CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 03-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
384-0 |
388-4 |
4-4 |
1.2% |
410-4 |
High |
397-0 |
409-0 |
12-0 |
3.0% |
410-6 |
Low |
379-2 |
388-4 |
9-2 |
2.4% |
377-4 |
Close |
395-6 |
403-4 |
7-6 |
2.0% |
379-2 |
Range |
17-6 |
20-4 |
2-6 |
15.5% |
33-2 |
ATR |
12-6 |
13-2 |
0-4 |
4.3% |
0-0 |
Volume |
47,082 |
63,191 |
16,109 |
34.2% |
190,889 |
|
Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
461-7 |
453-1 |
414-6 |
|
R3 |
441-3 |
432-5 |
409-1 |
|
R2 |
420-7 |
420-7 |
407-2 |
|
R1 |
412-1 |
412-1 |
405-3 |
416-4 |
PP |
400-3 |
400-3 |
400-3 |
402-4 |
S1 |
391-5 |
391-5 |
401-5 |
396-0 |
S2 |
379-7 |
379-7 |
399-6 |
|
S3 |
359-3 |
371-1 |
397-7 |
|
S4 |
338-7 |
350-5 |
392-2 |
|
|
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 |
409-0 |
377-4 |
31-4 |
7.8% |
12-4 |
3.1% |
83% |
True |
False |
45,057 |
10 |
423-4 |
377-4 |
46-0 |
11.4% |
13-3 |
3.3% |
57% |
False |
False |
41,480 |
20 |
423-4 |
367-4 |
56-0 |
13.9% |
11-2 |
2.8% |
64% |
False |
False |
35,716 |
40 |
423-4 |
319-6 |
103-6 |
25.7% |
11-0 |
2.7% |
81% |
False |
False |
27,584 |
60 |
423-4 |
319-4 |
104-0 |
25.8% |
9-6 |
2.4% |
81% |
False |
False |
23,790 |
80 |
423-4 |
319-4 |
104-0 |
25.8% |
9-5 |
2.4% |
81% |
False |
False |
20,629 |
100 |
449-6 |
319-4 |
130-2 |
32.3% |
8-7 |
2.2% |
64% |
False |
False |
18,601 |
120 |
483-4 |
319-4 |
164-0 |
40.6% |
8-6 |
2.2% |
51% |
False |
False |
16,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
496-1 |
2.618 |
462-5 |
1.618 |
442-1 |
1.000 |
429-4 |
0.618 |
421-5 |
HIGH |
409-0 |
0.618 |
401-1 |
0.500 |
398-6 |
0.382 |
396-3 |
LOW |
388-4 |
0.618 |
375-7 |
1.000 |
368-0 |
1.618 |
355-3 |
2.618 |
334-7 |
4.250 |
301-3 |
|
|
Fisher Pivots for day following 03-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
401-7 |
400-1 |
PP |
400-3 |
396-5 |
S1 |
398-6 |
393-2 |
|