CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 29-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
349-0 |
355-4 |
6-4 |
1.9% |
325-0 |
| High |
351-4 |
358-2 |
6-6 |
1.9% |
353-0 |
| Low |
345-4 |
349-4 |
4-0 |
1.2% |
324-2 |
| Close |
351-2 |
354-0 |
2-6 |
0.8% |
346-6 |
| Range |
6-0 |
8-6 |
2-6 |
45.8% |
28-6 |
| ATR |
10-7 |
10-6 |
-0-1 |
-1.4% |
0-0 |
| Volume |
38,440 |
18,245 |
-20,195 |
-52.5% |
76,331 |
|
| Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
380-1 |
375-7 |
358-6 |
|
| R3 |
371-3 |
367-1 |
356-3 |
|
| R2 |
362-5 |
362-5 |
355-5 |
|
| R1 |
358-3 |
358-3 |
354-6 |
356-1 |
| PP |
353-7 |
353-7 |
353-7 |
352-6 |
| S1 |
349-5 |
349-5 |
353-2 |
347-3 |
| S2 |
345-1 |
345-1 |
352-3 |
|
| S3 |
336-3 |
340-7 |
351-5 |
|
| S4 |
327-5 |
332-1 |
349-2 |
|
|
| 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 |
358-2 |
332-6 |
25-4 |
7.2% |
11-1 |
3.1% |
83% |
True |
False |
21,427 |
| 10 |
358-2 |
324-2 |
34-0 |
9.6% |
10-5 |
3.0% |
88% |
True |
False |
22,559 |
| 20 |
361-2 |
319-4 |
41-6 |
11.8% |
9-4 |
2.7% |
83% |
False |
False |
20,453 |
| 40 |
384-4 |
319-4 |
65-0 |
18.4% |
9-0 |
2.5% |
53% |
False |
False |
16,850 |
| 60 |
388-0 |
319-4 |
68-4 |
19.4% |
8-5 |
2.4% |
50% |
False |
False |
14,963 |
| 80 |
480-0 |
319-4 |
160-4 |
45.3% |
8-1 |
2.3% |
21% |
False |
False |
13,378 |
| 100 |
483-4 |
319-4 |
164-0 |
46.3% |
7-7 |
2.2% |
21% |
False |
False |
11,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
395-4 |
|
2.618 |
381-1 |
|
1.618 |
372-3 |
|
1.000 |
367-0 |
|
0.618 |
363-5 |
|
HIGH |
358-2 |
|
0.618 |
354-7 |
|
0.500 |
353-7 |
|
0.382 |
352-7 |
|
LOW |
349-4 |
|
0.618 |
344-1 |
|
1.000 |
340-6 |
|
1.618 |
335-3 |
|
2.618 |
326-5 |
|
4.250 |
312-2 |
|
|
| Fisher Pivots for day following 29-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
354-0 |
352-6 |
| PP |
353-7 |
351-4 |
| S1 |
353-7 |
350-2 |
|