CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 04-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
388-4 |
407-6 |
19-2 |
5.0% |
410-4 |
High |
409-0 |
411-6 |
2-6 |
0.7% |
410-6 |
Low |
388-4 |
397-0 |
8-4 |
2.2% |
377-4 |
Close |
403-4 |
397-4 |
-6-0 |
-1.5% |
379-2 |
Range |
20-4 |
14-6 |
-5-6 |
-28.0% |
33-2 |
ATR |
13-2 |
13-3 |
0-1 |
0.8% |
0-0 |
Volume |
63,191 |
44,113 |
-19,078 |
-30.2% |
190,889 |
|
Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
446-3 |
436-5 |
405-5 |
|
R3 |
431-5 |
421-7 |
401-4 |
|
R2 |
416-7 |
416-7 |
400-2 |
|
R1 |
407-1 |
407-1 |
398-7 |
404-5 |
PP |
402-1 |
402-1 |
402-1 |
400-6 |
S1 |
392-3 |
392-3 |
396-1 |
389-7 |
S2 |
387-3 |
387-3 |
394-6 |
|
S3 |
372-5 |
377-5 |
393-4 |
|
S4 |
357-7 |
362-7 |
389-3 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
488-7 |
467-3 |
397-4 |
|
R3 |
455-5 |
434-1 |
388-3 |
|
R2 |
422-3 |
422-3 |
385-3 |
|
R1 |
400-7 |
400-7 |
382-2 |
395-0 |
PP |
389-1 |
389-1 |
389-1 |
386-2 |
S1 |
367-5 |
367-5 |
376-2 |
361-6 |
S2 |
355-7 |
355-7 |
373-1 |
|
S3 |
322-5 |
334-3 |
370-1 |
|
S4 |
289-3 |
301-1 |
361-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
411-6 |
377-4 |
34-2 |
8.6% |
14-1 |
3.5% |
58% |
True |
False |
46,352 |
10 |
423-4 |
377-4 |
46-0 |
11.6% |
13-2 |
3.3% |
43% |
False |
False |
43,164 |
20 |
423-4 |
372-0 |
51-4 |
13.0% |
11-4 |
2.9% |
50% |
False |
False |
35,239 |
40 |
423-4 |
322-6 |
100-6 |
25.3% |
11-2 |
2.8% |
74% |
False |
False |
28,331 |
60 |
423-4 |
319-4 |
104-0 |
26.2% |
10-0 |
2.5% |
75% |
False |
False |
24,146 |
80 |
423-4 |
319-4 |
104-0 |
26.2% |
9-6 |
2.4% |
75% |
False |
False |
21,076 |
100 |
443-0 |
319-4 |
123-4 |
31.1% |
9-0 |
2.3% |
63% |
False |
False |
18,961 |
120 |
483-4 |
319-4 |
164-0 |
41.3% |
8-6 |
2.2% |
48% |
False |
False |
16,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
474-4 |
2.618 |
450-3 |
1.618 |
435-5 |
1.000 |
426-4 |
0.618 |
420-7 |
HIGH |
411-6 |
0.618 |
406-1 |
0.500 |
404-3 |
0.382 |
402-5 |
LOW |
397-0 |
0.618 |
387-7 |
1.000 |
382-2 |
1.618 |
373-1 |
2.618 |
358-3 |
4.250 |
334-2 |
|
|
Fisher Pivots for day following 04-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
404-3 |
396-7 |
PP |
402-1 |
396-1 |
S1 |
399-6 |
395-4 |
|