CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 23-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
392-0 |
398-4 |
6-4 |
1.7% |
398-0 |
High |
394-6 |
402-6 |
8-0 |
2.0% |
409-0 |
Low |
389-0 |
385-2 |
-3-6 |
-1.0% |
389-0 |
Close |
391-0 |
387-2 |
-3-6 |
-1.0% |
391-0 |
Range |
5-6 |
17-4 |
11-6 |
204.3% |
20-0 |
ATR |
12-1 |
12-4 |
0-3 |
3.2% |
0-0 |
Volume |
104,243 |
114,564 |
10,321 |
9.9% |
568,578 |
|
Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
444-2 |
433-2 |
396-7 |
|
R3 |
426-6 |
415-6 |
392-0 |
|
R2 |
409-2 |
409-2 |
390-4 |
|
R1 |
398-2 |
398-2 |
388-7 |
395-0 |
PP |
391-6 |
391-6 |
391-6 |
390-1 |
S1 |
380-6 |
380-6 |
385-5 |
377-4 |
S2 |
374-2 |
374-2 |
384-0 |
|
S3 |
356-6 |
363-2 |
382-4 |
|
S4 |
339-2 |
345-6 |
377-5 |
|
|
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 |
385-2 |
23-6 |
6.1% |
10-2 |
2.6% |
8% |
False |
True |
116,445 |
10 |
409-0 |
380-4 |
28-4 |
7.4% |
10-5 |
2.7% |
24% |
False |
False |
149,178 |
20 |
409-0 |
364-0 |
45-0 |
11.6% |
11-4 |
3.0% |
52% |
False |
False |
146,410 |
40 |
413-0 |
330-4 |
82-4 |
21.3% |
11-5 |
3.0% |
69% |
False |
False |
136,619 |
60 |
413-0 |
305-2 |
107-6 |
27.8% |
11-1 |
2.9% |
76% |
False |
False |
128,221 |
80 |
413-0 |
305-2 |
107-6 |
27.8% |
10-6 |
2.8% |
76% |
False |
False |
125,458 |
100 |
413-0 |
305-2 |
107-6 |
27.8% |
10-4 |
2.7% |
76% |
False |
False |
123,273 |
120 |
471-4 |
305-2 |
166-2 |
42.9% |
10-1 |
2.6% |
49% |
False |
False |
116,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
477-1 |
2.618 |
448-5 |
1.618 |
431-1 |
1.000 |
420-2 |
0.618 |
413-5 |
HIGH |
402-6 |
0.618 |
396-1 |
0.500 |
394-0 |
0.382 |
391-7 |
LOW |
385-2 |
0.618 |
374-3 |
1.000 |
367-6 |
1.618 |
356-7 |
2.618 |
339-3 |
4.250 |
310-7 |
|
|
Fisher Pivots for day following 23-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
394-0 |
394-0 |
PP |
391-6 |
391-6 |
S1 |
389-4 |
389-4 |
|