CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 23-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
415-4 |
429-0 |
13-4 |
3.2% |
397-2 |
High |
423-4 |
432-0 |
8-4 |
2.0% |
432-0 |
Low |
415-4 |
417-2 |
1-6 |
0.4% |
397-2 |
Close |
423-4 |
417-4 |
-6-0 |
-1.4% |
417-4 |
Range |
8-0 |
14-6 |
6-6 |
84.4% |
34-6 |
ATR |
10-0 |
10-3 |
0-3 |
3.4% |
0-0 |
Volume |
6,687 |
6,352 |
-335 |
-5.0% |
22,354 |
|
Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
466-4 |
456-6 |
425-5 |
|
R3 |
451-6 |
442-0 |
421-4 |
|
R2 |
437-0 |
437-0 |
420-2 |
|
R1 |
427-2 |
427-2 |
418-7 |
424-6 |
PP |
422-2 |
422-2 |
422-2 |
421-0 |
S1 |
412-4 |
412-4 |
416-1 |
410-0 |
S2 |
407-4 |
407-4 |
414-6 |
|
S3 |
392-6 |
397-6 |
413-4 |
|
S4 |
378-0 |
383-0 |
409-3 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
519-7 |
503-3 |
436-5 |
|
R3 |
485-1 |
468-5 |
427-0 |
|
R2 |
450-3 |
450-3 |
423-7 |
|
R1 |
433-7 |
433-7 |
420-5 |
442-1 |
PP |
415-5 |
415-5 |
415-5 |
419-6 |
S1 |
399-1 |
399-1 |
414-3 |
407-3 |
S2 |
380-7 |
380-7 |
411-1 |
|
S3 |
346-1 |
364-3 |
408-0 |
|
S4 |
311-3 |
329-5 |
398-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
432-0 |
397-2 |
34-6 |
8.3% |
10-2 |
2.5% |
58% |
True |
False |
4,470 |
10 |
432-0 |
390-4 |
41-4 |
9.9% |
8-4 |
2.0% |
65% |
True |
False |
5,533 |
20 |
432-0 |
352-4 |
79-4 |
19.0% |
8-2 |
2.0% |
82% |
True |
False |
5,826 |
40 |
432-0 |
328-4 |
103-4 |
24.8% |
7-1 |
1.7% |
86% |
True |
False |
4,787 |
60 |
432-0 |
328-4 |
103-4 |
24.8% |
6-4 |
1.5% |
86% |
True |
False |
3,927 |
80 |
432-0 |
328-4 |
103-4 |
24.8% |
5-7 |
1.4% |
86% |
True |
False |
3,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
494-6 |
2.618 |
470-5 |
1.618 |
455-7 |
1.000 |
446-6 |
0.618 |
441-1 |
HIGH |
432-0 |
0.618 |
426-3 |
0.500 |
424-5 |
0.382 |
422-7 |
LOW |
417-2 |
0.618 |
408-1 |
1.000 |
402-4 |
1.618 |
393-3 |
2.618 |
378-5 |
4.250 |
354-4 |
|
|
Fisher Pivots for day following 23-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
424-5 |
420-2 |
PP |
422-2 |
419-3 |
S1 |
419-7 |
418-3 |
|