CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
389-4 |
398-0 |
8-4 |
2.2% |
372-4 |
| High |
394-0 |
403-0 |
9-0 |
2.3% |
402-4 |
| Low |
385-6 |
396-2 |
10-4 |
2.7% |
369-2 |
| Close |
390-4 |
402-2 |
11-6 |
3.0% |
390-4 |
| Range |
8-2 |
6-6 |
-1-4 |
-18.2% |
33-2 |
| ATR |
13-4 |
13-3 |
-0-1 |
-0.5% |
0-0 |
| Volume |
186,124 |
100,914 |
-85,210 |
-45.8% |
955,763 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
420-6 |
418-2 |
406-0 |
|
| R3 |
414-0 |
411-4 |
404-1 |
|
| R2 |
407-2 |
407-2 |
403-4 |
|
| R1 |
404-6 |
404-6 |
402-7 |
406-0 |
| PP |
400-4 |
400-4 |
400-4 |
401-1 |
| S1 |
398-0 |
398-0 |
401-5 |
399-2 |
| S2 |
393-6 |
393-6 |
401-0 |
|
| S3 |
387-0 |
391-2 |
400-3 |
|
| S4 |
380-2 |
384-4 |
398-4 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
487-1 |
472-1 |
408-6 |
|
| R3 |
453-7 |
438-7 |
399-5 |
|
| R2 |
420-5 |
420-5 |
396-5 |
|
| R1 |
405-5 |
405-5 |
393-4 |
413-1 |
| PP |
387-3 |
387-3 |
387-3 |
391-2 |
| S1 |
372-3 |
372-3 |
387-4 |
379-7 |
| S2 |
354-1 |
354-1 |
384-3 |
|
| S3 |
320-7 |
339-1 |
381-3 |
|
| S4 |
287-5 |
305-7 |
372-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
403-0 |
380-4 |
22-4 |
5.6% |
11-0 |
2.7% |
97% |
True |
False |
181,910 |
| 10 |
403-0 |
366-0 |
37-0 |
9.2% |
12-5 |
3.1% |
98% |
True |
False |
165,929 |
| 20 |
413-0 |
364-0 |
49-0 |
12.2% |
12-5 |
3.1% |
78% |
False |
False |
151,505 |
| 40 |
413-0 |
316-6 |
96-2 |
23.9% |
11-7 |
2.9% |
89% |
False |
False |
135,302 |
| 60 |
413-0 |
305-2 |
107-6 |
26.8% |
11-0 |
2.7% |
90% |
False |
False |
126,778 |
| 80 |
413-0 |
305-2 |
107-6 |
26.8% |
10-5 |
2.7% |
90% |
False |
False |
124,274 |
| 100 |
413-0 |
305-2 |
107-6 |
26.8% |
10-3 |
2.6% |
90% |
False |
False |
122,770 |
| 120 |
473-0 |
305-2 |
167-6 |
41.7% |
10-1 |
2.5% |
58% |
False |
False |
113,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
431-6 |
|
2.618 |
420-5 |
|
1.618 |
413-7 |
|
1.000 |
409-6 |
|
0.618 |
407-1 |
|
HIGH |
403-0 |
|
0.618 |
400-3 |
|
0.500 |
399-5 |
|
0.382 |
398-7 |
|
LOW |
396-2 |
|
0.618 |
392-1 |
|
1.000 |
389-4 |
|
1.618 |
385-3 |
|
2.618 |
378-5 |
|
4.250 |
367-4 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
401-3 |
399-4 |
| PP |
400-4 |
396-6 |
| S1 |
399-5 |
394-0 |
|