CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 16-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
388-0 |
384-0 |
-4-0 |
-1.0% |
384-4 |
High |
388-2 |
386-0 |
-2-2 |
-0.6% |
400-0 |
Low |
381-0 |
381-4 |
0-4 |
0.1% |
381-0 |
Close |
385-0 |
383-6 |
-1-2 |
-0.3% |
383-6 |
Range |
7-2 |
4-4 |
-2-6 |
-37.9% |
19-0 |
ATR |
12-2 |
11-5 |
-0-4 |
-4.5% |
0-0 |
Volume |
31,123 |
19,491 |
-11,632 |
-37.4% |
140,712 |
|
Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
397-2 |
395-0 |
386-2 |
|
R3 |
392-6 |
390-4 |
385-0 |
|
R2 |
388-2 |
388-2 |
384-5 |
|
R1 |
386-0 |
386-0 |
384-1 |
384-7 |
PP |
383-6 |
383-6 |
383-6 |
383-2 |
S1 |
381-4 |
381-4 |
383-3 |
380-3 |
S2 |
379-2 |
379-2 |
382-7 |
|
S3 |
374-6 |
377-0 |
382-4 |
|
S4 |
370-2 |
372-4 |
381-2 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
445-2 |
433-4 |
394-2 |
|
R3 |
426-2 |
414-4 |
389-0 |
|
R2 |
407-2 |
407-2 |
387-2 |
|
R1 |
395-4 |
395-4 |
385-4 |
391-7 |
PP |
388-2 |
388-2 |
388-2 |
386-4 |
S1 |
376-4 |
376-4 |
382-0 |
372-7 |
S2 |
369-2 |
369-2 |
380-2 |
|
S3 |
350-2 |
357-4 |
378-4 |
|
S4 |
331-2 |
338-4 |
373-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
400-0 |
381-0 |
19-0 |
5.0% |
8-6 |
2.3% |
14% |
False |
False |
28,142 |
10 |
400-0 |
343-4 |
56-4 |
14.7% |
10-6 |
2.8% |
71% |
False |
False |
30,888 |
20 |
400-0 |
324-2 |
75-6 |
19.7% |
10-0 |
2.6% |
79% |
False |
False |
24,527 |
40 |
400-0 |
319-4 |
80-4 |
21.0% |
9-4 |
2.5% |
80% |
False |
False |
21,310 |
60 |
400-0 |
319-4 |
80-4 |
21.0% |
9-2 |
2.4% |
80% |
False |
False |
18,405 |
80 |
420-0 |
319-4 |
100-4 |
26.2% |
8-5 |
2.2% |
64% |
False |
False |
16,674 |
100 |
483-4 |
319-4 |
164-0 |
42.7% |
8-3 |
2.2% |
39% |
False |
False |
14,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
405-1 |
2.618 |
397-6 |
1.618 |
393-2 |
1.000 |
390-4 |
0.618 |
388-6 |
HIGH |
386-0 |
0.618 |
384-2 |
0.500 |
383-6 |
0.382 |
383-2 |
LOW |
381-4 |
0.618 |
378-6 |
1.000 |
377-0 |
1.618 |
374-2 |
2.618 |
369-6 |
4.250 |
362-3 |
|
|
Fisher Pivots for day following 16-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
383-6 |
390-4 |
PP |
383-6 |
388-2 |
S1 |
383-6 |
386-0 |
|