CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 20-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
390-4 |
392-0 |
1-4 |
0.4% |
398-0 |
High |
400-0 |
394-6 |
-5-2 |
-1.3% |
409-0 |
Low |
390-4 |
389-0 |
-1-4 |
-0.4% |
389-0 |
Close |
395-0 |
391-0 |
-4-0 |
-1.0% |
391-0 |
Range |
9-4 |
5-6 |
-3-6 |
-39.5% |
20-0 |
ATR |
12-5 |
12-1 |
-0-4 |
-3.7% |
0-0 |
Volume |
127,149 |
104,243 |
-22,906 |
-18.0% |
568,578 |
|
Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
408-7 |
405-5 |
394-1 |
|
R3 |
403-1 |
399-7 |
392-5 |
|
R2 |
397-3 |
397-3 |
392-0 |
|
R1 |
394-1 |
394-1 |
391-4 |
392-7 |
PP |
391-5 |
391-5 |
391-5 |
391-0 |
S1 |
388-3 |
388-3 |
390-4 |
387-1 |
S2 |
385-7 |
385-7 |
390-0 |
|
S3 |
380-1 |
382-5 |
389-3 |
|
S4 |
374-3 |
376-7 |
387-7 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
456-3 |
443-5 |
402-0 |
|
R3 |
436-3 |
423-5 |
396-4 |
|
R2 |
416-3 |
416-3 |
394-5 |
|
R1 |
403-5 |
403-5 |
392-7 |
400-0 |
PP |
396-3 |
396-3 |
396-3 |
394-4 |
S1 |
383-5 |
383-5 |
389-1 |
380-0 |
S2 |
376-3 |
376-3 |
387-3 |
|
S3 |
356-3 |
363-5 |
385-4 |
|
S4 |
336-3 |
343-5 |
380-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
409-0 |
389-0 |
20-0 |
5.1% |
8-0 |
2.1% |
10% |
False |
True |
113,715 |
10 |
409-0 |
369-2 |
39-6 |
10.2% |
10-6 |
2.7% |
55% |
False |
False |
152,434 |
20 |
409-0 |
364-0 |
45-0 |
11.5% |
11-6 |
3.0% |
60% |
False |
False |
148,798 |
40 |
413-0 |
330-4 |
82-4 |
21.1% |
11-3 |
2.9% |
73% |
False |
False |
136,875 |
60 |
413-0 |
305-2 |
107-6 |
27.6% |
11-0 |
2.8% |
80% |
False |
False |
127,923 |
80 |
413-0 |
305-2 |
107-6 |
27.6% |
10-6 |
2.7% |
80% |
False |
False |
125,220 |
100 |
413-0 |
305-2 |
107-6 |
27.6% |
10-3 |
2.6% |
80% |
False |
False |
123,704 |
120 |
471-4 |
305-2 |
166-2 |
42.5% |
10-1 |
2.6% |
52% |
False |
False |
116,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
419-2 |
2.618 |
409-6 |
1.618 |
404-0 |
1.000 |
400-4 |
0.618 |
398-2 |
HIGH |
394-6 |
0.618 |
392-4 |
0.500 |
391-7 |
0.382 |
391-2 |
LOW |
389-0 |
0.618 |
385-4 |
1.000 |
383-2 |
1.618 |
379-6 |
2.618 |
374-0 |
4.250 |
364-4 |
|
|
Fisher Pivots for day following 20-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
391-7 |
399-0 |
PP |
391-5 |
396-3 |
S1 |
391-2 |
393-5 |
|