CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 30-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
374-0 |
372-4 |
-1-4 |
-0.4% |
400-0 |
High |
381-6 |
374-0 |
-7-6 |
-2.0% |
400-0 |
Low |
372-4 |
364-0 |
-8-4 |
-2.3% |
364-0 |
Close |
379-4 |
366-0 |
-13-4 |
-3.6% |
366-0 |
Range |
9-2 |
10-0 |
0-6 |
8.1% |
36-0 |
ATR |
12-7 |
13-0 |
0-2 |
1.5% |
0-0 |
Volume |
126,299 |
121,926 |
-4,373 |
-3.5% |
713,976 |
|
Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
398-0 |
392-0 |
371-4 |
|
R3 |
388-0 |
382-0 |
368-6 |
|
R2 |
378-0 |
378-0 |
367-7 |
|
R1 |
372-0 |
372-0 |
366-7 |
370-0 |
PP |
368-0 |
368-0 |
368-0 |
367-0 |
S1 |
362-0 |
362-0 |
365-1 |
360-0 |
S2 |
358-0 |
358-0 |
364-1 |
|
S3 |
348-0 |
352-0 |
363-2 |
|
S4 |
338-0 |
342-0 |
360-4 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
484-5 |
461-3 |
385-6 |
|
R3 |
448-5 |
425-3 |
375-7 |
|
R2 |
412-5 |
412-5 |
372-5 |
|
R1 |
389-3 |
389-3 |
369-2 |
383-0 |
PP |
376-5 |
376-5 |
376-5 |
373-4 |
S1 |
353-3 |
353-3 |
362-6 |
347-0 |
S2 |
340-5 |
340-5 |
359-3 |
|
S3 |
304-5 |
317-3 |
356-1 |
|
S4 |
268-5 |
281-3 |
346-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
400-0 |
364-0 |
36-0 |
9.8% |
11-5 |
3.2% |
6% |
False |
True |
142,795 |
10 |
413-0 |
364-0 |
49-0 |
13.4% |
12-2 |
3.3% |
4% |
False |
True |
131,536 |
20 |
413-0 |
330-4 |
82-4 |
22.5% |
11-7 |
3.2% |
43% |
False |
False |
135,613 |
40 |
413-0 |
305-2 |
107-6 |
29.4% |
11-0 |
3.0% |
56% |
False |
False |
121,167 |
60 |
413-0 |
305-2 |
107-6 |
29.4% |
10-2 |
2.8% |
56% |
False |
False |
119,085 |
80 |
413-0 |
305-2 |
107-6 |
29.4% |
10-2 |
2.8% |
56% |
False |
False |
116,838 |
100 |
469-2 |
305-2 |
164-0 |
44.8% |
9-7 |
2.7% |
37% |
False |
False |
113,917 |
120 |
473-0 |
305-2 |
167-6 |
45.8% |
9-7 |
2.7% |
36% |
False |
False |
103,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
416-4 |
2.618 |
400-1 |
1.618 |
390-1 |
1.000 |
384-0 |
0.618 |
380-1 |
HIGH |
374-0 |
0.618 |
370-1 |
0.500 |
369-0 |
0.382 |
367-7 |
LOW |
364-0 |
0.618 |
357-7 |
1.000 |
354-0 |
1.618 |
347-7 |
2.618 |
337-7 |
4.250 |
321-4 |
|
|
Fisher Pivots for day following 30-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
369-0 |
372-7 |
PP |
368-0 |
370-5 |
S1 |
367-0 |
368-2 |
|