CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
373-4 |
376-0 |
2-4 |
0.7% |
343-4 |
| High |
381-6 |
385-0 |
3-2 |
0.9% |
385-0 |
| Low |
373-4 |
372-0 |
-1-4 |
-0.4% |
343-4 |
| Close |
376-2 |
374-4 |
-1-6 |
-0.5% |
374-4 |
| Range |
8-2 |
13-0 |
4-6 |
57.6% |
41-4 |
| ATR |
11-5 |
11-6 |
0-1 |
0.8% |
0-0 |
| Volume |
21,298 |
39,519 |
18,221 |
85.6% |
168,176 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
416-1 |
408-3 |
381-5 |
|
| R3 |
403-1 |
395-3 |
378-1 |
|
| R2 |
390-1 |
390-1 |
376-7 |
|
| R1 |
382-3 |
382-3 |
375-6 |
379-6 |
| PP |
377-1 |
377-1 |
377-1 |
375-7 |
| S1 |
369-3 |
369-3 |
373-2 |
366-6 |
| S2 |
364-1 |
364-1 |
372-1 |
|
| S3 |
351-1 |
356-3 |
370-7 |
|
| S4 |
338-1 |
343-3 |
367-3 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
492-1 |
474-7 |
397-3 |
|
| R3 |
450-5 |
433-3 |
385-7 |
|
| R2 |
409-1 |
409-1 |
382-1 |
|
| R1 |
391-7 |
391-7 |
378-2 |
400-4 |
| PP |
367-5 |
367-5 |
367-5 |
372-0 |
| S1 |
350-3 |
350-3 |
370-6 |
359-0 |
| S2 |
326-1 |
326-1 |
366-7 |
|
| S3 |
284-5 |
308-7 |
363-1 |
|
| S4 |
243-1 |
267-3 |
351-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
385-0 |
343-4 |
41-4 |
11.1% |
12-5 |
3.4% |
75% |
True |
False |
33,635 |
| 10 |
385-0 |
343-4 |
41-4 |
11.1% |
10-1 |
2.7% |
75% |
True |
False |
27,350 |
| 20 |
385-0 |
324-2 |
60-6 |
16.2% |
11-1 |
3.0% |
83% |
True |
False |
23,111 |
| 40 |
385-0 |
319-4 |
65-4 |
17.5% |
9-1 |
2.4% |
84% |
True |
False |
19,378 |
| 60 |
388-0 |
319-4 |
68-4 |
18.3% |
9-1 |
2.4% |
80% |
False |
False |
17,057 |
| 80 |
439-2 |
319-4 |
119-6 |
32.0% |
8-3 |
2.2% |
46% |
False |
False |
15,460 |
| 100 |
483-4 |
319-4 |
164-0 |
43.8% |
8-2 |
2.2% |
34% |
False |
False |
13,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
440-2 |
|
2.618 |
419-0 |
|
1.618 |
406-0 |
|
1.000 |
398-0 |
|
0.618 |
393-0 |
|
HIGH |
385-0 |
|
0.618 |
380-0 |
|
0.500 |
378-4 |
|
0.382 |
377-0 |
|
LOW |
372-0 |
|
0.618 |
364-0 |
|
1.000 |
359-0 |
|
1.618 |
351-0 |
|
2.618 |
338-0 |
|
4.250 |
316-6 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
378-4 |
376-2 |
| PP |
377-1 |
375-5 |
| S1 |
375-7 |
375-1 |
|