CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
383-0 |
382-4 |
-0-4 |
-0.1% |
398-0 |
| High |
383-0 |
393-4 |
10-4 |
2.7% |
409-0 |
| Low |
375-0 |
381-4 |
6-4 |
1.7% |
389-0 |
| Close |
376-0 |
392-0 |
16-0 |
4.3% |
391-0 |
| Range |
8-0 |
12-0 |
4-0 |
50.0% |
20-0 |
| ATR |
12-4 |
12-7 |
0-3 |
2.9% |
0-0 |
| Volume |
156,963 |
160,900 |
3,937 |
2.5% |
568,578 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
425-0 |
420-4 |
398-5 |
|
| R3 |
413-0 |
408-4 |
395-2 |
|
| R2 |
401-0 |
401-0 |
394-2 |
|
| R1 |
396-4 |
396-4 |
393-1 |
398-6 |
| PP |
389-0 |
389-0 |
389-0 |
390-1 |
| S1 |
384-4 |
384-4 |
390-7 |
386-6 |
| S2 |
377-0 |
377-0 |
389-6 |
|
| S3 |
365-0 |
372-4 |
388-6 |
|
| S4 |
353-0 |
360-4 |
385-3 |
|
|
| 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 |
402-6 |
375-0 |
27-6 |
7.1% |
10-4 |
2.7% |
61% |
False |
False |
132,763 |
| 10 |
409-0 |
375-0 |
34-0 |
8.7% |
9-7 |
2.5% |
50% |
False |
False |
143,312 |
| 20 |
409-0 |
364-0 |
45-0 |
11.5% |
11-5 |
3.0% |
62% |
False |
False |
147,132 |
| 40 |
413-0 |
330-4 |
82-4 |
21.0% |
11-6 |
3.0% |
75% |
False |
False |
139,817 |
| 60 |
413-0 |
305-2 |
107-6 |
27.5% |
11-1 |
2.8% |
81% |
False |
False |
129,233 |
| 80 |
413-0 |
305-2 |
107-6 |
27.5% |
10-6 |
2.7% |
81% |
False |
False |
125,997 |
| 100 |
413-0 |
305-2 |
107-6 |
27.5% |
10-4 |
2.7% |
81% |
False |
False |
123,472 |
| 120 |
471-4 |
305-2 |
166-2 |
42.4% |
10-2 |
2.6% |
52% |
False |
False |
118,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
444-4 |
|
2.618 |
424-7 |
|
1.618 |
412-7 |
|
1.000 |
405-4 |
|
0.618 |
400-7 |
|
HIGH |
393-4 |
|
0.618 |
388-7 |
|
0.500 |
387-4 |
|
0.382 |
386-1 |
|
LOW |
381-4 |
|
0.618 |
374-1 |
|
1.000 |
369-4 |
|
1.618 |
362-1 |
|
2.618 |
350-1 |
|
4.250 |
330-4 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
390-4 |
391-0 |
| PP |
389-0 |
389-7 |
| S1 |
387-4 |
388-7 |
|