CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
355-4 |
364-0 |
8-4 |
2.4% |
334-4 |
| High |
369-6 |
364-0 |
-5-6 |
-1.6% |
346-2 |
| Low |
355-4 |
354-2 |
-1-2 |
-0.4% |
331-6 |
| Close |
358-2 |
359-6 |
1-4 |
0.4% |
333-4 |
| Range |
14-2 |
9-6 |
-4-4 |
-31.6% |
14-4 |
| ATR |
12-5 |
12-3 |
-0-2 |
-1.6% |
0-0 |
| Volume |
152,341 |
213,787 |
61,446 |
40.3% |
500,749 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
388-5 |
383-7 |
365-1 |
|
| R3 |
378-7 |
374-1 |
362-3 |
|
| R2 |
369-1 |
369-1 |
361-4 |
|
| R1 |
364-3 |
364-3 |
360-5 |
361-7 |
| PP |
359-3 |
359-3 |
359-3 |
358-0 |
| S1 |
354-5 |
354-5 |
358-7 |
352-1 |
| S2 |
349-5 |
349-5 |
358-0 |
|
| S3 |
339-7 |
344-7 |
357-1 |
|
| S4 |
330-1 |
335-1 |
354-3 |
|
|
| 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 |
369-6 |
330-4 |
39-2 |
10.9% |
12-1 |
3.4% |
75% |
False |
False |
128,423 |
| 10 |
369-6 |
323-0 |
46-6 |
13.0% |
11-2 |
3.1% |
79% |
False |
False |
117,872 |
| 20 |
369-6 |
309-0 |
60-6 |
16.9% |
11-4 |
3.2% |
84% |
False |
False |
115,293 |
| 40 |
369-6 |
305-2 |
64-4 |
17.9% |
9-7 |
2.7% |
84% |
False |
False |
111,587 |
| 60 |
375-2 |
305-2 |
70-0 |
19.5% |
10-0 |
2.8% |
78% |
False |
False |
112,835 |
| 80 |
432-4 |
305-2 |
127-2 |
35.4% |
9-5 |
2.7% |
43% |
False |
False |
111,645 |
| 100 |
473-0 |
305-2 |
167-6 |
46.6% |
9-4 |
2.7% |
32% |
False |
False |
99,675 |
| 120 |
473-0 |
305-2 |
167-6 |
46.6% |
9-3 |
2.6% |
32% |
False |
False |
90,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
405-4 |
|
2.618 |
389-4 |
|
1.618 |
379-6 |
|
1.000 |
373-6 |
|
0.618 |
370-0 |
|
HIGH |
364-0 |
|
0.618 |
360-2 |
|
0.500 |
359-1 |
|
0.382 |
358-0 |
|
LOW |
354-2 |
|
0.618 |
348-2 |
|
1.000 |
344-4 |
|
1.618 |
338-4 |
|
2.618 |
328-6 |
|
4.250 |
312-6 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
359-4 |
356-4 |
| PP |
359-3 |
353-3 |
| S1 |
359-1 |
350-1 |
|