CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 26-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
429-0 |
414-4 |
-14-4 |
-3.4% |
397-2 |
High |
432-0 |
414-4 |
-17-4 |
-4.1% |
432-0 |
Low |
417-2 |
398-0 |
-19-2 |
-4.6% |
397-2 |
Close |
417-4 |
398-6 |
-18-6 |
-4.5% |
417-4 |
Range |
14-6 |
16-4 |
1-6 |
11.9% |
34-6 |
ATR |
10-3 |
11-0 |
0-5 |
6.3% |
0-0 |
Volume |
6,352 |
9,638 |
3,286 |
51.7% |
22,354 |
|
Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
453-2 |
442-4 |
407-7 |
|
R3 |
436-6 |
426-0 |
403-2 |
|
R2 |
420-2 |
420-2 |
401-6 |
|
R1 |
409-4 |
409-4 |
400-2 |
406-5 |
PP |
403-6 |
403-6 |
403-6 |
402-2 |
S1 |
393-0 |
393-0 |
397-2 |
390-1 |
S2 |
387-2 |
387-2 |
395-6 |
|
S3 |
370-6 |
376-4 |
394-2 |
|
S4 |
354-2 |
360-0 |
389-5 |
|
|
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 |
398-0 |
34-0 |
8.5% |
11-4 |
2.9% |
2% |
False |
True |
5,888 |
10 |
432-0 |
390-4 |
41-4 |
10.4% |
9-2 |
2.3% |
20% |
False |
False |
6,092 |
20 |
432-0 |
352-4 |
79-4 |
19.9% |
8-7 |
2.2% |
58% |
False |
False |
5,879 |
40 |
432-0 |
328-4 |
103-4 |
26.0% |
7-4 |
1.9% |
68% |
False |
False |
4,982 |
60 |
432-0 |
328-4 |
103-4 |
26.0% |
6-5 |
1.7% |
68% |
False |
False |
4,066 |
80 |
432-0 |
328-4 |
103-4 |
26.0% |
6-0 |
1.5% |
68% |
False |
False |
3,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
484-5 |
2.618 |
457-6 |
1.618 |
441-2 |
1.000 |
431-0 |
0.618 |
424-6 |
HIGH |
414-4 |
0.618 |
408-2 |
0.500 |
406-2 |
0.382 |
404-2 |
LOW |
398-0 |
0.618 |
387-6 |
1.000 |
381-4 |
1.618 |
371-2 |
2.618 |
354-6 |
4.250 |
327-7 |
|
|
Fisher Pivots for day following 26-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
406-2 |
415-0 |
PP |
403-6 |
409-5 |
S1 |
401-2 |
404-1 |
|