CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
390-0 |
396-0 |
6-0 |
1.5% |
343-4 |
| High |
398-0 |
400-0 |
2-0 |
0.5% |
385-0 |
| Low |
387-0 |
389-4 |
2-4 |
0.6% |
343-4 |
| Close |
393-2 |
395-0 |
1-6 |
0.4% |
374-4 |
| Range |
11-0 |
10-4 |
-0-4 |
-4.5% |
41-4 |
| ATR |
12-2 |
12-1 |
-0-1 |
-1.0% |
0-0 |
| Volume |
30,409 |
37,235 |
6,826 |
22.4% |
168,176 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
426-3 |
421-1 |
400-6 |
|
| R3 |
415-7 |
410-5 |
397-7 |
|
| R2 |
405-3 |
405-3 |
396-7 |
|
| R1 |
400-1 |
400-1 |
396-0 |
397-4 |
| PP |
394-7 |
394-7 |
394-7 |
393-4 |
| S1 |
389-5 |
389-5 |
394-0 |
387-0 |
| S2 |
384-3 |
384-3 |
393-1 |
|
| S3 |
373-7 |
379-1 |
392-1 |
|
| S4 |
363-3 |
368-5 |
389-2 |
|
|
| 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 |
400-0 |
372-0 |
28-0 |
7.1% |
10-5 |
2.7% |
82% |
True |
False |
30,183 |
| 10 |
400-0 |
343-4 |
56-4 |
14.3% |
11-1 |
2.8% |
91% |
True |
False |
28,687 |
| 20 |
400-0 |
324-2 |
75-6 |
19.2% |
10-3 |
2.6% |
93% |
True |
False |
24,127 |
| 40 |
400-0 |
319-4 |
80-4 |
20.4% |
9-4 |
2.4% |
94% |
True |
False |
20,790 |
| 60 |
400-0 |
319-4 |
80-4 |
20.4% |
9-2 |
2.4% |
94% |
True |
False |
18,067 |
| 80 |
422-0 |
319-4 |
102-4 |
25.9% |
8-5 |
2.2% |
74% |
False |
False |
16,379 |
| 100 |
483-4 |
319-4 |
164-0 |
41.5% |
8-3 |
2.1% |
46% |
False |
False |
14,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
444-5 |
|
2.618 |
427-4 |
|
1.618 |
417-0 |
|
1.000 |
410-4 |
|
0.618 |
406-4 |
|
HIGH |
400-0 |
|
0.618 |
396-0 |
|
0.500 |
394-6 |
|
0.382 |
393-4 |
|
LOW |
389-4 |
|
0.618 |
383-0 |
|
1.000 |
379-0 |
|
1.618 |
372-4 |
|
2.618 |
362-0 |
|
4.250 |
344-7 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
394-7 |
394-0 |
| PP |
394-7 |
393-0 |
| S1 |
394-6 |
392-0 |
|