CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 02-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
340-4 |
337-6 |
-2-6 |
-0.8% |
334-4 |
High |
346-0 |
340-2 |
-5-6 |
-1.7% |
346-2 |
Low |
337-4 |
331-6 |
-5-6 |
-1.7% |
331-6 |
Close |
340-4 |
333-4 |
-7-0 |
-2.1% |
333-4 |
Range |
8-4 |
8-4 |
0-0 |
0.0% |
14-4 |
ATR |
11-0 |
10-6 |
-0-1 |
-1.4% |
0-0 |
Volume |
99,522 |
86,479 |
-13,043 |
-13.1% |
500,749 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
360-5 |
355-5 |
338-1 |
|
R3 |
352-1 |
347-1 |
335-7 |
|
R2 |
343-5 |
343-5 |
335-0 |
|
R1 |
338-5 |
338-5 |
334-2 |
336-7 |
PP |
335-1 |
335-1 |
335-1 |
334-2 |
S1 |
330-1 |
330-1 |
332-6 |
328-3 |
S2 |
326-5 |
326-5 |
332-0 |
|
S3 |
318-1 |
321-5 |
331-1 |
|
S4 |
309-5 |
313-1 |
328-7 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
380-5 |
371-5 |
341-4 |
|
R3 |
366-1 |
357-1 |
337-4 |
|
R2 |
351-5 |
351-5 |
336-1 |
|
R1 |
342-5 |
342-5 |
334-7 |
339-7 |
PP |
337-1 |
337-1 |
337-1 |
335-6 |
S1 |
328-1 |
328-1 |
332-1 |
325-3 |
S2 |
322-5 |
322-5 |
330-7 |
|
S3 |
308-1 |
313-5 |
329-4 |
|
S4 |
293-5 |
299-1 |
325-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
346-2 |
331-6 |
14-4 |
4.3% |
8-4 |
2.6% |
12% |
False |
True |
100,149 |
10 |
346-2 |
310-4 |
35-6 |
10.7% |
10-0 |
3.0% |
64% |
False |
False |
98,150 |
20 |
347-6 |
305-2 |
42-4 |
12.7% |
10-2 |
3.1% |
66% |
False |
False |
106,721 |
40 |
347-6 |
305-2 |
42-4 |
12.7% |
9-4 |
2.8% |
66% |
False |
False |
110,822 |
60 |
375-2 |
305-2 |
70-0 |
21.0% |
9-5 |
2.9% |
40% |
False |
False |
110,580 |
80 |
469-2 |
305-2 |
164-0 |
49.2% |
9-4 |
2.8% |
17% |
False |
False |
108,493 |
100 |
473-0 |
305-2 |
167-6 |
50.3% |
9-3 |
2.8% |
17% |
False |
False |
97,319 |
120 |
473-0 |
305-2 |
167-6 |
50.3% |
9-2 |
2.8% |
17% |
False |
False |
86,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
376-3 |
2.618 |
362-4 |
1.618 |
354-0 |
1.000 |
348-6 |
0.618 |
345-4 |
HIGH |
340-2 |
0.618 |
337-0 |
0.500 |
336-0 |
0.382 |
335-0 |
LOW |
331-6 |
0.618 |
326-4 |
1.000 |
323-2 |
1.618 |
318-0 |
2.618 |
309-4 |
4.250 |
295-5 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
336-0 |
338-7 |
PP |
335-1 |
337-1 |
S1 |
334-3 |
335-2 |
|