CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 20-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
397-2 |
403-0 |
5-6 |
1.4% |
393-2 |
High |
408-0 |
407-2 |
-0-6 |
-0.2% |
406-4 |
Low |
397-2 |
401-4 |
4-2 |
1.1% |
390-4 |
Close |
407-0 |
405-4 |
-1-4 |
-0.4% |
392-4 |
Range |
10-6 |
5-6 |
-5-0 |
-46.5% |
16-0 |
ATR |
10-1 |
9-6 |
-0-2 |
-3.1% |
0-0 |
Volume |
2,548 |
3,604 |
1,056 |
41.4% |
32,984 |
|
Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
422-0 |
419-4 |
408-5 |
|
R3 |
416-2 |
413-6 |
407-1 |
|
R2 |
410-4 |
410-4 |
406-4 |
|
R1 |
408-0 |
408-0 |
406-0 |
409-2 |
PP |
404-6 |
404-6 |
404-6 |
405-3 |
S1 |
402-2 |
402-2 |
405-0 |
403-4 |
S2 |
399-0 |
399-0 |
404-4 |
|
S3 |
393-2 |
396-4 |
403-7 |
|
S4 |
387-4 |
390-6 |
402-3 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
444-4 |
434-4 |
401-2 |
|
R3 |
428-4 |
418-4 |
396-7 |
|
R2 |
412-4 |
412-4 |
395-3 |
|
R1 |
402-4 |
402-4 |
394-0 |
399-4 |
PP |
396-4 |
396-4 |
396-4 |
395-0 |
S1 |
386-4 |
386-4 |
391-0 |
383-4 |
S2 |
380-4 |
380-4 |
389-5 |
|
S3 |
364-4 |
370-4 |
388-1 |
|
S4 |
348-4 |
354-4 |
383-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
431-6 |
2.618 |
422-2 |
1.618 |
416-4 |
1.000 |
413-0 |
0.618 |
410-6 |
HIGH |
407-2 |
0.618 |
405-0 |
0.500 |
404-3 |
0.382 |
403-6 |
LOW |
401-4 |
0.618 |
398-0 |
1.000 |
395-6 |
1.618 |
392-2 |
2.618 |
386-4 |
4.250 |
377-0 |
|
|
Fisher Pivots for day following 20-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
405-1 |
403-3 |
PP |
404-6 |
401-3 |
S1 |
404-3 |
399-2 |
|