CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 13-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
373-0 |
379-0 |
6-0 |
1.6% |
331-2 |
High |
383-4 |
386-2 |
2-6 |
0.7% |
373-0 |
Low |
371-4 |
375-0 |
3-4 |
0.9% |
330-4 |
Close |
381-2 |
381-6 |
0-4 |
0.1% |
362-2 |
Range |
12-0 |
11-2 |
-0-6 |
-6.3% |
42-4 |
ATR |
13-0 |
12-7 |
-0-1 |
-1.0% |
0-0 |
Volume |
133,104 |
130,709 |
-2,395 |
-1.8% |
713,972 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
414-6 |
409-4 |
388-0 |
|
R3 |
403-4 |
398-2 |
384-7 |
|
R2 |
392-2 |
392-2 |
383-6 |
|
R1 |
387-0 |
387-0 |
382-6 |
389-5 |
PP |
381-0 |
381-0 |
381-0 |
382-2 |
S1 |
375-6 |
375-6 |
380-6 |
378-3 |
S2 |
369-6 |
369-6 |
379-6 |
|
S3 |
358-4 |
364-4 |
378-5 |
|
S4 |
347-2 |
353-2 |
375-4 |
|
|
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 |
386-2 |
354-2 |
32-0 |
8.4% |
11-0 |
2.9% |
86% |
True |
False |
147,091 |
10 |
386-2 |
330-4 |
55-6 |
14.6% |
11-4 |
3.0% |
92% |
True |
False |
128,196 |
20 |
386-2 |
310-4 |
75-6 |
19.8% |
11-2 |
2.9% |
94% |
True |
False |
124,034 |
40 |
386-2 |
305-2 |
81-0 |
21.2% |
10-0 |
2.6% |
94% |
True |
False |
111,474 |
60 |
386-2 |
305-2 |
81-0 |
21.2% |
10-1 |
2.6% |
94% |
True |
False |
114,611 |
80 |
411-0 |
305-2 |
105-6 |
27.7% |
9-6 |
2.5% |
72% |
False |
False |
114,412 |
100 |
473-0 |
305-2 |
167-6 |
43.9% |
9-5 |
2.5% |
46% |
False |
False |
102,988 |
120 |
473-0 |
305-2 |
167-6 |
43.9% |
9-4 |
2.5% |
46% |
False |
False |
93,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
434-0 |
2.618 |
415-6 |
1.618 |
404-4 |
1.000 |
397-4 |
0.618 |
393-2 |
HIGH |
386-2 |
0.618 |
382-0 |
0.500 |
380-5 |
0.382 |
379-2 |
LOW |
375-0 |
0.618 |
368-0 |
1.000 |
363-6 |
1.618 |
356-6 |
2.618 |
345-4 |
4.250 |
327-2 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
381-3 |
378-6 |
PP |
381-0 |
375-5 |
S1 |
380-5 |
372-5 |
|