CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 05-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
350-0 |
343-4 |
-6-4 |
-1.9% |
349-0 |
High |
352-4 |
362-0 |
9-4 |
2.7% |
358-4 |
Low |
344-6 |
343-4 |
-1-2 |
-0.4% |
344-6 |
Close |
346-4 |
354-2 |
7-6 |
2.2% |
346-4 |
Range |
7-6 |
18-4 |
10-6 |
138.7% |
13-6 |
ATR |
10-2 |
10-7 |
0-5 |
5.8% |
0-0 |
Volume |
10,827 |
19,600 |
8,773 |
81.0% |
105,324 |
|
Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
408-6 |
400-0 |
364-3 |
|
R3 |
390-2 |
381-4 |
359-3 |
|
R2 |
371-6 |
371-6 |
357-5 |
|
R1 |
363-0 |
363-0 |
356-0 |
367-3 |
PP |
353-2 |
353-2 |
353-2 |
355-4 |
S1 |
344-4 |
344-4 |
352-4 |
348-7 |
S2 |
334-6 |
334-6 |
350-7 |
|
S3 |
316-2 |
326-0 |
349-1 |
|
S4 |
297-6 |
307-4 |
344-1 |
|
|
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 |
362-0 |
343-4 |
18-4 |
5.2% |
10-2 |
2.9% |
58% |
True |
True |
17,296 |
10 |
362-0 |
330-0 |
32-0 |
9.0% |
10-6 |
3.0% |
76% |
True |
False |
19,117 |
20 |
362-0 |
319-4 |
42-4 |
12.0% |
10-2 |
2.9% |
82% |
True |
False |
18,782 |
40 |
362-0 |
319-4 |
42-4 |
12.0% |
8-7 |
2.5% |
82% |
True |
False |
17,399 |
60 |
388-0 |
319-4 |
68-4 |
19.3% |
9-0 |
2.5% |
51% |
False |
False |
15,133 |
80 |
469-4 |
319-4 |
150-0 |
42.3% |
8-2 |
2.3% |
23% |
False |
False |
13,987 |
100 |
483-4 |
319-4 |
164-0 |
46.3% |
8-1 |
2.3% |
21% |
False |
False |
12,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
440-5 |
2.618 |
410-3 |
1.618 |
391-7 |
1.000 |
380-4 |
0.618 |
373-3 |
HIGH |
362-0 |
0.618 |
354-7 |
0.500 |
352-6 |
0.382 |
350-5 |
LOW |
343-4 |
0.618 |
332-1 |
1.000 |
325-0 |
1.618 |
313-5 |
2.618 |
295-1 |
4.250 |
264-7 |
|
|
Fisher Pivots for day following 05-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
353-6 |
353-6 |
PP |
353-2 |
353-2 |
S1 |
352-6 |
352-6 |
|