CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 23-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
395-4 |
410-4 |
15-0 |
3.8% |
376-4 |
High |
405-0 |
413-0 |
8-0 |
2.0% |
413-0 |
Low |
395-2 |
395-0 |
-0-2 |
-0.1% |
375-4 |
Close |
403-4 |
397-6 |
-5-6 |
-1.4% |
397-6 |
Range |
9-6 |
18-0 |
8-2 |
84.6% |
37-4 |
ATR |
12-4 |
12-7 |
0-3 |
3.1% |
0-0 |
Volume |
181,615 |
121,943 |
-59,672 |
-32.9% |
601,384 |
|
Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
455-7 |
444-7 |
407-5 |
|
R3 |
437-7 |
426-7 |
402-6 |
|
R2 |
419-7 |
419-7 |
401-0 |
|
R1 |
408-7 |
408-7 |
399-3 |
405-3 |
PP |
401-7 |
401-7 |
401-7 |
400-2 |
S1 |
390-7 |
390-7 |
396-1 |
387-3 |
S2 |
383-7 |
383-7 |
394-4 |
|
S3 |
365-7 |
372-7 |
392-6 |
|
S4 |
347-7 |
354-7 |
387-7 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
507-7 |
490-3 |
418-3 |
|
R3 |
470-3 |
452-7 |
408-0 |
|
R2 |
432-7 |
432-7 |
404-5 |
|
R1 |
415-3 |
415-3 |
401-2 |
424-1 |
PP |
395-3 |
395-3 |
395-3 |
399-6 |
S1 |
377-7 |
377-7 |
394-2 |
386-5 |
S2 |
357-7 |
357-7 |
390-7 |
|
S3 |
320-3 |
340-3 |
387-4 |
|
S4 |
282-7 |
302-7 |
377-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
413-0 |
375-4 |
37-4 |
9.4% |
12-7 |
3.2% |
59% |
True |
False |
120,276 |
10 |
413-0 |
368-6 |
44-2 |
11.1% |
11-3 |
2.9% |
66% |
True |
False |
128,431 |
20 |
413-0 |
330-4 |
82-4 |
20.7% |
11-1 |
2.8% |
82% |
True |
False |
124,951 |
40 |
413-0 |
305-2 |
107-6 |
27.1% |
10-5 |
2.7% |
86% |
True |
False |
117,486 |
60 |
413-0 |
305-2 |
107-6 |
27.1% |
10-3 |
2.6% |
86% |
True |
False |
117,361 |
80 |
413-0 |
305-2 |
107-6 |
27.1% |
10-0 |
2.5% |
86% |
True |
False |
117,430 |
100 |
471-4 |
305-2 |
166-2 |
41.8% |
9-6 |
2.5% |
56% |
False |
False |
109,504 |
120 |
473-0 |
305-2 |
167-6 |
42.2% |
9-5 |
2.4% |
55% |
False |
False |
99,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
489-4 |
2.618 |
460-1 |
1.618 |
442-1 |
1.000 |
431-0 |
0.618 |
424-1 |
HIGH |
413-0 |
0.618 |
406-1 |
0.500 |
404-0 |
0.382 |
401-7 |
LOW |
395-0 |
0.618 |
383-7 |
1.000 |
377-0 |
1.618 |
365-7 |
2.618 |
347-7 |
4.250 |
318-4 |
|
|
Fisher Pivots for day following 23-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
404-0 |
400-0 |
PP |
401-7 |
399-2 |
S1 |
399-7 |
398-4 |
|