CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 02-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
365-6 |
359-2 |
-6-4 |
-1.8% |
356-4 |
High |
365-6 |
360-4 |
-5-2 |
-1.4% |
367-2 |
Low |
360-4 |
355-0 |
-5-4 |
-1.5% |
355-0 |
Close |
362-0 |
355-4 |
-6-4 |
-1.8% |
355-4 |
Range |
5-2 |
5-4 |
0-2 |
4.8% |
12-2 |
ATR |
8-5 |
8-4 |
-0-1 |
-1.3% |
0-0 |
Volume |
4,515 |
2,795 |
-1,720 |
-38.1% |
25,834 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
373-4 |
370-0 |
358-4 |
|
R3 |
368-0 |
364-4 |
357-0 |
|
R2 |
362-4 |
362-4 |
356-4 |
|
R1 |
359-0 |
359-0 |
356-0 |
358-0 |
PP |
357-0 |
357-0 |
357-0 |
356-4 |
S1 |
353-4 |
353-4 |
355-0 |
352-4 |
S2 |
351-4 |
351-4 |
354-4 |
|
S3 |
346-0 |
348-0 |
354-0 |
|
S4 |
340-4 |
342-4 |
352-4 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396-0 |
388-0 |
362-2 |
|
R3 |
383-6 |
375-6 |
358-7 |
|
R2 |
371-4 |
371-4 |
357-6 |
|
R1 |
363-4 |
363-4 |
356-5 |
361-3 |
PP |
359-2 |
359-2 |
359-2 |
358-2 |
S1 |
351-2 |
351-2 |
354-3 |
349-1 |
S2 |
347-0 |
347-0 |
353-2 |
|
S3 |
334-6 |
339-0 |
352-1 |
|
S4 |
322-4 |
326-6 |
348-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
383-7 |
2.618 |
374-7 |
1.618 |
369-3 |
1.000 |
366-0 |
0.618 |
363-7 |
HIGH |
360-4 |
0.618 |
358-3 |
0.500 |
357-6 |
0.382 |
357-1 |
LOW |
355-0 |
0.618 |
351-5 |
1.000 |
349-4 |
1.618 |
346-1 |
2.618 |
340-5 |
4.250 |
331-5 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
357-6 |
360-3 |
PP |
357-0 |
358-6 |
S1 |
356-2 |
357-1 |
|