CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 12-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
376-0 |
384-4 |
8-4 |
2.3% |
343-4 |
High |
385-0 |
394-4 |
9-4 |
2.5% |
385-0 |
Low |
372-0 |
384-0 |
12-0 |
3.2% |
343-4 |
Close |
374-4 |
393-0 |
18-4 |
4.9% |
374-4 |
Range |
13-0 |
10-4 |
-2-4 |
-19.2% |
41-4 |
ATR |
11-6 |
12-3 |
0-5 |
5.0% |
0-0 |
Volume |
39,519 |
22,454 |
-17,065 |
-43.2% |
168,176 |
|
Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
422-0 |
418-0 |
398-6 |
|
R3 |
411-4 |
407-4 |
395-7 |
|
R2 |
401-0 |
401-0 |
394-7 |
|
R1 |
397-0 |
397-0 |
394-0 |
399-0 |
PP |
390-4 |
390-4 |
390-4 |
391-4 |
S1 |
386-4 |
386-4 |
392-0 |
388-4 |
S2 |
380-0 |
380-0 |
391-1 |
|
S3 |
369-4 |
376-0 |
390-1 |
|
S4 |
359-0 |
365-4 |
387-2 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
492-1 |
474-7 |
397-3 |
|
R3 |
450-5 |
433-3 |
385-7 |
|
R2 |
409-1 |
409-1 |
382-1 |
|
R1 |
391-7 |
391-7 |
378-2 |
400-4 |
PP |
367-5 |
367-5 |
367-5 |
372-0 |
S1 |
350-3 |
350-3 |
370-6 |
359-0 |
S2 |
326-1 |
326-1 |
366-7 |
|
S3 |
284-5 |
308-7 |
363-1 |
|
S4 |
243-1 |
267-3 |
351-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
394-4 |
367-0 |
27-4 |
7.0% |
11-0 |
2.8% |
95% |
True |
False |
34,206 |
10 |
394-4 |
343-4 |
51-0 |
13.0% |
10-5 |
2.7% |
97% |
True |
False |
25,751 |
20 |
394-4 |
324-2 |
70-2 |
17.9% |
11-4 |
2.9% |
98% |
True |
False |
23,663 |
40 |
394-4 |
319-4 |
75-0 |
19.1% |
9-2 |
2.4% |
98% |
True |
False |
19,578 |
60 |
394-4 |
319-4 |
75-0 |
19.1% |
9-1 |
2.3% |
98% |
True |
False |
17,244 |
80 |
439-0 |
319-4 |
119-4 |
30.4% |
8-4 |
2.2% |
62% |
False |
False |
15,685 |
100 |
483-4 |
319-4 |
164-0 |
41.7% |
8-2 |
2.1% |
45% |
False |
False |
13,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
439-1 |
2.618 |
422-0 |
1.618 |
411-4 |
1.000 |
405-0 |
0.618 |
401-0 |
HIGH |
394-4 |
0.618 |
390-4 |
0.500 |
389-2 |
0.382 |
388-0 |
LOW |
384-0 |
0.618 |
377-4 |
1.000 |
373-4 |
1.618 |
367-0 |
2.618 |
356-4 |
4.250 |
339-3 |
|
|
Fisher Pivots for day following 12-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
391-6 |
389-6 |
PP |
390-4 |
386-4 |
S1 |
389-2 |
383-2 |
|