CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 21-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
394-0 |
399-4 |
5-4 |
1.4% |
384-4 |
High |
399-6 |
415-0 |
15-2 |
3.8% |
400-0 |
Low |
392-6 |
399-4 |
6-6 |
1.7% |
381-0 |
Close |
396-6 |
410-0 |
13-2 |
3.3% |
383-6 |
Range |
7-0 |
15-4 |
8-4 |
121.4% |
19-0 |
ATR |
11-5 |
12-0 |
0-4 |
4.1% |
0-0 |
Volume |
23,167 |
27,271 |
4,104 |
17.7% |
140,712 |
|
Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
454-5 |
447-7 |
418-4 |
|
R3 |
439-1 |
432-3 |
414-2 |
|
R2 |
423-5 |
423-5 |
412-7 |
|
R1 |
416-7 |
416-7 |
411-3 |
420-2 |
PP |
408-1 |
408-1 |
408-1 |
409-7 |
S1 |
401-3 |
401-3 |
408-5 |
404-6 |
S2 |
392-5 |
392-5 |
407-1 |
|
S3 |
377-1 |
385-7 |
405-6 |
|
S4 |
361-5 |
370-3 |
401-4 |
|
|
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 |
415-0 |
381-0 |
34-0 |
8.3% |
9-0 |
2.2% |
85% |
True |
False |
24,446 |
10 |
415-0 |
372-0 |
43-0 |
10.5% |
9-7 |
2.4% |
88% |
True |
False |
27,314 |
20 |
415-0 |
335-4 |
79-4 |
19.4% |
10-2 |
2.5% |
94% |
True |
False |
26,079 |
40 |
415-0 |
319-4 |
95-4 |
23.3% |
9-5 |
2.3% |
95% |
True |
False |
22,192 |
60 |
415-0 |
319-4 |
95-4 |
23.3% |
9-3 |
2.3% |
95% |
True |
False |
19,012 |
80 |
415-0 |
319-4 |
95-4 |
23.3% |
8-6 |
2.1% |
95% |
True |
False |
17,324 |
100 |
483-4 |
319-4 |
164-0 |
40.0% |
8-4 |
2.1% |
55% |
False |
False |
15,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
480-7 |
2.618 |
455-5 |
1.618 |
440-1 |
1.000 |
430-4 |
0.618 |
424-5 |
HIGH |
415-0 |
0.618 |
409-1 |
0.500 |
407-2 |
0.382 |
405-3 |
LOW |
399-4 |
0.618 |
389-7 |
1.000 |
384-0 |
1.618 |
374-3 |
2.618 |
358-7 |
4.250 |
333-5 |
|
|
Fisher Pivots for day following 21-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
409-1 |
407-1 |
PP |
408-1 |
404-3 |
S1 |
407-2 |
401-4 |
|