CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 30-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
399-2 |
394-0 |
-5-2 |
-1.3% |
414-4 |
High |
401-0 |
395-4 |
-5-4 |
-1.4% |
414-4 |
Low |
399-2 |
386-4 |
-12-6 |
-3.2% |
386-4 |
Close |
401-4 |
388-2 |
-13-2 |
-3.3% |
388-2 |
Range |
1-6 |
9-0 |
7-2 |
414.3% |
28-0 |
ATR |
10-3 |
10-5 |
0-3 |
3.2% |
0-0 |
Volume |
9,943 |
9,385 |
-558 |
-5.6% |
40,412 |
|
Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
417-1 |
411-5 |
393-2 |
|
R3 |
408-1 |
402-5 |
390-6 |
|
R2 |
399-1 |
399-1 |
389-7 |
|
R1 |
393-5 |
393-5 |
389-1 |
391-7 |
PP |
390-1 |
390-1 |
390-1 |
389-2 |
S1 |
384-5 |
384-5 |
387-3 |
382-7 |
S2 |
381-1 |
381-1 |
386-5 |
|
S3 |
372-1 |
375-5 |
385-6 |
|
S4 |
363-1 |
366-5 |
383-2 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
480-3 |
462-3 |
403-5 |
|
R3 |
452-3 |
434-3 |
396-0 |
|
R2 |
424-3 |
424-3 |
393-3 |
|
R1 |
406-3 |
406-3 |
390-7 |
401-3 |
PP |
396-3 |
396-3 |
396-3 |
394-0 |
S1 |
378-3 |
378-3 |
385-5 |
373-3 |
S2 |
368-3 |
368-3 |
383-1 |
|
S3 |
340-3 |
350-3 |
380-4 |
|
S4 |
312-3 |
322-3 |
372-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
414-4 |
386-4 |
28-0 |
7.2% |
7-6 |
2.0% |
6% |
False |
True |
8,082 |
10 |
432-0 |
386-4 |
45-4 |
11.7% |
9-0 |
2.3% |
4% |
False |
True |
6,276 |
20 |
432-0 |
352-4 |
79-4 |
20.5% |
8-5 |
2.2% |
45% |
False |
False |
6,555 |
40 |
432-0 |
328-4 |
103-4 |
26.7% |
7-5 |
2.0% |
58% |
False |
False |
5,345 |
60 |
432-0 |
328-4 |
103-4 |
26.7% |
6-3 |
1.6% |
58% |
False |
False |
4,456 |
80 |
432-0 |
328-4 |
103-4 |
26.7% |
6-0 |
1.6% |
58% |
False |
False |
3,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
433-6 |
2.618 |
419-0 |
1.618 |
410-0 |
1.000 |
404-4 |
0.618 |
401-0 |
HIGH |
395-4 |
0.618 |
392-0 |
0.500 |
391-0 |
0.382 |
390-0 |
LOW |
386-4 |
0.618 |
381-0 |
1.000 |
377-4 |
1.618 |
372-0 |
2.618 |
363-0 |
4.250 |
348-2 |
|
|
Fisher Pivots for day following 30-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
391-0 |
393-6 |
PP |
390-1 |
391-7 |
S1 |
389-1 |
390-1 |
|