CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 20-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
376-4 |
383-2 |
6-6 |
1.8% |
373-0 |
High |
387-4 |
387-4 |
0-0 |
0.0% |
388-4 |
Low |
375-4 |
379-4 |
4-0 |
1.1% |
368-6 |
Close |
386-2 |
384-4 |
-1-6 |
-0.5% |
372-0 |
Range |
12-0 |
8-0 |
-4-0 |
-33.3% |
19-6 |
ATR |
12-5 |
12-2 |
-0-3 |
-2.6% |
0-0 |
Volume |
79,581 |
108,197 |
28,616 |
36.0% |
682,929 |
|
Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
407-7 |
404-1 |
388-7 |
|
R3 |
399-7 |
396-1 |
386-6 |
|
R2 |
391-7 |
391-7 |
386-0 |
|
R1 |
388-1 |
388-1 |
385-2 |
390-0 |
PP |
383-7 |
383-7 |
383-7 |
384-6 |
S1 |
380-1 |
380-1 |
383-6 |
382-0 |
S2 |
375-7 |
375-7 |
383-0 |
|
S3 |
367-7 |
372-1 |
382-2 |
|
S4 |
359-7 |
364-1 |
380-1 |
|
|
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% |
9-2 |
2.4% |
80% |
False |
False |
121,378 |
10 |
388-4 |
354-2 |
34-2 |
8.9% |
10-1 |
2.6% |
88% |
False |
False |
134,235 |
20 |
388-4 |
319-2 |
69-2 |
18.0% |
11-0 |
2.9% |
94% |
False |
False |
120,072 |
40 |
388-4 |
305-2 |
83-2 |
21.7% |
10-2 |
2.7% |
95% |
False |
False |
114,801 |
60 |
388-4 |
305-2 |
83-2 |
21.7% |
10-0 |
2.6% |
95% |
False |
False |
115,556 |
80 |
403-0 |
305-2 |
97-6 |
25.4% |
9-6 |
2.5% |
81% |
False |
False |
115,691 |
100 |
473-0 |
305-2 |
167-6 |
43.6% |
9-5 |
2.5% |
47% |
False |
False |
106,691 |
120 |
473-0 |
305-2 |
167-6 |
43.6% |
9-4 |
2.5% |
47% |
False |
False |
97,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
421-4 |
2.618 |
408-4 |
1.618 |
400-4 |
1.000 |
395-4 |
0.618 |
392-4 |
HIGH |
387-4 |
0.618 |
384-4 |
0.500 |
383-4 |
0.382 |
382-4 |
LOW |
379-4 |
0.618 |
374-4 |
1.000 |
371-4 |
1.618 |
366-4 |
2.618 |
358-4 |
4.250 |
345-4 |
|
|
Fisher Pivots for day following 20-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
384-1 |
382-3 |
PP |
383-7 |
380-2 |
S1 |
383-4 |
378-1 |
|