CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 22-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
399-4 |
407-0 |
7-4 |
1.9% |
384-4 |
High |
415-0 |
416-0 |
1-0 |
0.2% |
400-0 |
Low |
399-4 |
407-0 |
7-4 |
1.9% |
381-0 |
Close |
410-0 |
414-6 |
4-6 |
1.2% |
383-6 |
Range |
15-4 |
9-0 |
-6-4 |
-41.9% |
19-0 |
ATR |
12-0 |
11-7 |
-0-2 |
-1.8% |
0-0 |
Volume |
27,271 |
51,814 |
24,543 |
90.0% |
140,712 |
|
Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
439-5 |
436-1 |
419-6 |
|
R3 |
430-5 |
427-1 |
417-2 |
|
R2 |
421-5 |
421-5 |
416-3 |
|
R1 |
418-1 |
418-1 |
415-5 |
419-7 |
PP |
412-5 |
412-5 |
412-5 |
413-4 |
S1 |
409-1 |
409-1 |
413-7 |
410-7 |
S2 |
403-5 |
403-5 |
413-1 |
|
S3 |
394-5 |
400-1 |
412-2 |
|
S4 |
385-5 |
391-1 |
409-6 |
|
|
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 |
416-0 |
381-4 |
34-4 |
8.3% |
9-3 |
2.3% |
96% |
True |
False |
28,584 |
10 |
416-0 |
372-0 |
44-0 |
10.6% |
9-7 |
2.4% |
97% |
True |
False |
30,366 |
20 |
416-0 |
342-2 |
73-6 |
17.8% |
10-0 |
2.4% |
98% |
True |
False |
27,746 |
40 |
416-0 |
319-4 |
96-4 |
23.3% |
9-6 |
2.3% |
99% |
True |
False |
23,193 |
60 |
416-0 |
319-4 |
96-4 |
23.3% |
9-3 |
2.3% |
99% |
True |
False |
19,600 |
80 |
416-0 |
319-4 |
96-4 |
23.3% |
8-7 |
2.1% |
99% |
True |
False |
17,893 |
100 |
481-4 |
319-4 |
162-0 |
39.1% |
8-4 |
2.1% |
59% |
False |
False |
15,680 |
120 |
483-4 |
319-4 |
164-0 |
39.5% |
8-1 |
2.0% |
58% |
False |
False |
14,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
454-2 |
2.618 |
439-4 |
1.618 |
430-4 |
1.000 |
425-0 |
0.618 |
421-4 |
HIGH |
416-0 |
0.618 |
412-4 |
0.500 |
411-4 |
0.382 |
410-4 |
LOW |
407-0 |
0.618 |
401-4 |
1.000 |
398-0 |
1.618 |
392-4 |
2.618 |
383-4 |
4.250 |
368-6 |
|
|
Fisher Pivots for day following 22-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
413-5 |
411-2 |
PP |
412-5 |
407-7 |
S1 |
411-4 |
404-3 |
|