CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
331-2 |
355-4 |
24-2 |
7.3% |
334-4 |
| High |
350-0 |
369-6 |
19-6 |
5.6% |
346-2 |
| Low |
330-4 |
355-4 |
25-0 |
7.6% |
331-6 |
| Close |
341-4 |
358-2 |
16-6 |
4.9% |
333-4 |
| Range |
19-4 |
14-2 |
-5-2 |
-26.9% |
14-4 |
| ATR |
11-3 |
12-5 |
1-2 |
10.5% |
0-0 |
| Volume |
89,988 |
152,341 |
62,353 |
69.3% |
500,749 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
403-7 |
395-3 |
366-1 |
|
| R3 |
389-5 |
381-1 |
362-1 |
|
| R2 |
375-3 |
375-3 |
360-7 |
|
| R1 |
366-7 |
366-7 |
359-4 |
371-1 |
| PP |
361-1 |
361-1 |
361-1 |
363-2 |
| S1 |
352-5 |
352-5 |
357-0 |
356-7 |
| S2 |
346-7 |
346-7 |
355-5 |
|
| S3 |
332-5 |
338-3 |
354-3 |
|
| S4 |
318-3 |
324-1 |
350-3 |
|
|
| 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 |
369-6 |
330-4 |
39-2 |
11.0% |
11-7 |
3.3% |
71% |
True |
False |
109,301 |
| 10 |
369-6 |
319-2 |
50-4 |
14.1% |
11-7 |
3.3% |
77% |
True |
False |
105,909 |
| 20 |
369-6 |
306-0 |
63-6 |
17.8% |
11-2 |
3.2% |
82% |
True |
False |
109,091 |
| 40 |
369-6 |
305-2 |
64-4 |
18.0% |
9-6 |
2.7% |
82% |
True |
False |
109,903 |
| 60 |
375-2 |
305-2 |
70-0 |
19.5% |
9-7 |
2.8% |
76% |
False |
False |
111,156 |
| 80 |
438-0 |
305-2 |
132-6 |
37.1% |
9-5 |
2.7% |
40% |
False |
False |
109,962 |
| 100 |
473-0 |
305-2 |
167-6 |
46.8% |
9-5 |
2.7% |
32% |
False |
False |
97,850 |
| 120 |
473-0 |
305-2 |
167-6 |
46.8% |
9-3 |
2.6% |
32% |
False |
False |
88,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
430-2 |
|
2.618 |
407-0 |
|
1.618 |
392-6 |
|
1.000 |
384-0 |
|
0.618 |
378-4 |
|
HIGH |
369-6 |
|
0.618 |
364-2 |
|
0.500 |
362-5 |
|
0.382 |
361-0 |
|
LOW |
355-4 |
|
0.618 |
346-6 |
|
1.000 |
341-2 |
|
1.618 |
332-4 |
|
2.618 |
318-2 |
|
4.250 |
295-0 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
362-5 |
355-4 |
| PP |
361-1 |
352-7 |
| S1 |
359-6 |
350-1 |
|