CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 26-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
420-0 |
410-4 |
-9-4 |
-2.3% |
388-4 |
High |
423-4 |
410-6 |
-12-6 |
-3.0% |
423-4 |
Low |
407-0 |
388-6 |
-18-2 |
-4.5% |
388-0 |
Close |
409-2 |
390-0 |
-19-2 |
-4.7% |
409-2 |
Range |
16-4 |
22-0 |
5-4 |
33.3% |
35-4 |
ATR |
12-1 |
12-7 |
0-6 |
5.8% |
0-0 |
Volume |
34,559 |
38,195 |
3,636 |
10.5% |
157,991 |
|
Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
462-4 |
448-2 |
402-1 |
|
R3 |
440-4 |
426-2 |
396-0 |
|
R2 |
418-4 |
418-4 |
394-0 |
|
R1 |
404-2 |
404-2 |
392-0 |
400-3 |
PP |
396-4 |
396-4 |
396-4 |
394-4 |
S1 |
382-2 |
382-2 |
388-0 |
378-3 |
S2 |
374-4 |
374-4 |
386-0 |
|
S3 |
352-4 |
360-2 |
384-0 |
|
S4 |
330-4 |
338-2 |
377-7 |
|
|
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 |
388-6 |
34-6 |
8.9% |
14-0 |
3.6% |
4% |
False |
True |
35,001 |
10 |
423-4 |
381-0 |
42-4 |
10.9% |
11-3 |
2.9% |
21% |
False |
False |
31,444 |
20 |
423-4 |
343-4 |
80-0 |
20.5% |
11-0 |
2.8% |
58% |
False |
False |
28,597 |
40 |
423-4 |
319-4 |
104-0 |
26.7% |
10-2 |
2.6% |
68% |
False |
False |
24,338 |
60 |
423-4 |
319-4 |
104-0 |
26.7% |
9-6 |
2.5% |
68% |
False |
False |
20,570 |
80 |
423-4 |
319-4 |
104-0 |
26.7% |
9-2 |
2.4% |
68% |
False |
False |
18,323 |
100 |
480-0 |
319-4 |
160-4 |
41.2% |
8-5 |
2.2% |
44% |
False |
False |
16,271 |
120 |
483-4 |
319-4 |
164-0 |
42.1% |
8-3 |
2.2% |
43% |
False |
False |
14,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
504-2 |
2.618 |
468-3 |
1.618 |
446-3 |
1.000 |
432-6 |
0.618 |
424-3 |
HIGH |
410-6 |
0.618 |
402-3 |
0.500 |
399-6 |
0.382 |
397-1 |
LOW |
388-6 |
0.618 |
375-1 |
1.000 |
366-6 |
1.618 |
353-1 |
2.618 |
331-1 |
4.250 |
295-2 |
|
|
Fisher Pivots for day following 26-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
399-6 |
406-1 |
PP |
396-4 |
400-6 |
S1 |
393-2 |
395-3 |
|