CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 19-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
372-0 |
376-4 |
4-4 |
1.2% |
373-0 |
High |
375-0 |
387-4 |
12-4 |
3.3% |
388-4 |
Low |
368-6 |
375-4 |
6-6 |
1.8% |
368-6 |
Close |
372-0 |
386-2 |
14-2 |
3.8% |
372-0 |
Range |
6-2 |
12-0 |
5-6 |
92.0% |
19-6 |
ATR |
12-3 |
12-5 |
0-2 |
1.8% |
0-0 |
Volume |
129,292 |
79,581 |
-49,711 |
-38.4% |
682,929 |
|
Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
419-1 |
414-5 |
392-7 |
|
R3 |
407-1 |
402-5 |
389-4 |
|
R2 |
395-1 |
395-1 |
388-4 |
|
R1 |
390-5 |
390-5 |
387-3 |
392-7 |
PP |
383-1 |
383-1 |
383-1 |
384-2 |
S1 |
378-5 |
378-5 |
385-1 |
380-7 |
S2 |
371-1 |
371-1 |
384-0 |
|
S3 |
359-1 |
366-5 |
383-0 |
|
S4 |
347-1 |
354-5 |
379-5 |
|
|
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 |
5.1% |
9-7 |
2.6% |
89% |
False |
False |
125,881 |
10 |
388-4 |
354-2 |
34-2 |
8.9% |
10-6 |
2.8% |
93% |
False |
False |
138,649 |
20 |
388-4 |
316-6 |
71-6 |
18.6% |
11-0 |
2.9% |
97% |
False |
False |
119,100 |
40 |
388-4 |
305-2 |
83-2 |
21.6% |
10-1 |
2.6% |
97% |
False |
False |
114,415 |
60 |
388-4 |
305-2 |
83-2 |
21.6% |
10-0 |
2.6% |
97% |
False |
False |
115,197 |
80 |
406-2 |
305-2 |
101-0 |
26.1% |
9-6 |
2.5% |
80% |
False |
False |
115,587 |
100 |
473-0 |
305-2 |
167-6 |
43.4% |
9-5 |
2.5% |
48% |
False |
False |
106,231 |
120 |
473-0 |
305-2 |
167-6 |
43.4% |
9-4 |
2.5% |
48% |
False |
False |
96,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
438-4 |
2.618 |
418-7 |
1.618 |
406-7 |
1.000 |
399-4 |
0.618 |
394-7 |
HIGH |
387-4 |
0.618 |
382-7 |
0.500 |
381-4 |
0.382 |
380-1 |
LOW |
375-4 |
0.618 |
368-1 |
1.000 |
363-4 |
1.618 |
356-1 |
2.618 |
344-1 |
4.250 |
324-4 |
|
|
Fisher Pivots for day following 19-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
384-5 |
383-4 |
PP |
383-1 |
380-7 |
S1 |
381-4 |
378-1 |
|