CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 30-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
386-0 |
384-0 |
-2-0 |
-0.5% |
410-4 |
High |
394-2 |
386-6 |
-7-4 |
-1.9% |
410-6 |
Low |
386-0 |
377-4 |
-8-4 |
-2.2% |
377-4 |
Close |
392-4 |
379-2 |
-13-2 |
-3.4% |
379-2 |
Range |
8-2 |
9-2 |
1-0 |
12.1% |
33-2 |
ATR |
12-1 |
12-3 |
0-2 |
1.7% |
0-0 |
Volume |
38,023 |
39,353 |
1,330 |
3.5% |
190,889 |
|
Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
408-7 |
403-3 |
384-3 |
|
R3 |
399-5 |
394-1 |
381-6 |
|
R2 |
390-3 |
390-3 |
381-0 |
|
R1 |
384-7 |
384-7 |
380-1 |
383-0 |
PP |
381-1 |
381-1 |
381-1 |
380-2 |
S1 |
375-5 |
375-5 |
378-3 |
373-6 |
S2 |
371-7 |
371-7 |
377-4 |
|
S3 |
362-5 |
366-3 |
376-6 |
|
S4 |
353-3 |
357-1 |
374-1 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
488-7 |
467-3 |
397-4 |
|
R3 |
455-5 |
434-1 |
388-3 |
|
R2 |
422-3 |
422-3 |
385-3 |
|
R1 |
400-7 |
400-7 |
382-2 |
395-0 |
PP |
389-1 |
389-1 |
389-1 |
386-2 |
S1 |
367-5 |
367-5 |
376-2 |
361-6 |
S2 |
355-7 |
355-7 |
373-1 |
|
S3 |
322-5 |
334-3 |
370-1 |
|
S4 |
289-3 |
301-1 |
361-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
410-6 |
377-4 |
33-2 |
8.8% |
10-7 |
2.9% |
5% |
False |
True |
38,177 |
10 |
423-4 |
377-4 |
46-0 |
12.1% |
11-3 |
3.0% |
4% |
False |
True |
34,888 |
20 |
423-4 |
343-4 |
80-0 |
21.1% |
11-0 |
2.9% |
45% |
False |
False |
32,888 |
40 |
423-4 |
319-4 |
104-0 |
27.4% |
10-3 |
2.7% |
57% |
False |
False |
25,861 |
60 |
423-4 |
319-4 |
104-0 |
27.4% |
9-4 |
2.5% |
57% |
False |
False |
22,449 |
80 |
423-4 |
319-4 |
104-0 |
27.4% |
9-2 |
2.5% |
57% |
False |
False |
19,463 |
100 |
480-0 |
319-4 |
160-4 |
42.3% |
8-6 |
2.3% |
37% |
False |
False |
17,621 |
120 |
483-4 |
319-4 |
164-0 |
43.2% |
8-4 |
2.3% |
36% |
False |
False |
15,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
426-0 |
2.618 |
411-0 |
1.618 |
401-6 |
1.000 |
396-0 |
0.618 |
392-4 |
HIGH |
386-6 |
0.618 |
383-2 |
0.500 |
382-1 |
0.382 |
381-0 |
LOW |
377-4 |
0.618 |
371-6 |
1.000 |
368-2 |
1.618 |
362-4 |
2.618 |
353-2 |
4.250 |
338-2 |
|
|
Fisher Pivots for day following 30-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
382-1 |
385-7 |
PP |
381-1 |
383-5 |
S1 |
380-2 |
381-4 |
|