CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 28-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
374-4 |
367-0 |
-7-4 |
-2.0% |
376-4 |
High |
378-4 |
372-0 |
-6-4 |
-1.7% |
413-0 |
Low |
369-4 |
365-2 |
-4-2 |
-1.2% |
375-4 |
Close |
370-6 |
369-0 |
-1-6 |
-0.5% |
397-6 |
Range |
9-0 |
6-6 |
-2-2 |
-25.0% |
37-4 |
ATR |
13-3 |
12-7 |
-0-4 |
-3.5% |
0-0 |
Volume |
159,136 |
144,291 |
-14,845 |
-9.3% |
601,384 |
|
Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
389-0 |
385-6 |
372-6 |
|
R3 |
382-2 |
379-0 |
370-7 |
|
R2 |
375-4 |
375-4 |
370-2 |
|
R1 |
372-2 |
372-2 |
369-5 |
373-7 |
PP |
368-6 |
368-6 |
368-6 |
369-4 |
S1 |
365-4 |
365-4 |
368-3 |
367-1 |
S2 |
362-0 |
362-0 |
367-6 |
|
S3 |
355-2 |
358-6 |
367-1 |
|
S4 |
348-4 |
352-0 |
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 |
365-2 |
47-6 |
12.9% |
13-3 |
3.6% |
8% |
False |
True |
153,861 |
10 |
413-0 |
365-2 |
47-6 |
12.9% |
11-7 |
3.2% |
8% |
False |
True |
133,441 |
20 |
413-0 |
330-4 |
82-4 |
22.4% |
11-6 |
3.2% |
47% |
False |
False |
132,501 |
40 |
413-0 |
305-2 |
107-6 |
29.2% |
10-7 |
2.9% |
59% |
False |
False |
120,284 |
60 |
413-0 |
305-2 |
107-6 |
29.2% |
10-4 |
2.8% |
59% |
False |
False |
118,952 |
80 |
413-0 |
305-2 |
107-6 |
29.2% |
10-1 |
2.7% |
59% |
False |
False |
117,556 |
100 |
471-4 |
305-2 |
166-2 |
45.1% |
10-0 |
2.7% |
38% |
False |
False |
112,499 |
120 |
473-0 |
305-2 |
167-6 |
45.5% |
9-6 |
2.6% |
38% |
False |
False |
102,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
400-6 |
2.618 |
389-5 |
1.618 |
382-7 |
1.000 |
378-6 |
0.618 |
376-1 |
HIGH |
372-0 |
0.618 |
369-3 |
0.500 |
368-5 |
0.382 |
367-7 |
LOW |
365-2 |
0.618 |
361-1 |
1.000 |
358-4 |
1.618 |
354-3 |
2.618 |
347-5 |
4.250 |
336-4 |
|
|
Fisher Pivots for day following 28-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
368-7 |
382-5 |
PP |
368-6 |
378-1 |
S1 |
368-5 |
373-4 |
|