CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 12-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
398-0 |
385-4 |
-12-4 |
-3.1% |
371-0 |
High |
402-4 |
398-0 |
-4-4 |
-1.1% |
398-6 |
Low |
392-0 |
385-0 |
-7-0 |
-1.8% |
366-0 |
Close |
394-0 |
390-4 |
-3-4 |
-0.9% |
367-0 |
Range |
10-4 |
13-0 |
2-4 |
23.8% |
32-6 |
ATR |
13-7 |
13-7 |
-0-1 |
-0.5% |
0-0 |
Volume |
202,202 |
246,000 |
43,798 |
21.7% |
737,655 |
|
Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
430-1 |
423-3 |
397-5 |
|
R3 |
417-1 |
410-3 |
394-1 |
|
R2 |
404-1 |
404-1 |
392-7 |
|
R1 |
397-3 |
397-3 |
391-6 |
400-6 |
PP |
391-1 |
391-1 |
391-1 |
392-7 |
S1 |
384-3 |
384-3 |
389-2 |
387-6 |
S2 |
378-1 |
378-1 |
388-1 |
|
S3 |
365-1 |
371-3 |
386-7 |
|
S4 |
352-1 |
358-3 |
383-3 |
|
|
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 |
402-4 |
366-0 |
36-4 |
9.3% |
13-0 |
3.3% |
67% |
False |
False |
178,987 |
10 |
402-4 |
364-0 |
38-4 |
9.9% |
13-6 |
3.5% |
69% |
False |
False |
162,922 |
20 |
413-0 |
364-0 |
49-0 |
12.5% |
12-7 |
3.3% |
54% |
False |
False |
147,597 |
40 |
413-0 |
310-4 |
102-4 |
26.2% |
11-7 |
3.0% |
78% |
False |
False |
132,637 |
60 |
413-0 |
305-2 |
107-6 |
27.6% |
11-0 |
2.8% |
79% |
False |
False |
124,983 |
80 |
413-0 |
305-2 |
107-6 |
27.6% |
10-6 |
2.8% |
79% |
False |
False |
123,889 |
100 |
413-0 |
305-2 |
107-6 |
27.6% |
10-3 |
2.7% |
79% |
False |
False |
122,075 |
120 |
473-0 |
305-2 |
167-6 |
43.0% |
10-1 |
2.6% |
51% |
False |
False |
112,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
453-2 |
2.618 |
432-0 |
1.618 |
419-0 |
1.000 |
411-0 |
0.618 |
406-0 |
HIGH |
398-0 |
0.618 |
393-0 |
0.500 |
391-4 |
0.382 |
390-0 |
LOW |
385-0 |
0.618 |
377-0 |
1.000 |
372-0 |
1.618 |
364-0 |
2.618 |
351-0 |
4.250 |
329-6 |
|
|
Fisher Pivots for day following 12-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
391-4 |
391-4 |
PP |
391-1 |
391-1 |
S1 |
390-7 |
390-7 |
|