CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 21-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
383-2 |
387-0 |
3-6 |
1.0% |
373-0 |
High |
387-4 |
403-4 |
16-0 |
4.1% |
388-4 |
Low |
379-4 |
387-0 |
7-4 |
2.0% |
368-6 |
Close |
384-4 |
398-2 |
13-6 |
3.6% |
372-0 |
Range |
8-0 |
16-4 |
8-4 |
106.3% |
19-6 |
ATR |
12-2 |
12-6 |
0-4 |
3.9% |
0-0 |
Volume |
108,197 |
110,048 |
1,851 |
1.7% |
682,929 |
|
Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
445-6 |
438-4 |
407-3 |
|
R3 |
429-2 |
422-0 |
402-6 |
|
R2 |
412-6 |
412-6 |
401-2 |
|
R1 |
405-4 |
405-4 |
399-6 |
409-1 |
PP |
396-2 |
396-2 |
396-2 |
398-0 |
S1 |
389-0 |
389-0 |
396-6 |
392-5 |
S2 |
379-6 |
379-6 |
395-2 |
|
S3 |
363-2 |
372-4 |
393-6 |
|
S4 |
346-6 |
356-0 |
389-1 |
|
|
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 |
403-4 |
368-6 |
34-6 |
8.7% |
10-3 |
2.6% |
85% |
True |
False |
113,021 |
10 |
403-4 |
359-0 |
44-4 |
11.2% |
10-6 |
2.7% |
88% |
True |
False |
123,861 |
20 |
403-4 |
323-0 |
80-4 |
20.2% |
11-0 |
2.8% |
93% |
True |
False |
120,867 |
40 |
403-4 |
305-2 |
98-2 |
24.7% |
10-2 |
2.6% |
95% |
True |
False |
114,944 |
60 |
403-4 |
305-2 |
98-2 |
24.7% |
10-1 |
2.5% |
95% |
True |
False |
115,909 |
80 |
403-4 |
305-2 |
98-2 |
24.7% |
9-7 |
2.5% |
95% |
True |
False |
115,907 |
100 |
473-0 |
305-2 |
167-6 |
42.1% |
9-6 |
2.5% |
55% |
False |
False |
107,466 |
120 |
473-0 |
305-2 |
167-6 |
42.1% |
9-4 |
2.4% |
55% |
False |
False |
97,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
473-5 |
2.618 |
446-6 |
1.618 |
430-2 |
1.000 |
420-0 |
0.618 |
413-6 |
HIGH |
403-4 |
0.618 |
397-2 |
0.500 |
395-2 |
0.382 |
393-2 |
LOW |
387-0 |
0.618 |
376-6 |
1.000 |
370-4 |
1.618 |
360-2 |
2.618 |
343-6 |
4.250 |
316-7 |
|
|
Fisher Pivots for day following 21-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
397-2 |
395-3 |
PP |
396-2 |
392-3 |
S1 |
395-2 |
389-4 |
|