CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
395-6 |
387-0 |
-8-6 |
-2.2% |
397-2 |
| High |
398-0 |
391-4 |
-6-4 |
-1.6% |
432-0 |
| Low |
391-2 |
387-0 |
-4-2 |
-1.1% |
397-2 |
| Close |
391-6 |
390-4 |
-1-2 |
-0.3% |
417-4 |
| Range |
6-6 |
4-4 |
-2-2 |
-33.3% |
34-6 |
| ATR |
10-6 |
10-3 |
-0-3 |
-4.0% |
0-0 |
| Volume |
6,567 |
4,879 |
-1,688 |
-25.7% |
22,354 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
403-1 |
401-3 |
393-0 |
|
| R3 |
398-5 |
396-7 |
391-6 |
|
| R2 |
394-1 |
394-1 |
391-3 |
|
| R1 |
392-3 |
392-3 |
390-7 |
393-2 |
| PP |
389-5 |
389-5 |
389-5 |
390-1 |
| S1 |
387-7 |
387-7 |
390-1 |
388-6 |
| S2 |
385-1 |
385-1 |
389-5 |
|
| S3 |
380-5 |
383-3 |
389-2 |
|
| S4 |
376-1 |
378-7 |
388-0 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
519-7 |
503-3 |
436-5 |
|
| R3 |
485-1 |
468-5 |
427-0 |
|
| R2 |
450-3 |
450-3 |
423-7 |
|
| R1 |
433-7 |
433-7 |
420-5 |
442-1 |
| PP |
415-5 |
415-5 |
415-5 |
419-6 |
| S1 |
399-1 |
399-1 |
414-3 |
407-3 |
| S2 |
380-7 |
380-7 |
411-1 |
|
| S3 |
346-1 |
364-3 |
408-0 |
|
| S4 |
311-3 |
329-5 |
398-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
432-0 |
387-0 |
45-0 |
11.5% |
10-1 |
2.6% |
8% |
False |
True |
6,824 |
| 10 |
432-0 |
387-0 |
45-0 |
11.5% |
8-7 |
2.3% |
8% |
False |
True |
5,385 |
| 20 |
432-0 |
352-4 |
79-4 |
20.4% |
8-5 |
2.2% |
48% |
False |
False |
5,954 |
| 40 |
432-0 |
328-4 |
103-4 |
26.5% |
7-5 |
1.9% |
60% |
False |
False |
5,030 |
| 60 |
432-0 |
328-4 |
103-4 |
26.5% |
6-5 |
1.7% |
60% |
False |
False |
4,179 |
| 80 |
432-0 |
328-4 |
103-4 |
26.5% |
5-7 |
1.5% |
60% |
False |
False |
3,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
410-5 |
|
2.618 |
403-2 |
|
1.618 |
398-6 |
|
1.000 |
396-0 |
|
0.618 |
394-2 |
|
HIGH |
391-4 |
|
0.618 |
389-6 |
|
0.500 |
389-2 |
|
0.382 |
388-6 |
|
LOW |
387-0 |
|
0.618 |
384-2 |
|
1.000 |
382-4 |
|
1.618 |
379-6 |
|
2.618 |
375-2 |
|
4.250 |
367-7 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
390-1 |
400-6 |
| PP |
389-5 |
397-3 |
| S1 |
389-2 |
393-7 |
|