CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
396-0 |
388-0 |
-8-0 |
-2.0% |
343-4 |
| High |
400-0 |
388-2 |
-11-6 |
-2.9% |
385-0 |
| Low |
389-4 |
381-0 |
-8-4 |
-2.2% |
343-4 |
| Close |
395-0 |
385-0 |
-10-0 |
-2.5% |
374-4 |
| Range |
10-4 |
7-2 |
-3-2 |
-31.0% |
41-4 |
| ATR |
12-1 |
12-2 |
0-1 |
1.1% |
0-0 |
| Volume |
37,235 |
31,123 |
-6,112 |
-16.4% |
168,176 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
406-4 |
403-0 |
389-0 |
|
| R3 |
399-2 |
395-6 |
387-0 |
|
| R2 |
392-0 |
392-0 |
386-3 |
|
| R1 |
388-4 |
388-4 |
385-5 |
386-5 |
| PP |
384-6 |
384-6 |
384-6 |
383-6 |
| S1 |
381-2 |
381-2 |
384-3 |
379-3 |
| S2 |
377-4 |
377-4 |
383-5 |
|
| S3 |
370-2 |
374-0 |
383-0 |
|
| S4 |
363-0 |
366-6 |
381-0 |
|
|
| 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 |
7.3% |
10-4 |
2.7% |
46% |
False |
False |
32,148 |
| 10 |
400-0 |
343-4 |
56-4 |
14.7% |
11-0 |
2.9% |
73% |
False |
False |
30,022 |
| 20 |
400-0 |
324-2 |
75-6 |
19.7% |
10-3 |
2.7% |
80% |
False |
False |
24,270 |
| 40 |
400-0 |
319-4 |
80-4 |
20.9% |
9-4 |
2.5% |
81% |
False |
False |
21,231 |
| 60 |
400-0 |
319-4 |
80-4 |
20.9% |
9-2 |
2.4% |
81% |
False |
False |
18,347 |
| 80 |
422-0 |
319-4 |
102-4 |
26.6% |
8-5 |
2.2% |
64% |
False |
False |
16,588 |
| 100 |
483-4 |
319-4 |
164-0 |
42.6% |
8-3 |
2.2% |
40% |
False |
False |
14,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
419-0 |
|
2.618 |
407-2 |
|
1.618 |
400-0 |
|
1.000 |
395-4 |
|
0.618 |
392-6 |
|
HIGH |
388-2 |
|
0.618 |
385-4 |
|
0.500 |
384-5 |
|
0.382 |
383-6 |
|
LOW |
381-0 |
|
0.618 |
376-4 |
|
1.000 |
373-6 |
|
1.618 |
369-2 |
|
2.618 |
362-0 |
|
4.250 |
350-2 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
384-7 |
390-4 |
| PP |
384-6 |
388-5 |
| S1 |
384-5 |
386-7 |
|