CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 02-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
372-4 |
371-0 |
-1-4 |
-0.4% |
400-0 |
High |
374-0 |
383-4 |
9-4 |
2.5% |
400-0 |
Low |
364-0 |
366-6 |
2-6 |
0.8% |
364-0 |
Close |
366-0 |
382-2 |
16-2 |
4.4% |
366-0 |
Range |
10-0 |
16-6 |
6-6 |
67.5% |
36-0 |
ATR |
13-0 |
13-3 |
0-3 |
2.4% |
0-0 |
Volume |
121,926 |
135,037 |
13,111 |
10.8% |
713,976 |
|
Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
427-6 |
421-6 |
391-4 |
|
R3 |
411-0 |
405-0 |
386-7 |
|
R2 |
394-2 |
394-2 |
385-3 |
|
R1 |
388-2 |
388-2 |
383-6 |
391-2 |
PP |
377-4 |
377-4 |
377-4 |
379-0 |
S1 |
371-4 |
371-4 |
380-6 |
374-4 |
S2 |
360-6 |
360-6 |
379-1 |
|
S3 |
344-0 |
354-6 |
377-5 |
|
S4 |
327-2 |
338-0 |
373-0 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
484-5 |
461-3 |
385-6 |
|
R3 |
448-5 |
425-3 |
375-7 |
|
R2 |
412-5 |
412-5 |
372-5 |
|
R1 |
389-3 |
389-3 |
369-2 |
383-0 |
PP |
376-5 |
376-5 |
376-5 |
373-4 |
S1 |
353-3 |
353-3 |
362-6 |
347-0 |
S2 |
340-5 |
340-5 |
359-3 |
|
S3 |
304-5 |
317-3 |
356-1 |
|
S4 |
268-5 |
281-3 |
346-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
383-4 |
364-0 |
19-4 |
5.1% |
10-3 |
2.7% |
94% |
True |
False |
137,337 |
10 |
413-0 |
364-0 |
49-0 |
12.8% |
12-6 |
3.3% |
37% |
False |
False |
137,081 |
20 |
413-0 |
354-2 |
58-6 |
15.4% |
11-6 |
3.1% |
48% |
False |
False |
137,865 |
40 |
413-0 |
305-2 |
107-6 |
28.2% |
11-2 |
3.0% |
71% |
False |
False |
122,042 |
60 |
413-0 |
305-2 |
107-6 |
28.2% |
10-3 |
2.7% |
71% |
False |
False |
119,247 |
80 |
413-0 |
305-2 |
107-6 |
28.2% |
10-2 |
2.7% |
71% |
False |
False |
117,282 |
100 |
458-6 |
305-2 |
153-4 |
40.2% |
10-0 |
2.6% |
50% |
False |
False |
114,634 |
120 |
473-0 |
305-2 |
167-6 |
43.9% |
9-7 |
2.6% |
46% |
False |
False |
103,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
454-6 |
2.618 |
427-3 |
1.618 |
410-5 |
1.000 |
400-2 |
0.618 |
393-7 |
HIGH |
383-4 |
0.618 |
377-1 |
0.500 |
375-1 |
0.382 |
373-1 |
LOW |
366-6 |
0.618 |
356-3 |
1.000 |
350-0 |
1.618 |
339-5 |
2.618 |
322-7 |
4.250 |
295-4 |
|
|
Fisher Pivots for day following 02-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
379-7 |
379-3 |
PP |
377-4 |
376-5 |
S1 |
375-1 |
373-6 |
|