CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 09-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
362-0 |
366-0 |
4-0 |
1.1% |
331-2 |
High |
370-0 |
373-0 |
3-0 |
0.8% |
373-0 |
Low |
362-0 |
359-0 |
-3-0 |
-0.8% |
330-4 |
Close |
364-0 |
362-2 |
-1-6 |
-0.5% |
362-2 |
Range |
8-0 |
14-0 |
6-0 |
75.0% |
42-4 |
ATR |
12-2 |
12-3 |
0-1 |
1.0% |
0-0 |
Volume |
102,821 |
155,035 |
52,214 |
50.8% |
713,972 |
|
Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
406-6 |
398-4 |
370-0 |
|
R3 |
392-6 |
384-4 |
366-1 |
|
R2 |
378-6 |
378-6 |
364-7 |
|
R1 |
370-4 |
370-4 |
363-4 |
367-5 |
PP |
364-6 |
364-6 |
364-6 |
363-2 |
S1 |
356-4 |
356-4 |
361-0 |
353-5 |
S2 |
350-6 |
350-6 |
359-5 |
|
S3 |
336-6 |
342-4 |
358-3 |
|
S4 |
322-6 |
328-4 |
354-4 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
482-6 |
465-0 |
385-5 |
|
R3 |
440-2 |
422-4 |
374-0 |
|
R2 |
397-6 |
397-6 |
370-0 |
|
R1 |
380-0 |
380-0 |
366-1 |
388-7 |
PP |
355-2 |
355-2 |
355-2 |
359-6 |
S1 |
337-4 |
337-4 |
358-3 |
346-3 |
S2 |
312-6 |
312-6 |
354-4 |
|
S3 |
270-2 |
295-0 |
350-4 |
|
S4 |
227-6 |
252-4 |
338-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
373-0 |
330-4 |
42-4 |
11.7% |
13-1 |
3.6% |
75% |
True |
False |
142,794 |
10 |
373-0 |
330-4 |
42-4 |
11.7% |
10-7 |
3.0% |
75% |
True |
False |
121,472 |
20 |
373-0 |
310-4 |
62-4 |
17.3% |
11-5 |
3.2% |
83% |
True |
False |
119,561 |
40 |
373-0 |
305-2 |
67-6 |
18.7% |
9-6 |
2.7% |
84% |
True |
False |
110,835 |
60 |
375-2 |
305-2 |
70-0 |
19.3% |
9-7 |
2.7% |
81% |
False |
False |
113,408 |
80 |
428-0 |
305-2 |
122-6 |
33.9% |
9-5 |
2.7% |
46% |
False |
False |
112,874 |
100 |
473-0 |
305-2 |
167-6 |
46.3% |
9-5 |
2.6% |
34% |
False |
False |
101,308 |
120 |
473-0 |
305-2 |
167-6 |
46.3% |
9-3 |
2.6% |
34% |
False |
False |
91,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
432-4 |
2.618 |
409-5 |
1.618 |
395-5 |
1.000 |
387-0 |
0.618 |
381-5 |
HIGH |
373-0 |
0.618 |
367-5 |
0.500 |
366-0 |
0.382 |
364-3 |
LOW |
359-0 |
0.618 |
350-3 |
1.000 |
345-0 |
1.618 |
336-3 |
2.618 |
322-3 |
4.250 |
299-4 |
|
|
Fisher Pivots for day following 09-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
366-0 |
363-5 |
PP |
364-6 |
363-1 |
S1 |
363-4 |
362-6 |
|