CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 16-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
377-4 |
372-0 |
-5-4 |
-1.5% |
373-0 |
High |
378-0 |
375-0 |
-3-0 |
-0.8% |
388-4 |
Low |
369-0 |
368-6 |
-0-2 |
-0.1% |
368-6 |
Close |
373-0 |
372-0 |
-1-0 |
-0.3% |
372-0 |
Range |
9-0 |
6-2 |
-2-6 |
-30.6% |
19-6 |
ATR |
12-7 |
12-3 |
-0-4 |
-3.7% |
0-0 |
Volume |
137,988 |
129,292 |
-8,696 |
-6.3% |
682,929 |
|
Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
390-5 |
387-5 |
375-4 |
|
R3 |
384-3 |
381-3 |
373-6 |
|
R2 |
378-1 |
378-1 |
373-1 |
|
R1 |
375-1 |
375-1 |
372-5 |
375-1 |
PP |
371-7 |
371-7 |
371-7 |
372-0 |
S1 |
368-7 |
368-7 |
371-3 |
368-7 |
S2 |
365-5 |
365-5 |
370-7 |
|
S3 |
359-3 |
362-5 |
370-2 |
|
S4 |
353-1 |
356-3 |
368-4 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
435-5 |
423-5 |
382-7 |
|
R3 |
415-7 |
403-7 |
377-3 |
|
R2 |
396-1 |
396-1 |
375-5 |
|
R1 |
384-1 |
384-1 |
373-6 |
380-2 |
PP |
376-3 |
376-3 |
376-3 |
374-4 |
S1 |
364-3 |
364-3 |
370-2 |
360-4 |
S2 |
356-5 |
356-5 |
368-3 |
|
S3 |
336-7 |
344-5 |
366-5 |
|
S4 |
317-1 |
324-7 |
361-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
388-4 |
368-6 |
19-6 |
5.3% |
9-7 |
2.6% |
16% |
False |
True |
136,585 |
10 |
388-4 |
330-4 |
58-0 |
15.6% |
11-4 |
3.1% |
72% |
False |
False |
139,690 |
20 |
388-4 |
310-4 |
78-0 |
21.0% |
10-6 |
2.9% |
79% |
False |
False |
118,920 |
40 |
388-4 |
305-2 |
83-2 |
22.4% |
10-1 |
2.7% |
80% |
False |
False |
114,082 |
60 |
388-4 |
305-2 |
83-2 |
22.4% |
10-0 |
2.7% |
80% |
False |
False |
116,191 |
80 |
408-2 |
305-2 |
103-0 |
27.7% |
9-6 |
2.6% |
65% |
False |
False |
115,994 |
100 |
473-0 |
305-2 |
167-6 |
45.1% |
9-5 |
2.6% |
40% |
False |
False |
105,948 |
120 |
473-0 |
305-2 |
167-6 |
45.1% |
9-4 |
2.6% |
40% |
False |
False |
96,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
401-4 |
2.618 |
391-3 |
1.618 |
385-1 |
1.000 |
381-2 |
0.618 |
378-7 |
HIGH |
375-0 |
0.618 |
372-5 |
0.500 |
371-7 |
0.382 |
371-1 |
LOW |
368-6 |
0.618 |
364-7 |
1.000 |
362-4 |
1.618 |
358-5 |
2.618 |
352-3 |
4.250 |
342-2 |
|
|
Fisher Pivots for day following 16-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
372-0 |
378-5 |
PP |
371-7 |
376-3 |
S1 |
371-7 |
374-2 |
|