CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 13-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
384-4 |
390-0 |
5-4 |
1.4% |
343-4 |
High |
394-4 |
398-0 |
3-4 |
0.9% |
385-0 |
Low |
384-0 |
387-0 |
3-0 |
0.8% |
343-4 |
Close |
393-0 |
393-2 |
0-2 |
0.1% |
374-4 |
Range |
10-4 |
11-0 |
0-4 |
4.8% |
41-4 |
ATR |
12-3 |
12-2 |
-0-1 |
-0.8% |
0-0 |
Volume |
22,454 |
30,409 |
7,955 |
35.4% |
168,176 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
425-6 |
420-4 |
399-2 |
|
R3 |
414-6 |
409-4 |
396-2 |
|
R2 |
403-6 |
403-6 |
395-2 |
|
R1 |
398-4 |
398-4 |
394-2 |
401-1 |
PP |
392-6 |
392-6 |
392-6 |
394-0 |
S1 |
387-4 |
387-4 |
392-2 |
390-1 |
S2 |
381-6 |
381-6 |
391-2 |
|
S3 |
370-6 |
376-4 |
390-2 |
|
S4 |
359-6 |
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 |
398-0 |
367-4 |
30-4 |
7.8% |
10-2 |
2.6% |
84% |
True |
False |
33,465 |
10 |
398-0 |
343-4 |
54-4 |
13.9% |
10-7 |
2.8% |
91% |
True |
False |
26,967 |
20 |
398-0 |
324-2 |
73-6 |
18.8% |
10-6 |
2.7% |
94% |
True |
False |
24,763 |
40 |
398-0 |
319-4 |
78-4 |
20.0% |
9-2 |
2.4% |
94% |
True |
False |
20,145 |
60 |
398-0 |
319-4 |
78-4 |
20.0% |
9-2 |
2.4% |
94% |
True |
False |
17,603 |
80 |
422-0 |
319-4 |
102-4 |
26.1% |
8-4 |
2.2% |
72% |
False |
False |
16,010 |
100 |
483-4 |
319-4 |
164-0 |
41.7% |
8-3 |
2.1% |
45% |
False |
False |
13,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
444-6 |
2.618 |
426-6 |
1.618 |
415-6 |
1.000 |
409-0 |
0.618 |
404-6 |
HIGH |
398-0 |
0.618 |
393-6 |
0.500 |
392-4 |
0.382 |
391-2 |
LOW |
387-0 |
0.618 |
380-2 |
1.000 |
376-0 |
1.618 |
369-2 |
2.618 |
358-2 |
4.250 |
340-2 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
393-0 |
390-4 |
PP |
392-6 |
387-6 |
S1 |
392-4 |
385-0 |
|