CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 05-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
337-6 |
331-2 |
-6-4 |
-1.9% |
334-4 |
| High |
340-2 |
350-0 |
9-6 |
2.9% |
346-2 |
| Low |
331-6 |
330-4 |
-1-2 |
-0.4% |
331-6 |
| Close |
333-4 |
341-4 |
8-0 |
2.4% |
333-4 |
| Range |
8-4 |
19-4 |
11-0 |
129.4% |
14-4 |
| ATR |
10-6 |
11-3 |
0-5 |
5.8% |
0-0 |
| Volume |
86,479 |
89,988 |
3,509 |
4.1% |
500,749 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
399-1 |
389-7 |
352-2 |
|
| R3 |
379-5 |
370-3 |
346-7 |
|
| R2 |
360-1 |
360-1 |
345-1 |
|
| R1 |
350-7 |
350-7 |
343-2 |
355-4 |
| PP |
340-5 |
340-5 |
340-5 |
343-0 |
| S1 |
331-3 |
331-3 |
339-6 |
336-0 |
| S2 |
321-1 |
321-1 |
337-7 |
|
| S3 |
301-5 |
311-7 |
336-1 |
|
| S4 |
282-1 |
292-3 |
330-6 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
380-5 |
371-5 |
341-4 |
|
| R3 |
366-1 |
357-1 |
337-4 |
|
| R2 |
351-5 |
351-5 |
336-1 |
|
| R1 |
342-5 |
342-5 |
334-7 |
339-7 |
| PP |
337-1 |
337-1 |
337-1 |
335-6 |
| S1 |
328-1 |
328-1 |
332-1 |
325-3 |
| S2 |
322-5 |
322-5 |
330-7 |
|
| S3 |
308-1 |
313-5 |
329-4 |
|
| S4 |
293-5 |
299-1 |
325-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
350-0 |
330-4 |
19-4 |
5.7% |
11-0 |
3.2% |
56% |
True |
True |
93,188 |
| 10 |
350-0 |
316-6 |
33-2 |
9.7% |
11-3 |
3.3% |
74% |
True |
False |
99,551 |
| 20 |
350-0 |
305-2 |
44-6 |
13.1% |
10-7 |
3.2% |
81% |
True |
False |
106,219 |
| 40 |
350-0 |
305-2 |
44-6 |
13.1% |
9-5 |
2.8% |
81% |
True |
False |
109,938 |
| 60 |
375-2 |
305-2 |
70-0 |
20.5% |
9-7 |
2.9% |
52% |
False |
False |
110,421 |
| 80 |
458-6 |
305-2 |
153-4 |
44.9% |
9-5 |
2.8% |
24% |
False |
False |
108,826 |
| 100 |
473-0 |
305-2 |
167-6 |
49.1% |
9-4 |
2.8% |
22% |
False |
False |
97,145 |
| 120 |
473-0 |
305-2 |
167-6 |
49.1% |
9-3 |
2.7% |
22% |
False |
False |
87,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
432-7 |
|
2.618 |
401-0 |
|
1.618 |
381-4 |
|
1.000 |
369-4 |
|
0.618 |
362-0 |
|
HIGH |
350-0 |
|
0.618 |
342-4 |
|
0.500 |
340-2 |
|
0.382 |
338-0 |
|
LOW |
330-4 |
|
0.618 |
318-4 |
|
1.000 |
311-0 |
|
1.618 |
299-0 |
|
2.618 |
279-4 |
|
4.250 |
247-5 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
341-1 |
341-1 |
| PP |
340-5 |
340-5 |
| S1 |
340-2 |
340-2 |
|