CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
366-0 |
373-0 |
7-0 |
1.9% |
331-2 |
| High |
373-0 |
383-4 |
10-4 |
2.8% |
373-0 |
| Low |
359-0 |
371-4 |
12-4 |
3.5% |
330-4 |
| Close |
362-2 |
381-2 |
19-0 |
5.2% |
362-2 |
| Range |
14-0 |
12-0 |
-2-0 |
-14.3% |
42-4 |
| ATR |
12-3 |
13-0 |
0-5 |
5.1% |
0-0 |
| Volume |
155,035 |
133,104 |
-21,931 |
-14.1% |
713,972 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
414-6 |
410-0 |
387-7 |
|
| R3 |
402-6 |
398-0 |
384-4 |
|
| R2 |
390-6 |
390-6 |
383-4 |
|
| R1 |
386-0 |
386-0 |
382-3 |
388-3 |
| PP |
378-6 |
378-6 |
378-6 |
380-0 |
| S1 |
374-0 |
374-0 |
380-1 |
376-3 |
| S2 |
366-6 |
366-6 |
379-0 |
|
| S3 |
354-6 |
362-0 |
378-0 |
|
| S4 |
342-6 |
350-0 |
374-5 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
482-6 |
465-0 |
385-5 |
|
| R3 |
440-2 |
422-4 |
374-0 |
|
| R2 |
397-6 |
397-6 |
370-0 |
|
| R1 |
380-0 |
380-0 |
366-1 |
388-7 |
| PP |
355-2 |
355-2 |
355-2 |
359-6 |
| S1 |
337-4 |
337-4 |
358-3 |
346-3 |
| S2 |
312-6 |
312-6 |
354-4 |
|
| S3 |
270-2 |
295-0 |
350-4 |
|
| S4 |
227-6 |
252-4 |
338-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
383-4 |
354-2 |
29-2 |
7.7% |
11-5 |
3.0% |
92% |
True |
False |
151,417 |
| 10 |
383-4 |
330-4 |
53-0 |
13.9% |
11-2 |
3.0% |
96% |
True |
False |
122,302 |
| 20 |
383-4 |
310-4 |
73-0 |
19.1% |
12-0 |
3.1% |
97% |
True |
False |
120,802 |
| 40 |
383-4 |
305-2 |
78-2 |
20.5% |
9-7 |
2.6% |
97% |
True |
False |
110,504 |
| 60 |
383-4 |
305-2 |
78-2 |
20.5% |
10-0 |
2.6% |
97% |
True |
False |
113,654 |
| 80 |
427-6 |
305-2 |
122-4 |
32.1% |
9-6 |
2.5% |
62% |
False |
False |
113,658 |
| 100 |
473-0 |
305-2 |
167-6 |
44.0% |
9-5 |
2.5% |
45% |
False |
False |
102,184 |
| 120 |
473-0 |
305-2 |
167-6 |
44.0% |
9-4 |
2.5% |
45% |
False |
False |
92,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
434-4 |
|
2.618 |
414-7 |
|
1.618 |
402-7 |
|
1.000 |
395-4 |
|
0.618 |
390-7 |
|
HIGH |
383-4 |
|
0.618 |
378-7 |
|
0.500 |
377-4 |
|
0.382 |
376-1 |
|
LOW |
371-4 |
|
0.618 |
364-1 |
|
1.000 |
359-4 |
|
1.618 |
352-1 |
|
2.618 |
340-1 |
|
4.250 |
320-4 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
380-0 |
377-7 |
| PP |
378-6 |
374-5 |
| S1 |
377-4 |
371-2 |
|