CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 27-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
410-4 |
385-0 |
-25-4 |
-6.2% |
388-4 |
High |
410-6 |
390-0 |
-20-6 |
-5.1% |
423-4 |
Low |
388-6 |
381-6 |
-7-0 |
-1.8% |
388-0 |
Close |
390-0 |
383-0 |
-7-0 |
-1.8% |
409-2 |
Range |
22-0 |
8-2 |
-13-6 |
-62.5% |
35-4 |
ATR |
12-7 |
12-4 |
-0-3 |
-2.6% |
0-0 |
Volume |
38,195 |
37,678 |
-517 |
-1.4% |
157,991 |
|
Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
409-5 |
404-5 |
387-4 |
|
R3 |
401-3 |
396-3 |
385-2 |
|
R2 |
393-1 |
393-1 |
384-4 |
|
R1 |
388-1 |
388-1 |
383-6 |
386-4 |
PP |
384-7 |
384-7 |
384-7 |
384-1 |
S1 |
379-7 |
379-7 |
382-2 |
378-2 |
S2 |
376-5 |
376-5 |
381-4 |
|
S3 |
368-3 |
371-5 |
380-6 |
|
S4 |
360-1 |
363-3 |
378-4 |
|
|
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 |
381-6 |
41-6 |
10.9% |
14-2 |
3.7% |
3% |
False |
True |
37,903 |
10 |
423-4 |
381-0 |
42-4 |
11.1% |
11-1 |
2.9% |
5% |
False |
False |
32,171 |
20 |
423-4 |
343-4 |
80-0 |
20.9% |
11-0 |
2.9% |
49% |
False |
False |
29,569 |
40 |
423-4 |
319-4 |
104-0 |
27.2% |
10-2 |
2.7% |
61% |
False |
False |
25,011 |
60 |
423-4 |
319-4 |
104-0 |
27.2% |
9-5 |
2.5% |
61% |
False |
False |
21,090 |
80 |
423-4 |
319-4 |
104-0 |
27.2% |
9-2 |
2.4% |
61% |
False |
False |
18,614 |
100 |
480-0 |
319-4 |
160-4 |
41.9% |
8-5 |
2.3% |
40% |
False |
False |
16,616 |
120 |
483-4 |
319-4 |
164-0 |
42.8% |
8-3 |
2.2% |
39% |
False |
False |
14,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
425-0 |
2.618 |
411-5 |
1.618 |
403-3 |
1.000 |
398-2 |
0.618 |
395-1 |
HIGH |
390-0 |
0.618 |
386-7 |
0.500 |
385-7 |
0.382 |
384-7 |
LOW |
381-6 |
0.618 |
376-5 |
1.000 |
373-4 |
1.618 |
368-3 |
2.618 |
360-1 |
4.250 |
346-6 |
|
|
Fisher Pivots for day following 27-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
385-7 |
402-5 |
PP |
384-7 |
396-1 |
S1 |
384-0 |
389-4 |
|