CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
375-0 |
373-4 |
-1-4 |
-0.4% |
349-0 |
| High |
376-0 |
381-6 |
5-6 |
1.5% |
358-4 |
| Low |
367-4 |
373-4 |
6-0 |
1.6% |
344-6 |
| Close |
372-2 |
376-2 |
4-0 |
1.1% |
346-4 |
| Range |
8-4 |
8-2 |
-0-2 |
-2.9% |
13-6 |
| ATR |
11-6 |
11-5 |
-0-1 |
-1.4% |
0-0 |
| Volume |
53,647 |
21,298 |
-32,349 |
-60.3% |
105,324 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
401-7 |
397-3 |
380-6 |
|
| R3 |
393-5 |
389-1 |
378-4 |
|
| R2 |
385-3 |
385-3 |
377-6 |
|
| R1 |
380-7 |
380-7 |
377-0 |
383-1 |
| PP |
377-1 |
377-1 |
377-1 |
378-2 |
| S1 |
372-5 |
372-5 |
375-4 |
374-7 |
| S2 |
368-7 |
368-7 |
374-6 |
|
| S3 |
360-5 |
364-3 |
374-0 |
|
| S4 |
352-3 |
356-1 |
371-6 |
|
|
| 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 |
10.2% |
11-5 |
3.1% |
85% |
False |
False |
27,896 |
| 10 |
382-0 |
342-2 |
39-6 |
10.6% |
10-0 |
2.6% |
86% |
False |
False |
25,126 |
| 20 |
382-0 |
323-0 |
59-0 |
15.7% |
11-0 |
2.9% |
90% |
False |
False |
21,908 |
| 40 |
382-0 |
319-4 |
62-4 |
16.6% |
9-0 |
2.4% |
91% |
False |
False |
18,741 |
| 60 |
388-0 |
319-4 |
68-4 |
18.2% |
9-0 |
2.4% |
83% |
False |
False |
16,564 |
| 80 |
440-4 |
319-4 |
121-0 |
32.2% |
8-3 |
2.2% |
47% |
False |
False |
15,105 |
| 100 |
483-4 |
319-4 |
164-0 |
43.6% |
8-2 |
2.2% |
35% |
False |
False |
13,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
416-6 |
|
2.618 |
403-3 |
|
1.618 |
395-1 |
|
1.000 |
390-0 |
|
0.618 |
386-7 |
|
HIGH |
381-6 |
|
0.618 |
378-5 |
|
0.500 |
377-5 |
|
0.382 |
376-5 |
|
LOW |
373-4 |
|
0.618 |
368-3 |
|
1.000 |
365-2 |
|
1.618 |
360-1 |
|
2.618 |
351-7 |
|
4.250 |
338-4 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
377-5 |
375-5 |
| PP |
377-1 |
375-1 |
| S1 |
376-6 |
374-4 |
|