CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
379-0 |
385-0 |
6-0 |
1.6% |
331-2 |
| High |
386-2 |
388-4 |
2-2 |
0.6% |
373-0 |
| Low |
375-0 |
377-6 |
2-6 |
0.7% |
330-4 |
| Close |
381-6 |
383-0 |
1-2 |
0.3% |
362-2 |
| Range |
11-2 |
10-6 |
-0-4 |
-4.4% |
42-4 |
| ATR |
12-7 |
12-6 |
-0-1 |
-1.2% |
0-0 |
| Volume |
130,709 |
151,836 |
21,127 |
16.2% |
713,972 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
415-3 |
409-7 |
388-7 |
|
| R3 |
404-5 |
399-1 |
386-0 |
|
| R2 |
393-7 |
393-7 |
385-0 |
|
| R1 |
388-3 |
388-3 |
384-0 |
385-6 |
| PP |
383-1 |
383-1 |
383-1 |
381-6 |
| S1 |
377-5 |
377-5 |
382-0 |
375-0 |
| S2 |
372-3 |
372-3 |
381-0 |
|
| S3 |
361-5 |
366-7 |
380-0 |
|
| S4 |
350-7 |
356-1 |
377-1 |
|
|
| 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 |
388-4 |
359-0 |
29-4 |
7.7% |
11-2 |
2.9% |
81% |
True |
False |
134,701 |
| 10 |
388-4 |
330-4 |
58-0 |
15.1% |
11-5 |
3.0% |
91% |
True |
False |
131,562 |
| 20 |
388-4 |
310-4 |
78-0 |
20.4% |
11-0 |
2.9% |
93% |
True |
False |
119,014 |
| 40 |
388-4 |
305-2 |
83-2 |
21.7% |
10-1 |
2.6% |
93% |
True |
False |
112,171 |
| 60 |
388-4 |
305-2 |
83-2 |
21.7% |
10-1 |
2.6% |
93% |
True |
False |
115,401 |
| 80 |
411-0 |
305-2 |
105-6 |
27.6% |
9-6 |
2.5% |
74% |
False |
False |
115,332 |
| 100 |
473-0 |
305-2 |
167-6 |
43.8% |
9-5 |
2.5% |
46% |
False |
False |
104,233 |
| 120 |
473-0 |
305-2 |
167-6 |
43.8% |
9-4 |
2.5% |
46% |
False |
False |
94,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
434-2 |
|
2.618 |
416-5 |
|
1.618 |
405-7 |
|
1.000 |
399-2 |
|
0.618 |
395-1 |
|
HIGH |
388-4 |
|
0.618 |
384-3 |
|
0.500 |
383-1 |
|
0.382 |
381-7 |
|
LOW |
377-6 |
|
0.618 |
371-1 |
|
1.000 |
367-0 |
|
1.618 |
360-3 |
|
2.618 |
349-5 |
|
4.250 |
332-0 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
383-1 |
382-0 |
| PP |
383-1 |
381-0 |
| S1 |
383-0 |
380-0 |
|