CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 23-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
407-0 |
420-0 |
13-0 |
3.2% |
388-4 |
High |
416-0 |
423-4 |
7-4 |
1.8% |
423-4 |
Low |
407-0 |
407-0 |
0-0 |
0.0% |
388-0 |
Close |
414-6 |
409-2 |
-5-4 |
-1.3% |
409-2 |
Range |
9-0 |
16-4 |
7-4 |
83.3% |
35-4 |
ATR |
11-7 |
12-1 |
0-3 |
2.8% |
0-0 |
Volume |
51,814 |
34,559 |
-17,255 |
-33.3% |
157,991 |
|
Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
462-6 |
452-4 |
418-3 |
|
R3 |
446-2 |
436-0 |
413-6 |
|
R2 |
429-6 |
429-6 |
412-2 |
|
R1 |
419-4 |
419-4 |
410-6 |
416-3 |
PP |
413-2 |
413-2 |
413-2 |
411-6 |
S1 |
403-0 |
403-0 |
407-6 |
399-7 |
S2 |
396-6 |
396-6 |
406-2 |
|
S3 |
380-2 |
386-4 |
404-6 |
|
S4 |
363-6 |
370-0 |
400-1 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
513-3 |
496-7 |
428-6 |
|
R3 |
477-7 |
461-3 |
419-0 |
|
R2 |
442-3 |
442-3 |
415-6 |
|
R1 |
425-7 |
425-7 |
412-4 |
434-1 |
PP |
406-7 |
406-7 |
406-7 |
411-0 |
S1 |
390-3 |
390-3 |
406-0 |
398-5 |
S2 |
371-3 |
371-3 |
402-6 |
|
S3 |
335-7 |
354-7 |
399-4 |
|
S4 |
300-3 |
319-3 |
389-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
423-4 |
388-0 |
35-4 |
8.7% |
11-6 |
2.9% |
60% |
True |
False |
31,598 |
10 |
423-4 |
381-0 |
42-4 |
10.4% |
10-2 |
2.5% |
66% |
True |
False |
29,870 |
20 |
423-4 |
343-4 |
80-0 |
19.5% |
10-2 |
2.5% |
82% |
True |
False |
28,610 |
40 |
423-4 |
319-4 |
104-0 |
25.4% |
9-7 |
2.4% |
86% |
True |
False |
23,656 |
60 |
423-4 |
319-4 |
104-0 |
25.4% |
9-5 |
2.3% |
86% |
True |
False |
20,068 |
80 |
423-4 |
319-4 |
104-0 |
25.4% |
9-0 |
2.2% |
86% |
True |
False |
18,108 |
100 |
481-4 |
319-4 |
162-0 |
39.6% |
8-4 |
2.1% |
55% |
False |
False |
15,972 |
120 |
483-4 |
319-4 |
164-0 |
40.1% |
8-2 |
2.0% |
55% |
False |
False |
14,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
493-5 |
2.618 |
466-6 |
1.618 |
450-2 |
1.000 |
440-0 |
0.618 |
433-6 |
HIGH |
423-4 |
0.618 |
417-2 |
0.500 |
415-2 |
0.382 |
413-2 |
LOW |
407-0 |
0.618 |
396-6 |
1.000 |
390-4 |
1.618 |
380-2 |
2.618 |
363-6 |
4.250 |
336-7 |
|
|
Fisher Pivots for day following 23-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
415-2 |
411-4 |
PP |
413-2 |
410-6 |
S1 |
411-2 |
410-0 |
|