CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 28-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
349-0 |
349-0 |
0-0 |
0.0% |
325-0 |
High |
353-0 |
351-4 |
-1-4 |
-0.4% |
353-0 |
Low |
342-2 |
345-4 |
3-2 |
0.9% |
324-2 |
Close |
346-6 |
351-2 |
4-4 |
1.3% |
346-6 |
Range |
10-6 |
6-0 |
-4-6 |
-44.2% |
28-6 |
ATR |
11-2 |
10-7 |
-0-3 |
-3.3% |
0-0 |
Volume |
17,280 |
38,440 |
21,160 |
122.5% |
76,331 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
367-3 |
365-3 |
354-4 |
|
R3 |
361-3 |
359-3 |
352-7 |
|
R2 |
355-3 |
355-3 |
352-3 |
|
R1 |
353-3 |
353-3 |
351-6 |
354-3 |
PP |
349-3 |
349-3 |
349-3 |
350-0 |
S1 |
347-3 |
347-3 |
350-6 |
348-3 |
S2 |
343-3 |
343-3 |
350-1 |
|
S3 |
337-3 |
341-3 |
349-5 |
|
S4 |
331-3 |
335-3 |
348-0 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
427-5 |
415-7 |
362-4 |
|
R3 |
398-7 |
387-1 |
354-5 |
|
R2 |
370-1 |
370-1 |
352-0 |
|
R1 |
358-3 |
358-3 |
349-3 |
364-2 |
PP |
341-3 |
341-3 |
341-3 |
344-2 |
S1 |
329-5 |
329-5 |
344-1 |
335-4 |
S2 |
312-5 |
312-5 |
341-4 |
|
S3 |
283-7 |
300-7 |
338-7 |
|
S4 |
255-1 |
272-1 |
331-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
353-0 |
330-0 |
23-0 |
6.5% |
11-2 |
3.2% |
92% |
False |
False |
20,938 |
10 |
361-2 |
324-2 |
37-0 |
10.5% |
12-2 |
3.5% |
73% |
False |
False |
21,574 |
20 |
361-2 |
319-4 |
41-6 |
11.9% |
9-4 |
2.7% |
76% |
False |
False |
20,079 |
40 |
388-0 |
319-4 |
68-4 |
19.5% |
9-1 |
2.6% |
46% |
False |
False |
16,556 |
60 |
388-0 |
319-4 |
68-4 |
19.5% |
8-5 |
2.4% |
46% |
False |
False |
14,899 |
80 |
480-0 |
319-4 |
160-4 |
45.7% |
8-1 |
2.3% |
20% |
False |
False |
13,190 |
100 |
483-4 |
319-4 |
164-0 |
46.7% |
7-7 |
2.3% |
19% |
False |
False |
11,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
377-0 |
2.618 |
367-2 |
1.618 |
361-2 |
1.000 |
357-4 |
0.618 |
355-2 |
HIGH |
351-4 |
0.618 |
349-2 |
0.500 |
348-4 |
0.382 |
347-6 |
LOW |
345-4 |
0.618 |
341-6 |
1.000 |
339-4 |
1.618 |
335-6 |
2.618 |
329-6 |
4.250 |
320-0 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
350-3 |
348-7 |
PP |
349-3 |
346-5 |
S1 |
348-4 |
344-2 |
|