CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 17-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
398-0 |
397-6 |
-0-2 |
-0.1% |
372-4 |
High |
403-0 |
404-0 |
1-0 |
0.2% |
402-4 |
Low |
396-2 |
397-0 |
0-6 |
0.2% |
369-2 |
Close |
402-2 |
402-0 |
-0-2 |
-0.1% |
390-4 |
Range |
6-6 |
7-0 |
0-2 |
3.7% |
33-2 |
ATR |
13-3 |
12-7 |
-0-4 |
-3.4% |
0-0 |
Volume |
100,914 |
125,197 |
24,283 |
24.1% |
955,763 |
|
Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
422-0 |
419-0 |
405-7 |
|
R3 |
415-0 |
412-0 |
403-7 |
|
R2 |
408-0 |
408-0 |
403-2 |
|
R1 |
405-0 |
405-0 |
402-5 |
406-4 |
PP |
401-0 |
401-0 |
401-0 |
401-6 |
S1 |
398-0 |
398-0 |
401-3 |
399-4 |
S2 |
394-0 |
394-0 |
400-6 |
|
S3 |
387-0 |
391-0 |
400-1 |
|
S4 |
380-0 |
384-0 |
398-1 |
|
|
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 |
404-0 |
385-0 |
19-0 |
4.7% |
9-1 |
2.3% |
89% |
True |
False |
172,087 |
10 |
404-0 |
366-0 |
38-0 |
9.5% |
11-2 |
2.8% |
95% |
True |
False |
161,995 |
20 |
413-0 |
364-0 |
49-0 |
12.2% |
12-5 |
3.1% |
78% |
False |
False |
152,355 |
40 |
413-0 |
319-2 |
93-6 |
23.3% |
11-6 |
2.9% |
88% |
False |
False |
136,213 |
60 |
413-0 |
305-2 |
107-6 |
26.8% |
11-0 |
2.7% |
90% |
False |
False |
127,319 |
80 |
413-0 |
305-2 |
107-6 |
26.8% |
10-5 |
2.6% |
90% |
False |
False |
124,756 |
100 |
413-0 |
305-2 |
107-6 |
26.8% |
10-3 |
2.6% |
90% |
False |
False |
123,024 |
120 |
473-0 |
305-2 |
167-6 |
41.7% |
10-1 |
2.5% |
58% |
False |
False |
114,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
433-6 |
2.618 |
422-3 |
1.618 |
415-3 |
1.000 |
411-0 |
0.618 |
408-3 |
HIGH |
404-0 |
0.618 |
401-3 |
0.500 |
400-4 |
0.382 |
399-5 |
LOW |
397-0 |
0.618 |
392-5 |
1.000 |
390-0 |
1.618 |
385-5 |
2.618 |
378-5 |
4.250 |
367-2 |
|
|
Fisher Pivots for day following 17-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
401-4 |
399-5 |
PP |
401-0 |
397-2 |
S1 |
400-4 |
394-7 |
|