CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 05-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
407-6 |
395-0 |
-12-6 |
-3.1% |
410-4 |
High |
411-6 |
398-0 |
-13-6 |
-3.3% |
410-6 |
Low |
397-0 |
389-0 |
-8-0 |
-2.0% |
377-4 |
Close |
397-4 |
390-2 |
-7-2 |
-1.8% |
379-2 |
Range |
14-6 |
9-0 |
-5-6 |
-39.0% |
33-2 |
ATR |
13-3 |
13-1 |
-0-3 |
-2.3% |
0-0 |
Volume |
44,113 |
34,465 |
-9,648 |
-21.9% |
190,889 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
419-3 |
413-7 |
395-2 |
|
R3 |
410-3 |
404-7 |
392-6 |
|
R2 |
401-3 |
401-3 |
391-7 |
|
R1 |
395-7 |
395-7 |
391-1 |
394-1 |
PP |
392-3 |
392-3 |
392-3 |
391-4 |
S1 |
386-7 |
386-7 |
389-3 |
385-1 |
S2 |
383-3 |
383-3 |
388-5 |
|
S3 |
374-3 |
377-7 |
387-6 |
|
S4 |
365-3 |
368-7 |
385-2 |
|
|
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 |
8.8% |
14-2 |
3.7% |
37% |
False |
False |
45,640 |
10 |
423-4 |
377-4 |
46-0 |
11.8% |
13-2 |
3.4% |
28% |
False |
False |
41,429 |
20 |
423-4 |
372-0 |
51-4 |
13.2% |
11-5 |
3.0% |
35% |
False |
False |
35,898 |
40 |
423-4 |
323-0 |
100-4 |
25.8% |
11-2 |
2.9% |
67% |
False |
False |
28,903 |
60 |
423-4 |
319-4 |
104-0 |
26.6% |
9-7 |
2.5% |
68% |
False |
False |
24,460 |
80 |
423-4 |
319-4 |
104-0 |
26.6% |
9-5 |
2.5% |
68% |
False |
False |
21,397 |
100 |
440-4 |
319-4 |
121-0 |
31.0% |
9-0 |
2.3% |
58% |
False |
False |
19,263 |
120 |
483-4 |
319-4 |
164-0 |
42.0% |
8-6 |
2.2% |
43% |
False |
False |
16,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
436-2 |
2.618 |
421-4 |
1.618 |
412-4 |
1.000 |
407-0 |
0.618 |
403-4 |
HIGH |
398-0 |
0.618 |
394-4 |
0.500 |
393-4 |
0.382 |
392-4 |
LOW |
389-0 |
0.618 |
383-4 |
1.000 |
380-0 |
1.618 |
374-4 |
2.618 |
365-4 |
4.250 |
350-6 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
393-4 |
400-1 |
PP |
392-3 |
396-7 |
S1 |
391-3 |
393-4 |
|