CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 11-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
395-6 |
412-4 |
16-6 |
4.2% |
384-0 |
High |
411-0 |
417-4 |
6-4 |
1.6% |
411-6 |
Low |
394-4 |
407-0 |
12-4 |
3.2% |
379-2 |
Close |
409-0 |
409-2 |
0-2 |
0.1% |
381-0 |
Range |
16-4 |
10-4 |
-6-0 |
-36.4% |
32-4 |
ATR |
13-6 |
13-4 |
-0-2 |
-1.7% |
0-0 |
Volume |
77,969 |
91,993 |
14,024 |
18.0% |
239,416 |
|
Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
442-6 |
436-4 |
415-0 |
|
R3 |
432-2 |
426-0 |
412-1 |
|
R2 |
421-6 |
421-6 |
411-1 |
|
R1 |
415-4 |
415-4 |
410-2 |
413-3 |
PP |
411-2 |
411-2 |
411-2 |
410-2 |
S1 |
405-0 |
405-0 |
408-2 |
402-7 |
S2 |
400-6 |
400-6 |
407-3 |
|
S3 |
390-2 |
394-4 |
406-3 |
|
S4 |
379-6 |
384-0 |
403-4 |
|
|
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 |
417-4 |
380-0 |
37-4 |
9.2% |
12-2 |
3.0% |
78% |
True |
False |
64,518 |
10 |
417-4 |
377-4 |
40-0 |
9.8% |
13-1 |
3.2% |
79% |
True |
False |
55,435 |
20 |
423-4 |
377-4 |
46-0 |
11.2% |
12-0 |
2.9% |
69% |
False |
False |
43,823 |
40 |
423-4 |
324-2 |
99-2 |
24.3% |
11-1 |
2.7% |
86% |
False |
False |
33,975 |
60 |
423-4 |
319-4 |
104-0 |
25.4% |
10-2 |
2.5% |
86% |
False |
False |
28,468 |
80 |
423-4 |
319-4 |
104-0 |
25.4% |
10-0 |
2.4% |
86% |
False |
False |
24,506 |
100 |
423-4 |
319-4 |
104-0 |
25.4% |
9-2 |
2.3% |
86% |
False |
False |
21,868 |
120 |
483-4 |
319-4 |
164-0 |
40.1% |
9-0 |
2.2% |
55% |
False |
False |
19,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
462-1 |
2.618 |
445-0 |
1.618 |
434-4 |
1.000 |
428-0 |
0.618 |
424-0 |
HIGH |
417-4 |
0.618 |
413-4 |
0.500 |
412-2 |
0.382 |
411-0 |
LOW |
407-0 |
0.618 |
400-4 |
1.000 |
396-4 |
1.618 |
390-0 |
2.618 |
379-4 |
4.250 |
362-3 |
|
|
Fisher Pivots for day following 11-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
412-2 |
406-3 |
PP |
411-2 |
403-5 |
S1 |
410-2 |
400-6 |
|