CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
384-0 |
388-4 |
4-4 |
1.2% |
384-4 |
| High |
386-0 |
399-0 |
13-0 |
3.4% |
400-0 |
| Low |
381-4 |
388-0 |
6-4 |
1.7% |
381-0 |
| Close |
383-6 |
398-0 |
14-2 |
3.7% |
383-6 |
| Range |
4-4 |
11-0 |
6-4 |
144.4% |
19-0 |
| ATR |
11-5 |
11-7 |
0-2 |
2.2% |
0-0 |
| Volume |
19,491 |
21,180 |
1,689 |
8.7% |
140,712 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
428-0 |
424-0 |
404-0 |
|
| R3 |
417-0 |
413-0 |
401-0 |
|
| R2 |
406-0 |
406-0 |
400-0 |
|
| R1 |
402-0 |
402-0 |
399-0 |
404-0 |
| PP |
395-0 |
395-0 |
395-0 |
396-0 |
| S1 |
391-0 |
391-0 |
397-0 |
393-0 |
| S2 |
384-0 |
384-0 |
396-0 |
|
| S3 |
373-0 |
380-0 |
395-0 |
|
| S4 |
362-0 |
369-0 |
392-0 |
|
|
| 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 |
4.8% |
8-7 |
2.2% |
89% |
False |
False |
27,887 |
| 10 |
400-0 |
367-0 |
33-0 |
8.3% |
10-0 |
2.5% |
94% |
False |
False |
31,046 |
| 20 |
400-0 |
330-0 |
70-0 |
17.6% |
10-3 |
2.6% |
97% |
False |
False |
25,082 |
| 40 |
400-0 |
319-4 |
80-4 |
20.2% |
9-4 |
2.4% |
98% |
False |
False |
21,630 |
| 60 |
400-0 |
319-4 |
80-4 |
20.2% |
9-1 |
2.3% |
98% |
False |
False |
18,457 |
| 80 |
418-0 |
319-4 |
98-4 |
24.7% |
8-5 |
2.2% |
80% |
False |
False |
16,836 |
| 100 |
483-4 |
319-4 |
164-0 |
41.2% |
8-3 |
2.1% |
48% |
False |
False |
14,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
445-6 |
|
2.618 |
427-6 |
|
1.618 |
416-6 |
|
1.000 |
410-0 |
|
0.618 |
405-6 |
|
HIGH |
399-0 |
|
0.618 |
394-6 |
|
0.500 |
393-4 |
|
0.382 |
392-2 |
|
LOW |
388-0 |
|
0.618 |
381-2 |
|
1.000 |
377-0 |
|
1.618 |
370-2 |
|
2.618 |
359-2 |
|
4.250 |
341-2 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
396-4 |
395-3 |
| PP |
395-0 |
392-5 |
| S1 |
393-4 |
390-0 |
|