CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 26-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
410-4 |
400-0 |
-10-4 |
-2.6% |
376-4 |
High |
413-0 |
400-0 |
-13-0 |
-3.1% |
413-0 |
Low |
395-0 |
376-6 |
-18-2 |
-4.6% |
375-4 |
Close |
397-6 |
378-0 |
-19-6 |
-5.0% |
397-6 |
Range |
18-0 |
23-2 |
5-2 |
29.2% |
37-4 |
ATR |
12-7 |
13-5 |
0-6 |
5.7% |
0-0 |
Volume |
121,943 |
162,324 |
40,381 |
33.1% |
601,384 |
|
Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
454-5 |
439-5 |
390-6 |
|
R3 |
431-3 |
416-3 |
384-3 |
|
R2 |
408-1 |
408-1 |
382-2 |
|
R1 |
393-1 |
393-1 |
380-1 |
389-0 |
PP |
384-7 |
384-7 |
384-7 |
382-7 |
S1 |
369-7 |
369-7 |
375-7 |
365-6 |
S2 |
361-5 |
361-5 |
373-6 |
|
S3 |
338-3 |
346-5 |
371-5 |
|
S4 |
315-1 |
323-3 |
365-2 |
|
|
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 |
376-6 |
36-2 |
9.6% |
15-1 |
4.0% |
3% |
False |
True |
136,825 |
10 |
413-0 |
368-6 |
44-2 |
11.7% |
12-4 |
3.3% |
21% |
False |
False |
131,353 |
20 |
413-0 |
330-4 |
82-4 |
21.8% |
11-7 |
3.1% |
58% |
False |
False |
126,828 |
40 |
413-0 |
305-2 |
107-6 |
28.5% |
11-0 |
2.9% |
68% |
False |
False |
119,126 |
60 |
413-0 |
305-2 |
107-6 |
28.5% |
10-5 |
2.8% |
68% |
False |
False |
118,474 |
80 |
413-0 |
305-2 |
107-6 |
28.5% |
10-2 |
2.7% |
68% |
False |
False |
117,488 |
100 |
471-4 |
305-2 |
166-2 |
44.0% |
9-7 |
2.6% |
44% |
False |
False |
110,447 |
120 |
473-0 |
305-2 |
167-6 |
44.4% |
9-6 |
2.6% |
43% |
False |
False |
100,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
498-6 |
2.618 |
460-7 |
1.618 |
437-5 |
1.000 |
423-2 |
0.618 |
414-3 |
HIGH |
400-0 |
0.618 |
391-1 |
0.500 |
388-3 |
0.382 |
385-5 |
LOW |
376-6 |
0.618 |
362-3 |
1.000 |
353-4 |
1.618 |
339-1 |
2.618 |
315-7 |
4.250 |
278-0 |
|
|
Fisher Pivots for day following 26-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
388-3 |
394-7 |
PP |
384-7 |
389-2 |
S1 |
381-4 |
383-5 |
|