01-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
339-0 |
340-4 |
1-4 |
0.4% |
311-0 |
High |
344-2 |
346-0 |
1-6 |
0.5% |
340-4 |
Low |
335-4 |
337-4 |
2-0 |
0.6% |
310-4 |
Close |
344-0 |
340-4 |
-3-4 |
-1.0% |
334-0 |
Range |
8-6 |
8-4 |
-0-2 |
-2.9% |
30-0 |
ATR |
11-1 |
11-0 |
-0-2 |
-1.7% |
0-0 |
Volume |
118,176 |
99,522 |
-18,654 |
-15.8% |
480,759 |
|
Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
366-7 |
362-1 |
345-1 |
|
R3 |
358-3 |
353-5 |
342-7 |
|
R2 |
349-7 |
349-7 |
342-0 |
|
R1 |
345-1 |
345-1 |
341-2 |
344-6 |
PP |
341-3 |
341-3 |
341-3 |
341-1 |
S1 |
336-5 |
336-5 |
339-6 |
336-2 |
S2 |
332-7 |
332-7 |
339-0 |
|
S3 |
324-3 |
328-1 |
338-1 |
|
S4 |
315-7 |
319-5 |
335-7 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
418-3 |
406-1 |
350-4 |
|
R3 |
388-3 |
376-1 |
342-2 |
|
R2 |
358-3 |
358-3 |
339-4 |
|
R1 |
346-1 |
346-1 |
336-6 |
352-2 |
PP |
328-3 |
328-3 |
328-3 |
331-3 |
S1 |
316-1 |
316-1 |
331-2 |
322-2 |
S2 |
298-3 |
298-3 |
328-4 |
|
S3 |
268-3 |
286-1 |
325-6 |
|
S4 |
238-3 |
256-1 |
317-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
346-2 |
328-6 |
17-4 |
5.1% |
9-2 |
2.7% |
67% |
False |
False |
106,306 |
10 |
346-2 |
310-4 |
35-6 |
10.5% |
10-2 |
3.0% |
84% |
False |
False |
99,946 |
20 |
347-6 |
305-2 |
42-4 |
12.5% |
10-2 |
3.0% |
83% |
False |
False |
106,778 |
40 |
351-2 |
305-2 |
46-0 |
13.5% |
9-5 |
2.8% |
77% |
False |
False |
112,085 |
60 |
375-2 |
305-2 |
70-0 |
20.6% |
9-5 |
2.8% |
50% |
False |
False |
110,770 |
80 |
471-4 |
305-2 |
166-2 |
48.8% |
9-4 |
2.8% |
21% |
False |
False |
108,171 |
100 |
473-0 |
305-2 |
167-6 |
49.3% |
9-3 |
2.8% |
21% |
False |
False |
96,818 |
120 |
473-0 |
305-2 |
167-6 |
49.3% |
9-2 |
2.7% |
21% |
False |
False |
86,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
382-1 |
2.618 |
368-2 |
1.618 |
359-6 |
1.000 |
354-4 |
0.618 |
351-2 |
HIGH |
346-0 |
0.618 |
342-6 |
0.500 |
341-6 |
0.382 |
340-6 |
LOW |
337-4 |
0.618 |
332-2 |
1.000 |
329-0 |
1.618 |
323-6 |
2.618 |
315-2 |
4.250 |
301-3 |
|
|
Fisher Pivots for day following 01-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
341-6 |
340-7 |
PP |
341-3 |
340-6 |
S1 |
340-7 |
340-5 |
|