CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 27-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
382-4 |
383-4 |
1-0 |
0.3% |
398-4 |
High |
393-4 |
398-2 |
4-6 |
1.2% |
402-6 |
Low |
381-4 |
383-0 |
1-4 |
0.4% |
375-0 |
Close |
392-0 |
397-2 |
5-2 |
1.3% |
397-2 |
Range |
12-0 |
15-2 |
3-2 |
27.1% |
27-6 |
ATR |
12-7 |
13-0 |
0-1 |
1.4% |
0-0 |
Volume |
160,900 |
129,798 |
-31,102 |
-19.3% |
562,225 |
|
Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
438-5 |
433-1 |
405-5 |
|
R3 |
423-3 |
417-7 |
401-4 |
|
R2 |
408-1 |
408-1 |
400-0 |
|
R1 |
402-5 |
402-5 |
398-5 |
405-3 |
PP |
392-7 |
392-7 |
392-7 |
394-2 |
S1 |
387-3 |
387-3 |
395-7 |
390-1 |
S2 |
377-5 |
377-5 |
394-4 |
|
S3 |
362-3 |
372-1 |
393-0 |
|
S4 |
347-1 |
356-7 |
388-7 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
474-7 |
463-7 |
412-4 |
|
R3 |
447-1 |
436-1 |
404-7 |
|
R2 |
419-3 |
419-3 |
402-3 |
|
R1 |
408-3 |
408-3 |
399-6 |
400-0 |
PP |
391-5 |
391-5 |
391-5 |
387-4 |
S1 |
380-5 |
380-5 |
394-6 |
372-2 |
S2 |
363-7 |
363-7 |
392-1 |
|
S3 |
336-1 |
352-7 |
389-5 |
|
S4 |
308-3 |
325-1 |
382-0 |
|
|
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 |
7.0% |
11-6 |
2.9% |
80% |
False |
False |
133,293 |
10 |
409-0 |
375-0 |
34-0 |
8.6% |
10-1 |
2.5% |
65% |
False |
False |
131,692 |
20 |
409-0 |
364-0 |
45-0 |
11.3% |
12-0 |
3.0% |
74% |
False |
False |
147,307 |
40 |
413-0 |
330-4 |
82-4 |
20.8% |
11-7 |
3.0% |
81% |
False |
False |
140,574 |
60 |
413-0 |
305-2 |
107-6 |
27.1% |
11-2 |
2.8% |
85% |
False |
False |
129,308 |
80 |
413-0 |
305-2 |
107-6 |
27.1% |
10-6 |
2.7% |
85% |
False |
False |
126,329 |
100 |
413-0 |
305-2 |
107-6 |
27.1% |
10-4 |
2.6% |
85% |
False |
False |
122,692 |
120 |
471-4 |
305-2 |
166-2 |
41.9% |
10-2 |
2.6% |
55% |
False |
False |
118,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
463-0 |
2.618 |
438-1 |
1.618 |
422-7 |
1.000 |
413-4 |
0.618 |
407-5 |
HIGH |
398-2 |
0.618 |
392-3 |
0.500 |
390-5 |
0.382 |
388-7 |
LOW |
383-0 |
0.618 |
373-5 |
1.000 |
367-6 |
1.618 |
358-3 |
2.618 |
343-1 |
4.250 |
318-2 |
|
|
Fisher Pivots for day following 27-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
395-0 |
393-6 |
PP |
392-7 |
390-1 |
S1 |
390-5 |
386-5 |
|