CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 27-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
414-4 |
395-6 |
-18-6 |
-4.5% |
397-2 |
High |
414-4 |
398-0 |
-16-4 |
-4.0% |
432-0 |
Low |
398-0 |
391-2 |
-6-6 |
-1.7% |
397-2 |
Close |
398-6 |
391-6 |
-7-0 |
-1.8% |
417-4 |
Range |
16-4 |
6-6 |
-9-6 |
-59.1% |
34-6 |
ATR |
11-0 |
10-6 |
-0-2 |
-2.3% |
0-0 |
Volume |
9,638 |
6,567 |
-3,071 |
-31.9% |
22,354 |
|
Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
413-7 |
409-5 |
395-4 |
|
R3 |
407-1 |
402-7 |
393-5 |
|
R2 |
400-3 |
400-3 |
393-0 |
|
R1 |
396-1 |
396-1 |
392-3 |
394-7 |
PP |
393-5 |
393-5 |
393-5 |
393-0 |
S1 |
389-3 |
389-3 |
391-1 |
388-1 |
S2 |
386-7 |
386-7 |
390-4 |
|
S3 |
380-1 |
382-5 |
389-7 |
|
S4 |
373-3 |
375-7 |
388-0 |
|
|
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 |
391-2 |
40-6 |
10.4% |
11-5 |
3.0% |
1% |
False |
True |
6,481 |
10 |
432-0 |
390-4 |
41-4 |
10.6% |
8-7 |
2.3% |
3% |
False |
False |
6,050 |
20 |
432-0 |
352-4 |
79-4 |
20.3% |
8-6 |
2.2% |
49% |
False |
False |
5,950 |
40 |
432-0 |
328-4 |
103-4 |
26.4% |
7-5 |
1.9% |
61% |
False |
False |
5,076 |
60 |
432-0 |
328-4 |
103-4 |
26.4% |
6-5 |
1.7% |
61% |
False |
False |
4,155 |
80 |
432-0 |
328-4 |
103-4 |
26.4% |
6-0 |
1.5% |
61% |
False |
False |
3,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
426-6 |
2.618 |
415-5 |
1.618 |
408-7 |
1.000 |
404-6 |
0.618 |
402-1 |
HIGH |
398-0 |
0.618 |
395-3 |
0.500 |
394-5 |
0.382 |
393-7 |
LOW |
391-2 |
0.618 |
387-1 |
1.000 |
384-4 |
1.618 |
380-3 |
2.618 |
373-5 |
4.250 |
362-4 |
|
|
Fisher Pivots for day following 27-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
394-5 |
411-5 |
PP |
393-5 |
405-0 |
S1 |
392-6 |
398-3 |
|