CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
367-0 |
375-0 |
8-0 |
2.2% |
349-0 |
| High |
382-0 |
376-0 |
-6-0 |
-1.6% |
358-4 |
| Low |
367-0 |
367-4 |
0-4 |
0.1% |
344-6 |
| Close |
370-4 |
372-2 |
1-6 |
0.5% |
346-4 |
| Range |
15-0 |
8-4 |
-6-4 |
-43.3% |
13-6 |
| ATR |
12-0 |
11-6 |
-0-2 |
-2.1% |
0-0 |
| Volume |
34,112 |
53,647 |
19,535 |
57.3% |
105,324 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
397-3 |
393-3 |
376-7 |
|
| R3 |
388-7 |
384-7 |
374-5 |
|
| R2 |
380-3 |
380-3 |
373-6 |
|
| R1 |
376-3 |
376-3 |
373-0 |
374-1 |
| PP |
371-7 |
371-7 |
371-7 |
370-6 |
| S1 |
367-7 |
367-7 |
371-4 |
365-5 |
| S2 |
363-3 |
363-3 |
370-6 |
|
| S3 |
354-7 |
359-3 |
369-7 |
|
| S4 |
346-3 |
350-7 |
367-5 |
|
|
| 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 |
10.3% |
11-4 |
3.1% |
75% |
False |
False |
27,191 |
| 10 |
382-0 |
335-4 |
46-4 |
12.5% |
10-5 |
2.9% |
79% |
False |
False |
24,844 |
| 20 |
382-0 |
322-6 |
59-2 |
15.9% |
11-0 |
3.0% |
84% |
False |
False |
21,424 |
| 40 |
382-0 |
319-4 |
62-4 |
16.8% |
9-1 |
2.5% |
84% |
False |
False |
18,599 |
| 60 |
388-0 |
319-4 |
68-4 |
18.4% |
9-1 |
2.4% |
77% |
False |
False |
16,355 |
| 80 |
443-0 |
319-4 |
123-4 |
33.2% |
8-2 |
2.2% |
43% |
False |
False |
14,892 |
| 100 |
483-4 |
319-4 |
164-0 |
44.1% |
8-2 |
2.2% |
32% |
False |
False |
12,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
412-1 |
|
2.618 |
398-2 |
|
1.618 |
389-6 |
|
1.000 |
384-4 |
|
0.618 |
381-2 |
|
HIGH |
376-0 |
|
0.618 |
372-6 |
|
0.500 |
371-6 |
|
0.382 |
370-6 |
|
LOW |
367-4 |
|
0.618 |
362-2 |
|
1.000 |
359-0 |
|
1.618 |
353-6 |
|
2.618 |
345-2 |
|
4.250 |
331-3 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
372-1 |
369-1 |
| PP |
371-7 |
365-7 |
| S1 |
371-6 |
362-6 |
|