CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 15-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
385-0 |
377-4 |
-7-4 |
-1.9% |
331-2 |
High |
388-4 |
378-0 |
-10-4 |
-2.7% |
373-0 |
Low |
377-6 |
369-0 |
-8-6 |
-2.3% |
330-4 |
Close |
383-0 |
373-0 |
-10-0 |
-2.6% |
362-2 |
Range |
10-6 |
9-0 |
-1-6 |
-16.3% |
42-4 |
ATR |
12-6 |
12-7 |
0-1 |
0.7% |
0-0 |
Volume |
151,836 |
137,988 |
-13,848 |
-9.1% |
713,972 |
|
Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
400-3 |
395-5 |
378-0 |
|
R3 |
391-3 |
386-5 |
375-4 |
|
R2 |
382-3 |
382-3 |
374-5 |
|
R1 |
377-5 |
377-5 |
373-7 |
375-4 |
PP |
373-3 |
373-3 |
373-3 |
372-2 |
S1 |
368-5 |
368-5 |
372-1 |
366-4 |
S2 |
364-3 |
364-3 |
371-3 |
|
S3 |
355-3 |
359-5 |
370-4 |
|
S4 |
346-3 |
350-5 |
368-0 |
|
|
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 |
7.9% |
11-3 |
3.1% |
47% |
False |
False |
141,734 |
10 |
388-4 |
330-4 |
58-0 |
15.5% |
11-6 |
3.1% |
73% |
False |
False |
135,408 |
20 |
388-4 |
310-4 |
78-0 |
20.9% |
11-0 |
2.9% |
80% |
False |
False |
117,677 |
40 |
388-4 |
305-2 |
83-2 |
22.3% |
10-1 |
2.7% |
81% |
False |
False |
113,676 |
60 |
388-4 |
305-2 |
83-2 |
22.3% |
10-1 |
2.7% |
81% |
False |
False |
115,986 |
80 |
411-0 |
305-2 |
105-6 |
28.4% |
9-6 |
2.6% |
64% |
False |
False |
115,695 |
100 |
473-0 |
305-2 |
167-6 |
45.0% |
9-5 |
2.6% |
40% |
False |
False |
105,210 |
120 |
473-0 |
305-2 |
167-6 |
45.0% |
9-4 |
2.6% |
40% |
False |
False |
95,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
416-2 |
2.618 |
401-4 |
1.618 |
392-4 |
1.000 |
387-0 |
0.618 |
383-4 |
HIGH |
378-0 |
0.618 |
374-4 |
0.500 |
373-4 |
0.382 |
372-4 |
LOW |
369-0 |
0.618 |
363-4 |
1.000 |
360-0 |
1.618 |
354-4 |
2.618 |
345-4 |
4.250 |
330-6 |
|
|
Fisher Pivots for day following 15-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
373-4 |
378-6 |
PP |
373-3 |
376-7 |
S1 |
373-1 |
374-7 |
|