CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
387-0 |
395-4 |
8-4 |
2.2% |
373-0 |
| High |
403-4 |
405-0 |
1-4 |
0.4% |
388-4 |
| Low |
387-0 |
395-2 |
8-2 |
2.1% |
368-6 |
| Close |
398-2 |
403-4 |
5-2 |
1.3% |
372-0 |
| Range |
16-4 |
9-6 |
-6-6 |
-40.9% |
19-6 |
| ATR |
12-6 |
12-4 |
-0-2 |
-1.7% |
0-0 |
| Volume |
110,048 |
181,615 |
71,567 |
65.0% |
682,929 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
430-4 |
426-6 |
408-7 |
|
| R3 |
420-6 |
417-0 |
406-1 |
|
| R2 |
411-0 |
411-0 |
405-2 |
|
| R1 |
407-2 |
407-2 |
404-3 |
409-1 |
| PP |
401-2 |
401-2 |
401-2 |
402-2 |
| S1 |
397-4 |
397-4 |
402-5 |
399-3 |
| S2 |
391-4 |
391-4 |
401-6 |
|
| S3 |
381-6 |
387-6 |
400-7 |
|
| S4 |
372-0 |
378-0 |
398-1 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
435-5 |
423-5 |
382-7 |
|
| R3 |
415-7 |
403-7 |
377-3 |
|
| R2 |
396-1 |
396-1 |
375-5 |
|
| R1 |
384-1 |
384-1 |
373-6 |
380-2 |
| PP |
376-3 |
376-3 |
376-3 |
374-4 |
| S1 |
364-3 |
364-3 |
370-2 |
360-4 |
| S2 |
356-5 |
356-5 |
368-3 |
|
| S3 |
336-7 |
344-5 |
366-5 |
|
| S4 |
317-1 |
324-7 |
361-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
405-0 |
368-6 |
36-2 |
9.0% |
10-4 |
2.6% |
96% |
True |
False |
121,746 |
| 10 |
405-0 |
359-0 |
46-0 |
11.4% |
11-0 |
2.7% |
97% |
True |
False |
131,740 |
| 20 |
405-0 |
328-6 |
76-2 |
18.9% |
10-6 |
2.7% |
98% |
True |
False |
124,717 |
| 40 |
405-0 |
305-2 |
99-6 |
24.7% |
10-3 |
2.6% |
98% |
True |
False |
116,663 |
| 60 |
405-0 |
305-2 |
99-6 |
24.7% |
10-2 |
2.5% |
98% |
True |
False |
116,899 |
| 80 |
405-0 |
305-2 |
99-6 |
24.7% |
9-7 |
2.5% |
98% |
True |
False |
116,913 |
| 100 |
471-4 |
305-2 |
166-2 |
41.2% |
9-6 |
2.4% |
59% |
False |
False |
108,777 |
| 120 |
473-0 |
305-2 |
167-6 |
41.6% |
9-4 |
2.4% |
59% |
False |
False |
98,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
446-4 |
|
2.618 |
430-4 |
|
1.618 |
420-6 |
|
1.000 |
414-6 |
|
0.618 |
411-0 |
|
HIGH |
405-0 |
|
0.618 |
401-2 |
|
0.500 |
400-1 |
|
0.382 |
399-0 |
|
LOW |
395-2 |
|
0.618 |
389-2 |
|
1.000 |
385-4 |
|
1.618 |
379-4 |
|
2.618 |
369-6 |
|
4.250 |
353-6 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
402-3 |
399-6 |
| PP |
401-2 |
396-0 |
| S1 |
400-1 |
392-2 |
|