CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 29-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
367-0 |
374-0 |
7-0 |
1.9% |
376-4 |
High |
372-0 |
381-6 |
9-6 |
2.6% |
413-0 |
Low |
365-2 |
372-4 |
7-2 |
2.0% |
375-4 |
Close |
369-0 |
379-4 |
10-4 |
2.8% |
397-6 |
Range |
6-6 |
9-2 |
2-4 |
37.0% |
37-4 |
ATR |
12-7 |
12-7 |
0-0 |
-0.1% |
0-0 |
Volume |
144,291 |
126,299 |
-17,992 |
-12.5% |
601,384 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
405-5 |
401-7 |
384-5 |
|
R3 |
396-3 |
392-5 |
382-0 |
|
R2 |
387-1 |
387-1 |
381-2 |
|
R1 |
383-3 |
383-3 |
380-3 |
385-2 |
PP |
377-7 |
377-7 |
377-7 |
378-7 |
S1 |
374-1 |
374-1 |
378-5 |
376-0 |
S2 |
368-5 |
368-5 |
377-6 |
|
S3 |
359-3 |
364-7 |
377-0 |
|
S4 |
350-1 |
355-5 |
374-3 |
|
|
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 |
12.6% |
13-2 |
3.5% |
30% |
False |
False |
142,798 |
10 |
413-0 |
365-2 |
47-6 |
12.6% |
11-7 |
3.1% |
30% |
False |
False |
132,272 |
20 |
413-0 |
330-4 |
82-4 |
21.7% |
11-6 |
3.1% |
59% |
False |
False |
133,840 |
40 |
413-0 |
305-2 |
107-6 |
28.4% |
11-0 |
2.9% |
69% |
False |
False |
120,309 |
60 |
413-0 |
305-2 |
107-6 |
28.4% |
10-2 |
2.7% |
69% |
False |
False |
119,337 |
80 |
413-0 |
305-2 |
107-6 |
28.4% |
10-1 |
2.7% |
69% |
False |
False |
116,538 |
100 |
471-4 |
305-2 |
166-2 |
43.8% |
10-0 |
2.6% |
45% |
False |
False |
113,305 |
120 |
473-0 |
305-2 |
167-6 |
44.2% |
9-6 |
2.6% |
44% |
False |
False |
102,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
421-0 |
2.618 |
406-0 |
1.618 |
396-6 |
1.000 |
391-0 |
0.618 |
387-4 |
HIGH |
381-6 |
0.618 |
378-2 |
0.500 |
377-1 |
0.382 |
376-0 |
LOW |
372-4 |
0.618 |
366-6 |
1.000 |
363-2 |
1.618 |
357-4 |
2.618 |
348-2 |
4.250 |
333-2 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
378-6 |
377-4 |
PP |
377-7 |
375-4 |
S1 |
377-1 |
373-4 |
|