CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 30-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
355-4 |
351-0 |
-4-4 |
-1.3% |
325-0 |
High |
358-2 |
357-0 |
-1-2 |
-0.3% |
353-0 |
Low |
349-4 |
349-0 |
-0-4 |
-0.1% |
324-2 |
Close |
354-0 |
356-6 |
2-6 |
0.8% |
346-6 |
Range |
8-6 |
8-0 |
-0-6 |
-8.6% |
28-6 |
ATR |
10-6 |
10-4 |
-0-2 |
-1.8% |
0-0 |
Volume |
18,245 |
20,042 |
1,797 |
9.8% |
76,331 |
|
Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
378-2 |
375-4 |
361-1 |
|
R3 |
370-2 |
367-4 |
359-0 |
|
R2 |
362-2 |
362-2 |
358-2 |
|
R1 |
359-4 |
359-4 |
357-4 |
360-7 |
PP |
354-2 |
354-2 |
354-2 |
355-0 |
S1 |
351-4 |
351-4 |
356-0 |
352-7 |
S2 |
346-2 |
346-2 |
355-2 |
|
S3 |
338-2 |
343-4 |
354-4 |
|
S4 |
330-2 |
335-4 |
352-3 |
|
|
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 |
335-4 |
22-6 |
6.4% |
9-6 |
2.7% |
93% |
False |
False |
22,498 |
10 |
358-2 |
324-2 |
34-0 |
9.5% |
9-5 |
2.7% |
96% |
False |
False |
19,566 |
20 |
361-2 |
319-4 |
41-6 |
11.7% |
9-3 |
2.6% |
89% |
False |
False |
19,595 |
40 |
380-4 |
319-4 |
61-0 |
17.1% |
9-0 |
2.5% |
61% |
False |
False |
17,037 |
60 |
388-0 |
319-4 |
68-4 |
19.2% |
8-5 |
2.4% |
54% |
False |
False |
14,982 |
80 |
480-0 |
319-4 |
160-4 |
45.0% |
8-1 |
2.3% |
23% |
False |
False |
13,573 |
100 |
483-4 |
319-4 |
164-0 |
46.0% |
8-0 |
2.2% |
23% |
False |
False |
12,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
391-0 |
2.618 |
378-0 |
1.618 |
370-0 |
1.000 |
365-0 |
0.618 |
362-0 |
HIGH |
357-0 |
0.618 |
354-0 |
0.500 |
353-0 |
0.382 |
352-0 |
LOW |
349-0 |
0.618 |
344-0 |
1.000 |
341-0 |
1.618 |
336-0 |
2.618 |
328-0 |
4.250 |
315-0 |
|
|
Fisher Pivots for day following 30-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
355-4 |
355-1 |
PP |
354-2 |
353-4 |
S1 |
353-0 |
351-7 |
|