CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
351-0 |
353-0 |
2-0 |
0.6% |
325-0 |
| High |
357-0 |
358-4 |
1-4 |
0.4% |
353-0 |
| Low |
349-0 |
350-4 |
1-4 |
0.4% |
324-2 |
| Close |
356-6 |
353-2 |
-3-4 |
-1.0% |
346-6 |
| Range |
8-0 |
8-0 |
0-0 |
0.0% |
28-6 |
| ATR |
10-4 |
10-3 |
-0-1 |
-1.7% |
0-0 |
| Volume |
20,042 |
17,770 |
-2,272 |
-11.3% |
76,331 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
378-1 |
373-5 |
357-5 |
|
| R3 |
370-1 |
365-5 |
355-4 |
|
| R2 |
362-1 |
362-1 |
354-6 |
|
| R1 |
357-5 |
357-5 |
354-0 |
359-7 |
| PP |
354-1 |
354-1 |
354-1 |
355-2 |
| S1 |
349-5 |
349-5 |
352-4 |
351-7 |
| S2 |
346-1 |
346-1 |
351-6 |
|
| S3 |
338-1 |
341-5 |
351-0 |
|
| S4 |
330-1 |
333-5 |
348-7 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
427-5 |
415-7 |
362-4 |
|
| R3 |
398-7 |
387-1 |
354-5 |
|
| R2 |
370-1 |
370-1 |
352-0 |
|
| R1 |
358-3 |
358-3 |
349-3 |
364-2 |
| PP |
341-3 |
341-3 |
341-3 |
344-2 |
| S1 |
329-5 |
329-5 |
344-1 |
335-4 |
| S2 |
312-5 |
312-5 |
341-4 |
|
| S3 |
283-7 |
300-7 |
338-7 |
|
| S4 |
255-1 |
272-1 |
331-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
358-4 |
342-2 |
16-2 |
4.6% |
8-2 |
2.3% |
68% |
True |
False |
22,355 |
| 10 |
358-4 |
324-2 |
34-2 |
9.7% |
9-5 |
2.7% |
85% |
True |
False |
18,519 |
| 20 |
361-2 |
319-4 |
41-6 |
11.8% |
9-5 |
2.7% |
81% |
False |
False |
19,594 |
| 40 |
364-0 |
319-4 |
44-4 |
12.6% |
8-7 |
2.5% |
76% |
False |
False |
17,216 |
| 60 |
388-0 |
319-4 |
68-4 |
19.4% |
8-5 |
2.4% |
49% |
False |
False |
15,001 |
| 80 |
480-0 |
319-4 |
160-4 |
45.4% |
8-2 |
2.3% |
21% |
False |
False |
13,748 |
| 100 |
483-4 |
319-4 |
164-0 |
46.4% |
8-0 |
2.3% |
21% |
False |
False |
12,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
392-4 |
|
2.618 |
379-4 |
|
1.618 |
371-4 |
|
1.000 |
366-4 |
|
0.618 |
363-4 |
|
HIGH |
358-4 |
|
0.618 |
355-4 |
|
0.500 |
354-4 |
|
0.382 |
353-4 |
|
LOW |
350-4 |
|
0.618 |
345-4 |
|
1.000 |
342-4 |
|
1.618 |
337-4 |
|
2.618 |
329-4 |
|
4.250 |
316-4 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
354-4 |
353-6 |
| PP |
354-1 |
353-5 |
| S1 |
353-5 |
353-3 |
|