CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 28-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
385-0 |
377-4 |
-7-4 |
-1.9% |
388-4 |
High |
390-0 |
384-0 |
-6-0 |
-1.5% |
423-4 |
Low |
381-6 |
377-4 |
-4-2 |
-1.1% |
388-0 |
Close |
383-0 |
381-4 |
-1-4 |
-0.4% |
409-2 |
Range |
8-2 |
6-4 |
-1-6 |
-21.2% |
35-4 |
ATR |
12-4 |
12-1 |
-0-3 |
-3.4% |
0-0 |
Volume |
37,678 |
37,640 |
-38 |
-0.1% |
157,991 |
|
Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
400-4 |
397-4 |
385-1 |
|
R3 |
394-0 |
391-0 |
383-2 |
|
R2 |
387-4 |
387-4 |
382-6 |
|
R1 |
384-4 |
384-4 |
382-1 |
386-0 |
PP |
381-0 |
381-0 |
381-0 |
381-6 |
S1 |
378-0 |
378-0 |
380-7 |
379-4 |
S2 |
374-4 |
374-4 |
380-2 |
|
S3 |
368-0 |
371-4 |
379-6 |
|
S4 |
361-4 |
365-0 |
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 |
377-4 |
46-0 |
12.1% |
12-4 |
3.3% |
9% |
False |
True |
39,977 |
10 |
423-4 |
377-4 |
46-0 |
12.1% |
10-6 |
2.8% |
9% |
False |
True |
32,211 |
20 |
423-4 |
343-4 |
80-0 |
21.0% |
10-7 |
2.9% |
48% |
False |
False |
30,449 |
40 |
423-4 |
319-4 |
104-0 |
27.3% |
10-1 |
2.7% |
60% |
False |
False |
25,022 |
60 |
423-4 |
319-4 |
104-0 |
27.3% |
9-5 |
2.5% |
60% |
False |
False |
21,507 |
80 |
423-4 |
319-4 |
104-0 |
27.3% |
9-1 |
2.4% |
60% |
False |
False |
18,849 |
100 |
480-0 |
319-4 |
160-4 |
42.1% |
8-6 |
2.3% |
39% |
False |
False |
16,948 |
120 |
483-4 |
319-4 |
164-0 |
43.0% |
8-4 |
2.2% |
38% |
False |
False |
15,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
411-5 |
2.618 |
401-0 |
1.618 |
394-4 |
1.000 |
390-4 |
0.618 |
388-0 |
HIGH |
384-0 |
0.618 |
381-4 |
0.500 |
380-6 |
0.382 |
380-0 |
LOW |
377-4 |
0.618 |
373-4 |
1.000 |
371-0 |
1.618 |
367-0 |
2.618 |
360-4 |
4.250 |
349-7 |
|
|
Fisher Pivots for day following 28-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
381-2 |
394-1 |
PP |
381-0 |
389-7 |
S1 |
380-6 |
385-6 |
|