CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 06-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
395-0 |
385-0 |
-10-0 |
-2.5% |
384-0 |
High |
398-0 |
386-4 |
-11-4 |
-2.9% |
411-6 |
Low |
389-0 |
380-0 |
-9-0 |
-2.3% |
379-2 |
Close |
390-2 |
381-0 |
-9-2 |
-2.4% |
381-0 |
Range |
9-0 |
6-4 |
-2-4 |
-27.8% |
32-4 |
ATR |
13-1 |
12-7 |
-0-2 |
-1.5% |
0-0 |
Volume |
34,465 |
50,565 |
16,100 |
46.7% |
239,416 |
|
Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
402-0 |
398-0 |
384-5 |
|
R3 |
395-4 |
391-4 |
382-6 |
|
R2 |
389-0 |
389-0 |
382-2 |
|
R1 |
385-0 |
385-0 |
381-5 |
383-6 |
PP |
382-4 |
382-4 |
382-4 |
381-7 |
S1 |
378-4 |
378-4 |
380-3 |
377-2 |
S2 |
376-0 |
376-0 |
379-6 |
|
S3 |
369-4 |
372-0 |
379-2 |
|
S4 |
363-0 |
365-4 |
377-3 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
488-1 |
467-1 |
398-7 |
|
R3 |
455-5 |
434-5 |
390-0 |
|
R2 |
423-1 |
423-1 |
387-0 |
|
R1 |
402-1 |
402-1 |
384-0 |
396-3 |
PP |
390-5 |
390-5 |
390-5 |
387-6 |
S1 |
369-5 |
369-5 |
378-0 |
363-7 |
S2 |
358-1 |
358-1 |
375-0 |
|
S3 |
325-5 |
337-1 |
372-0 |
|
S4 |
293-1 |
304-5 |
363-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
411-6 |
379-2 |
32-4 |
8.5% |
13-6 |
3.6% |
5% |
False |
False |
47,883 |
10 |
411-6 |
377-4 |
34-2 |
9.0% |
12-2 |
3.2% |
10% |
False |
False |
43,030 |
20 |
423-4 |
377-4 |
46-0 |
12.1% |
11-2 |
3.0% |
8% |
False |
False |
36,450 |
40 |
423-4 |
324-2 |
99-2 |
26.0% |
11-2 |
2.9% |
57% |
False |
False |
29,780 |
60 |
423-4 |
319-4 |
104-0 |
27.3% |
9-6 |
2.6% |
59% |
False |
False |
25,069 |
80 |
423-4 |
319-4 |
104-0 |
27.3% |
9-5 |
2.5% |
59% |
False |
False |
21,905 |
100 |
439-2 |
319-4 |
119-6 |
31.4% |
9-0 |
2.4% |
51% |
False |
False |
19,658 |
120 |
483-4 |
319-4 |
164-0 |
43.0% |
8-6 |
2.3% |
38% |
False |
False |
17,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
414-1 |
2.618 |
403-4 |
1.618 |
397-0 |
1.000 |
393-0 |
0.618 |
390-4 |
HIGH |
386-4 |
0.618 |
384-0 |
0.500 |
383-2 |
0.382 |
382-4 |
LOW |
380-0 |
0.618 |
376-0 |
1.000 |
373-4 |
1.618 |
369-4 |
2.618 |
363-0 |
4.250 |
352-3 |
|
|
Fisher Pivots for day following 06-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
383-2 |
395-7 |
PP |
382-4 |
390-7 |
S1 |
381-6 |
386-0 |
|