CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
386-4 |
395-6 |
9-2 |
2.4% |
384-0 |
| High |
402-4 |
411-0 |
8-4 |
2.1% |
411-6 |
| Low |
384-0 |
394-4 |
10-4 |
2.7% |
379-2 |
| Close |
400-2 |
409-0 |
8-6 |
2.2% |
381-0 |
| Range |
18-4 |
16-4 |
-2-0 |
-10.8% |
32-4 |
| ATR |
13-4 |
13-6 |
0-2 |
1.6% |
0-0 |
| Volume |
67,601 |
77,969 |
10,368 |
15.3% |
239,416 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
454-3 |
448-1 |
418-1 |
|
| R3 |
437-7 |
431-5 |
413-4 |
|
| R2 |
421-3 |
421-3 |
412-0 |
|
| R1 |
415-1 |
415-1 |
410-4 |
418-2 |
| PP |
404-7 |
404-7 |
404-7 |
406-3 |
| S1 |
398-5 |
398-5 |
407-4 |
401-6 |
| S2 |
388-3 |
388-3 |
406-0 |
|
| S3 |
371-7 |
382-1 |
404-4 |
|
| S4 |
355-3 |
365-5 |
399-7 |
|
|
| 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 |
380-0 |
31-6 |
7.8% |
13-0 |
3.2% |
91% |
False |
False |
54,942 |
| 10 |
411-6 |
377-4 |
34-2 |
8.4% |
12-6 |
3.1% |
92% |
False |
False |
50,000 |
| 20 |
423-4 |
377-4 |
46-0 |
11.2% |
12-0 |
2.9% |
68% |
False |
False |
41,085 |
| 40 |
423-4 |
324-2 |
99-2 |
24.3% |
11-3 |
2.8% |
85% |
False |
False |
32,924 |
| 60 |
423-4 |
319-4 |
104-0 |
25.4% |
10-2 |
2.5% |
86% |
False |
False |
27,125 |
| 80 |
423-4 |
319-4 |
104-0 |
25.4% |
10-0 |
2.4% |
86% |
False |
False |
23,474 |
| 100 |
423-4 |
319-4 |
104-0 |
25.4% |
9-2 |
2.3% |
86% |
False |
False |
21,025 |
| 120 |
483-4 |
319-4 |
164-0 |
40.1% |
8-7 |
2.2% |
55% |
False |
False |
18,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
481-1 |
|
2.618 |
454-2 |
|
1.618 |
437-6 |
|
1.000 |
427-4 |
|
0.618 |
421-2 |
|
HIGH |
411-0 |
|
0.618 |
404-6 |
|
0.500 |
402-6 |
|
0.382 |
400-6 |
|
LOW |
394-4 |
|
0.618 |
384-2 |
|
1.000 |
378-0 |
|
1.618 |
367-6 |
|
2.618 |
351-2 |
|
4.250 |
324-3 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
406-7 |
404-4 |
| PP |
404-7 |
400-0 |
| S1 |
402-6 |
395-4 |
|