CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 29-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
387-0 |
399-2 |
12-2 |
3.2% |
397-2 |
High |
391-4 |
401-0 |
9-4 |
2.4% |
432-0 |
Low |
387-0 |
399-2 |
12-2 |
3.2% |
397-2 |
Close |
390-4 |
401-4 |
11-0 |
2.8% |
417-4 |
Range |
4-4 |
1-6 |
-2-6 |
-61.1% |
34-6 |
ATR |
10-3 |
10-3 |
0-0 |
0.1% |
0-0 |
Volume |
4,879 |
9,943 |
5,064 |
103.8% |
22,354 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
405-7 |
405-3 |
402-4 |
|
R3 |
404-1 |
403-5 |
402-0 |
|
R2 |
402-3 |
402-3 |
401-7 |
|
R1 |
401-7 |
401-7 |
401-5 |
402-1 |
PP |
400-5 |
400-5 |
400-5 |
400-6 |
S1 |
400-1 |
400-1 |
401-3 |
400-3 |
S2 |
398-7 |
398-7 |
401-1 |
|
S3 |
397-1 |
398-3 |
401-0 |
|
S4 |
395-3 |
396-5 |
400-4 |
|
|
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 |
387-0 |
45-0 |
11.2% |
8-7 |
2.2% |
32% |
False |
False |
7,475 |
10 |
432-0 |
387-0 |
45-0 |
11.2% |
8-3 |
2.1% |
32% |
False |
False |
5,805 |
20 |
432-0 |
352-4 |
79-4 |
19.8% |
8-4 |
2.1% |
62% |
False |
False |
6,226 |
40 |
432-0 |
328-4 |
103-4 |
25.8% |
7-4 |
1.9% |
71% |
False |
False |
5,163 |
60 |
432-0 |
328-4 |
103-4 |
25.8% |
6-3 |
1.6% |
71% |
False |
False |
4,325 |
80 |
432-0 |
328-4 |
103-4 |
25.8% |
5-7 |
1.5% |
71% |
False |
False |
3,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
408-4 |
2.618 |
405-5 |
1.618 |
403-7 |
1.000 |
402-6 |
0.618 |
402-1 |
HIGH |
401-0 |
0.618 |
400-3 |
0.500 |
400-1 |
0.382 |
399-7 |
LOW |
399-2 |
0.618 |
398-1 |
1.000 |
397-4 |
1.618 |
396-3 |
2.618 |
394-5 |
4.250 |
391-6 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
401-0 |
399-0 |
PP |
400-5 |
396-4 |
S1 |
400-1 |
394-0 |
|