CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
364-0 |
362-0 |
-2-0 |
-0.5% |
334-4 |
| High |
364-0 |
370-0 |
6-0 |
1.6% |
346-2 |
| Low |
354-2 |
362-0 |
7-6 |
2.2% |
331-6 |
| Close |
359-6 |
364-0 |
4-2 |
1.2% |
333-4 |
| Range |
9-6 |
8-0 |
-1-6 |
-17.9% |
14-4 |
| ATR |
12-3 |
12-2 |
-0-1 |
-1.2% |
0-0 |
| Volume |
213,787 |
102,821 |
-110,966 |
-51.9% |
500,749 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
389-3 |
384-5 |
368-3 |
|
| R3 |
381-3 |
376-5 |
366-2 |
|
| R2 |
373-3 |
373-3 |
365-4 |
|
| R1 |
368-5 |
368-5 |
364-6 |
371-0 |
| PP |
365-3 |
365-3 |
365-3 |
366-4 |
| S1 |
360-5 |
360-5 |
363-2 |
363-0 |
| S2 |
357-3 |
357-3 |
362-4 |
|
| S3 |
349-3 |
352-5 |
361-6 |
|
| S4 |
341-3 |
344-5 |
359-5 |
|
|
| 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 |
370-0 |
330-4 |
39-4 |
10.9% |
12-0 |
3.3% |
85% |
True |
False |
129,083 |
| 10 |
370-0 |
328-6 |
41-2 |
11.3% |
10-5 |
2.9% |
85% |
True |
False |
117,694 |
| 20 |
370-0 |
309-0 |
61-0 |
16.8% |
11-4 |
3.1% |
90% |
True |
False |
116,369 |
| 40 |
370-0 |
305-2 |
64-6 |
17.8% |
9-5 |
2.7% |
91% |
True |
False |
110,972 |
| 60 |
375-2 |
305-2 |
70-0 |
19.2% |
9-7 |
2.7% |
84% |
False |
False |
112,796 |
| 80 |
429-6 |
305-2 |
124-4 |
34.2% |
9-5 |
2.6% |
47% |
False |
False |
111,948 |
| 100 |
473-0 |
305-2 |
167-6 |
46.1% |
9-4 |
2.6% |
35% |
False |
False |
100,391 |
| 120 |
473-0 |
305-2 |
167-6 |
46.1% |
9-3 |
2.6% |
35% |
False |
False |
90,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
404-0 |
|
2.618 |
391-0 |
|
1.618 |
383-0 |
|
1.000 |
378-0 |
|
0.618 |
375-0 |
|
HIGH |
370-0 |
|
0.618 |
367-0 |
|
0.500 |
366-0 |
|
0.382 |
365-0 |
|
LOW |
362-0 |
|
0.618 |
357-0 |
|
1.000 |
354-0 |
|
1.618 |
349-0 |
|
2.618 |
341-0 |
|
4.250 |
328-0 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
366-0 |
363-3 |
| PP |
365-3 |
362-6 |
| S1 |
364-5 |
362-1 |
|