CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 29-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
377-4 |
386-0 |
8-4 |
2.3% |
388-4 |
High |
384-0 |
394-2 |
10-2 |
2.7% |
423-4 |
Low |
377-4 |
386-0 |
8-4 |
2.3% |
388-0 |
Close |
381-4 |
392-4 |
11-0 |
2.9% |
409-2 |
Range |
6-4 |
8-2 |
1-6 |
26.9% |
35-4 |
ATR |
12-1 |
12-1 |
0-0 |
0.4% |
0-0 |
Volume |
37,640 |
38,023 |
383 |
1.0% |
157,991 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
415-5 |
412-3 |
397-0 |
|
R3 |
407-3 |
404-1 |
394-6 |
|
R2 |
399-1 |
399-1 |
394-0 |
|
R1 |
395-7 |
395-7 |
393-2 |
397-4 |
PP |
390-7 |
390-7 |
390-7 |
391-6 |
S1 |
387-5 |
387-5 |
391-6 |
389-2 |
S2 |
382-5 |
382-5 |
391-0 |
|
S3 |
374-3 |
379-3 |
390-2 |
|
S4 |
366-1 |
371-1 |
388-0 |
|
|
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 |
11.7% |
12-2 |
3.1% |
33% |
False |
False |
37,219 |
10 |
423-4 |
377-4 |
46-0 |
11.7% |
10-7 |
2.8% |
33% |
False |
False |
32,901 |
20 |
423-4 |
343-4 |
80-0 |
20.4% |
11-0 |
2.8% |
61% |
False |
False |
31,462 |
40 |
423-4 |
319-4 |
104-0 |
26.5% |
10-2 |
2.6% |
70% |
False |
False |
25,528 |
60 |
423-4 |
319-4 |
104-0 |
26.5% |
9-4 |
2.4% |
70% |
False |
False |
21,965 |
80 |
423-4 |
319-4 |
104-0 |
26.5% |
9-2 |
2.3% |
70% |
False |
False |
19,116 |
100 |
480-0 |
319-4 |
160-4 |
40.9% |
8-6 |
2.2% |
45% |
False |
False |
17,291 |
120 |
483-4 |
319-4 |
164-0 |
41.8% |
8-4 |
2.2% |
45% |
False |
False |
15,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
429-2 |
2.618 |
415-7 |
1.618 |
407-5 |
1.000 |
402-4 |
0.618 |
399-3 |
HIGH |
394-2 |
0.618 |
391-1 |
0.500 |
390-1 |
0.382 |
389-1 |
LOW |
386-0 |
0.618 |
380-7 |
1.000 |
377-6 |
1.618 |
372-5 |
2.618 |
364-3 |
4.250 |
351-0 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
391-6 |
390-2 |
PP |
390-7 |
388-1 |
S1 |
390-1 |
385-7 |
|