CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
394-6 |
383-0 |
-11-6 |
-3.0% |
400-0 |
| High |
398-6 |
386-0 |
-12-6 |
-3.2% |
400-0 |
| Low |
383-4 |
376-2 |
-7-2 |
-1.9% |
364-0 |
| Close |
384-0 |
376-4 |
-7-4 |
-2.0% |
366-0 |
| Range |
15-2 |
9-6 |
-5-4 |
-36.1% |
36-0 |
| ATR |
14-0 |
13-5 |
-0-2 |
-2.2% |
0-0 |
| Volume |
171,348 |
141,437 |
-29,911 |
-17.5% |
713,976 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
408-7 |
402-3 |
381-7 |
|
| R3 |
399-1 |
392-5 |
379-1 |
|
| R2 |
389-3 |
389-3 |
378-2 |
|
| R1 |
382-7 |
382-7 |
377-3 |
381-2 |
| PP |
379-5 |
379-5 |
379-5 |
378-6 |
| S1 |
373-1 |
373-1 |
375-5 |
371-4 |
| S2 |
369-7 |
369-7 |
374-6 |
|
| S3 |
360-1 |
363-3 |
373-7 |
|
| S4 |
350-3 |
353-5 |
371-1 |
|
|
| 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 |
398-6 |
364-0 |
34-6 |
9.2% |
14-4 |
3.9% |
36% |
False |
False |
146,856 |
| 10 |
413-0 |
364-0 |
49-0 |
13.0% |
13-7 |
3.7% |
26% |
False |
False |
144,827 |
| 20 |
413-0 |
359-0 |
54-0 |
14.3% |
12-3 |
3.3% |
32% |
False |
False |
138,284 |
| 40 |
413-0 |
309-0 |
104-0 |
27.6% |
11-7 |
3.2% |
65% |
False |
False |
127,326 |
| 60 |
413-0 |
305-2 |
107-6 |
28.6% |
10-5 |
2.8% |
66% |
False |
False |
120,076 |
| 80 |
413-0 |
305-2 |
107-6 |
28.6% |
10-4 |
2.8% |
66% |
False |
False |
119,168 |
| 100 |
429-6 |
305-2 |
124-4 |
33.1% |
10-1 |
2.7% |
57% |
False |
False |
117,215 |
| 120 |
473-0 |
305-2 |
167-6 |
44.6% |
10-0 |
2.7% |
42% |
False |
False |
106,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
427-4 |
|
2.618 |
411-4 |
|
1.618 |
401-6 |
|
1.000 |
395-6 |
|
0.618 |
392-0 |
|
HIGH |
386-0 |
|
0.618 |
382-2 |
|
0.500 |
381-1 |
|
0.382 |
380-0 |
|
LOW |
376-2 |
|
0.618 |
370-2 |
|
1.000 |
366-4 |
|
1.618 |
360-4 |
|
2.618 |
350-6 |
|
4.250 |
334-6 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
381-1 |
387-1 |
| PP |
379-5 |
383-5 |
| S1 |
378-0 |
380-0 |
|