CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
372-4 |
382-0 |
9-4 |
2.6% |
371-0 |
| High |
388-0 |
397-0 |
9-0 |
2.3% |
398-6 |
| Low |
369-2 |
380-4 |
11-2 |
3.0% |
366-0 |
| Close |
386-0 |
394-4 |
8-4 |
2.2% |
367-0 |
| Range |
18-6 |
16-4 |
-2-2 |
-12.0% |
32-6 |
| ATR |
14-0 |
14-1 |
0-1 |
1.3% |
0-0 |
| Volume |
147,125 |
174,312 |
27,187 |
18.5% |
737,655 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
440-1 |
433-7 |
403-5 |
|
| R3 |
423-5 |
417-3 |
399-0 |
|
| R2 |
407-1 |
407-1 |
397-4 |
|
| R1 |
400-7 |
400-7 |
396-0 |
404-0 |
| PP |
390-5 |
390-5 |
390-5 |
392-2 |
| S1 |
384-3 |
384-3 |
393-0 |
387-4 |
| S2 |
374-1 |
374-1 |
391-4 |
|
| S3 |
357-5 |
367-7 |
390-0 |
|
| S4 |
341-1 |
351-3 |
385-3 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
475-4 |
454-0 |
385-0 |
|
| R3 |
442-6 |
421-2 |
376-0 |
|
| R2 |
410-0 |
410-0 |
373-0 |
|
| R1 |
388-4 |
388-4 |
370-0 |
382-7 |
| PP |
377-2 |
377-2 |
377-2 |
374-4 |
| S1 |
355-6 |
355-6 |
364-0 |
350-1 |
| S2 |
344-4 |
344-4 |
361-0 |
|
| S3 |
311-6 |
323-0 |
358-0 |
|
| S4 |
279-0 |
290-2 |
349-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
398-6 |
366-0 |
32-6 |
8.3% |
13-3 |
3.4% |
87% |
False |
False |
151,904 |
| 10 |
398-6 |
364-0 |
34-6 |
8.8% |
13-0 |
3.3% |
88% |
False |
False |
145,160 |
| 20 |
413-0 |
364-0 |
49-0 |
12.4% |
12-5 |
3.2% |
62% |
False |
False |
139,678 |
| 40 |
413-0 |
310-4 |
102-4 |
26.0% |
12-0 |
3.0% |
82% |
False |
False |
131,856 |
| 60 |
413-0 |
305-2 |
107-6 |
27.3% |
10-7 |
2.7% |
83% |
False |
False |
120,875 |
| 80 |
413-0 |
305-2 |
107-6 |
27.3% |
10-6 |
2.7% |
83% |
False |
False |
120,877 |
| 100 |
413-0 |
305-2 |
107-6 |
27.3% |
10-2 |
2.6% |
83% |
False |
False |
119,465 |
| 120 |
473-0 |
305-2 |
167-6 |
42.5% |
10-1 |
2.6% |
53% |
False |
False |
109,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
467-1 |
|
2.618 |
440-2 |
|
1.618 |
423-6 |
|
1.000 |
413-4 |
|
0.618 |
407-2 |
|
HIGH |
397-0 |
|
0.618 |
390-6 |
|
0.500 |
388-6 |
|
0.382 |
386-6 |
|
LOW |
380-4 |
|
0.618 |
370-2 |
|
1.000 |
364-0 |
|
1.618 |
353-6 |
|
2.618 |
337-2 |
|
4.250 |
310-3 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
392-5 |
390-1 |
| PP |
390-5 |
385-7 |
| S1 |
388-6 |
381-4 |
|