CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 02-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
384-0 |
384-0 |
0-0 |
0.0% |
410-4 |
High |
386-6 |
397-0 |
10-2 |
2.7% |
410-6 |
Low |
377-4 |
379-2 |
1-6 |
0.5% |
377-4 |
Close |
379-2 |
395-6 |
16-4 |
4.4% |
379-2 |
Range |
9-2 |
17-6 |
8-4 |
91.9% |
33-2 |
ATR |
12-3 |
12-6 |
0-3 |
3.1% |
0-0 |
Volume |
39,353 |
47,082 |
7,729 |
19.6% |
190,889 |
|
Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
443-7 |
437-5 |
405-4 |
|
R3 |
426-1 |
419-7 |
400-5 |
|
R2 |
408-3 |
408-3 |
399-0 |
|
R1 |
402-1 |
402-1 |
397-3 |
405-2 |
PP |
390-5 |
390-5 |
390-5 |
392-2 |
S1 |
384-3 |
384-3 |
394-1 |
387-4 |
S2 |
372-7 |
372-7 |
392-4 |
|
S3 |
355-1 |
366-5 |
390-7 |
|
S4 |
337-3 |
348-7 |
386-0 |
|
|
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 |
397-0 |
377-4 |
19-4 |
4.9% |
10-0 |
2.5% |
94% |
True |
False |
39,955 |
10 |
423-4 |
377-4 |
46-0 |
11.6% |
12-0 |
3.0% |
40% |
False |
False |
37,478 |
20 |
423-4 |
367-0 |
56-4 |
14.3% |
11-0 |
2.8% |
51% |
False |
False |
34,262 |
40 |
423-4 |
319-4 |
104-0 |
26.3% |
10-5 |
2.7% |
73% |
False |
False |
26,522 |
60 |
423-4 |
319-4 |
104-0 |
26.3% |
9-5 |
2.4% |
73% |
False |
False |
23,020 |
80 |
423-4 |
319-4 |
104-0 |
26.3% |
9-4 |
2.4% |
73% |
False |
False |
19,915 |
100 |
469-4 |
319-4 |
150-0 |
37.9% |
8-7 |
2.2% |
51% |
False |
False |
18,042 |
120 |
483-4 |
319-4 |
164-0 |
41.4% |
8-5 |
2.2% |
46% |
False |
False |
15,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
472-4 |
2.618 |
443-4 |
1.618 |
425-6 |
1.000 |
414-6 |
0.618 |
408-0 |
HIGH |
397-0 |
0.618 |
390-2 |
0.500 |
388-1 |
0.382 |
386-0 |
LOW |
379-2 |
0.618 |
368-2 |
1.000 |
361-4 |
1.618 |
350-4 |
2.618 |
332-6 |
4.250 |
303-6 |
|
|
Fisher Pivots for day following 02-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
393-2 |
392-7 |
PP |
390-5 |
390-1 |
S1 |
388-1 |
387-2 |
|