CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 20-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
388-4 |
394-0 |
5-4 |
1.4% |
384-4 |
High |
399-0 |
399-6 |
0-6 |
0.2% |
400-0 |
Low |
388-0 |
392-6 |
4-6 |
1.2% |
381-0 |
Close |
398-0 |
396-6 |
-1-2 |
-0.3% |
383-6 |
Range |
11-0 |
7-0 |
-4-0 |
-36.4% |
19-0 |
ATR |
11-7 |
11-5 |
-0-3 |
-3.0% |
0-0 |
Volume |
21,180 |
23,167 |
1,987 |
9.4% |
140,712 |
|
Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
417-3 |
414-1 |
400-5 |
|
R3 |
410-3 |
407-1 |
398-5 |
|
R2 |
403-3 |
403-3 |
398-0 |
|
R1 |
400-1 |
400-1 |
397-3 |
401-6 |
PP |
396-3 |
396-3 |
396-3 |
397-2 |
S1 |
393-1 |
393-1 |
396-1 |
394-6 |
S2 |
389-3 |
389-3 |
395-4 |
|
S3 |
382-3 |
386-1 |
394-7 |
|
S4 |
375-3 |
379-1 |
392-7 |
|
|
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% |
8-0 |
2.0% |
83% |
False |
False |
26,439 |
10 |
400-0 |
367-4 |
32-4 |
8.2% |
9-1 |
2.3% |
90% |
False |
False |
29,952 |
20 |
400-0 |
332-6 |
67-2 |
17.0% |
10-2 |
2.6% |
95% |
False |
False |
25,450 |
40 |
400-0 |
319-4 |
80-4 |
20.3% |
9-4 |
2.4% |
96% |
False |
False |
21,877 |
60 |
400-0 |
319-4 |
80-4 |
20.3% |
9-1 |
2.3% |
96% |
False |
False |
18,644 |
80 |
415-0 |
319-4 |
95-4 |
24.1% |
8-5 |
2.2% |
81% |
False |
False |
17,051 |
100 |
483-4 |
319-4 |
164-0 |
41.3% |
8-3 |
2.1% |
47% |
False |
False |
14,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
429-4 |
2.618 |
418-1 |
1.618 |
411-1 |
1.000 |
406-6 |
0.618 |
404-1 |
HIGH |
399-6 |
0.618 |
397-1 |
0.500 |
396-2 |
0.382 |
395-3 |
LOW |
392-6 |
0.618 |
388-3 |
1.000 |
385-6 |
1.618 |
381-3 |
2.618 |
374-3 |
4.250 |
363-0 |
|
|
Fisher Pivots for day following 20-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
396-5 |
394-6 |
PP |
396-3 |
392-5 |
S1 |
396-2 |
390-5 |
|