CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 02-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
353-0 |
350-0 |
-3-0 |
-0.8% |
349-0 |
High |
358-4 |
352-4 |
-6-0 |
-1.7% |
358-4 |
Low |
350-4 |
344-6 |
-5-6 |
-1.6% |
344-6 |
Close |
353-2 |
346-4 |
-6-6 |
-1.9% |
346-4 |
Range |
8-0 |
7-6 |
-0-2 |
-3.1% |
13-6 |
ATR |
10-3 |
10-2 |
-0-1 |
-1.3% |
0-0 |
Volume |
17,770 |
10,827 |
-6,943 |
-39.1% |
105,324 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
371-1 |
366-5 |
350-6 |
|
R3 |
363-3 |
358-7 |
348-5 |
|
R2 |
355-5 |
355-5 |
347-7 |
|
R1 |
351-1 |
351-1 |
347-2 |
349-4 |
PP |
347-7 |
347-7 |
347-7 |
347-1 |
S1 |
343-3 |
343-3 |
345-6 |
341-6 |
S2 |
340-1 |
340-1 |
345-1 |
|
S3 |
332-3 |
335-5 |
344-3 |
|
S4 |
324-5 |
327-7 |
342-2 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
391-1 |
382-5 |
354-0 |
|
R3 |
377-3 |
368-7 |
350-2 |
|
R2 |
363-5 |
363-5 |
349-0 |
|
R1 |
355-1 |
355-1 |
347-6 |
352-4 |
PP |
349-7 |
349-7 |
349-7 |
348-5 |
S1 |
341-3 |
341-3 |
345-2 |
338-6 |
S2 |
336-1 |
336-1 |
344-0 |
|
S3 |
322-3 |
327-5 |
342-6 |
|
S4 |
308-5 |
313-7 |
339-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
358-4 |
344-6 |
13-6 |
4.0% |
7-6 |
2.2% |
13% |
False |
True |
21,064 |
10 |
358-4 |
324-2 |
34-2 |
9.9% |
9-3 |
2.7% |
65% |
False |
False |
18,165 |
20 |
361-2 |
319-4 |
41-6 |
12.0% |
9-5 |
2.8% |
65% |
False |
False |
18,833 |
40 |
361-2 |
319-4 |
41-6 |
12.0% |
8-6 |
2.5% |
65% |
False |
False |
17,229 |
60 |
388-0 |
319-4 |
68-4 |
19.8% |
8-6 |
2.5% |
39% |
False |
False |
14,988 |
80 |
480-0 |
319-4 |
160-4 |
46.3% |
8-1 |
2.4% |
17% |
False |
False |
13,804 |
100 |
483-4 |
319-4 |
164-0 |
47.3% |
8-0 |
2.3% |
16% |
False |
False |
12,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
385-4 |
2.618 |
372-6 |
1.618 |
365-0 |
1.000 |
360-2 |
0.618 |
357-2 |
HIGH |
352-4 |
0.618 |
349-4 |
0.500 |
348-5 |
0.382 |
347-6 |
LOW |
344-6 |
0.618 |
340-0 |
1.000 |
337-0 |
1.618 |
332-2 |
2.618 |
324-4 |
4.250 |
311-6 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
348-5 |
351-5 |
PP |
347-7 |
349-7 |
S1 |
347-2 |
348-2 |
|