CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
343-4 |
367-0 |
23-4 |
6.8% |
349-0 |
| High |
362-0 |
382-0 |
20-0 |
5.5% |
358-4 |
| Low |
343-4 |
367-0 |
23-4 |
6.8% |
344-6 |
| Close |
354-2 |
370-4 |
16-2 |
4.6% |
346-4 |
| Range |
18-4 |
15-0 |
-3-4 |
-18.9% |
13-6 |
| ATR |
10-7 |
12-0 |
1-2 |
11.2% |
0-0 |
| Volume |
19,600 |
34,112 |
14,512 |
74.0% |
105,324 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
418-1 |
409-3 |
378-6 |
|
| R3 |
403-1 |
394-3 |
374-5 |
|
| R2 |
388-1 |
388-1 |
373-2 |
|
| R1 |
379-3 |
379-3 |
371-7 |
383-6 |
| PP |
373-1 |
373-1 |
373-1 |
375-3 |
| S1 |
364-3 |
364-3 |
369-1 |
368-6 |
| S2 |
358-1 |
358-1 |
367-6 |
|
| S3 |
343-1 |
349-3 |
366-3 |
|
| S4 |
328-1 |
334-3 |
362-2 |
|
|
| 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 |
382-0 |
343-4 |
38-4 |
10.4% |
11-4 |
3.1% |
70% |
True |
False |
20,470 |
| 10 |
382-0 |
332-6 |
49-2 |
13.3% |
11-2 |
3.0% |
77% |
True |
False |
20,948 |
| 20 |
382-0 |
319-6 |
62-2 |
16.8% |
10-7 |
2.9% |
82% |
True |
False |
19,452 |
| 40 |
382-0 |
319-4 |
62-4 |
16.9% |
9-1 |
2.4% |
82% |
True |
False |
17,828 |
| 60 |
388-0 |
319-4 |
68-4 |
18.5% |
9-0 |
2.4% |
74% |
False |
False |
15,600 |
| 80 |
449-6 |
319-4 |
130-2 |
35.2% |
8-3 |
2.2% |
39% |
False |
False |
14,323 |
| 100 |
483-4 |
319-4 |
164-0 |
44.3% |
8-2 |
2.2% |
31% |
False |
False |
12,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
445-6 |
|
2.618 |
421-2 |
|
1.618 |
406-2 |
|
1.000 |
397-0 |
|
0.618 |
391-2 |
|
HIGH |
382-0 |
|
0.618 |
376-2 |
|
0.500 |
374-4 |
|
0.382 |
372-6 |
|
LOW |
367-0 |
|
0.618 |
357-6 |
|
1.000 |
352-0 |
|
1.618 |
342-6 |
|
2.618 |
327-6 |
|
4.250 |
303-2 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
374-4 |
367-7 |
| PP |
373-1 |
365-3 |
| S1 |
371-7 |
362-6 |
|