CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 12-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
412-4 |
399-4 |
-13-0 |
-3.2% |
384-0 |
High |
417-4 |
411-2 |
-6-2 |
-1.5% |
411-6 |
Low |
407-0 |
399-4 |
-7-4 |
-1.8% |
379-2 |
Close |
409-2 |
405-6 |
-3-4 |
-0.9% |
381-0 |
Range |
10-4 |
11-6 |
1-2 |
11.9% |
32-4 |
ATR |
13-4 |
13-3 |
-0-1 |
-0.9% |
0-0 |
Volume |
91,993 |
157,468 |
65,475 |
71.2% |
239,416 |
|
Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
440-6 |
435-0 |
412-2 |
|
R3 |
429-0 |
423-2 |
409-0 |
|
R2 |
417-2 |
417-2 |
407-7 |
|
R1 |
411-4 |
411-4 |
406-7 |
414-3 |
PP |
405-4 |
405-4 |
405-4 |
407-0 |
S1 |
399-6 |
399-6 |
404-5 |
402-5 |
S2 |
393-6 |
393-6 |
403-5 |
|
S3 |
382-0 |
388-0 |
402-4 |
|
S4 |
370-2 |
376-2 |
399-2 |
|
|
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% |
12-6 |
3.1% |
69% |
False |
False |
89,119 |
10 |
417-4 |
377-4 |
40-0 |
9.9% |
13-4 |
3.3% |
71% |
False |
False |
67,380 |
20 |
423-4 |
377-4 |
46-0 |
11.3% |
12-1 |
3.0% |
61% |
False |
False |
50,140 |
40 |
423-4 |
324-2 |
99-2 |
24.5% |
11-2 |
2.8% |
82% |
False |
False |
37,205 |
60 |
423-4 |
319-4 |
104-0 |
25.6% |
10-3 |
2.6% |
83% |
False |
False |
30,867 |
80 |
423-4 |
319-4 |
104-0 |
25.6% |
10-0 |
2.5% |
83% |
False |
False |
26,296 |
100 |
423-4 |
319-4 |
104-0 |
25.6% |
9-3 |
2.3% |
83% |
False |
False |
23,298 |
120 |
483-4 |
319-4 |
164-0 |
40.4% |
9-0 |
2.2% |
53% |
False |
False |
20,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
461-2 |
2.618 |
442-0 |
1.618 |
430-2 |
1.000 |
423-0 |
0.618 |
418-4 |
HIGH |
411-2 |
0.618 |
406-6 |
0.500 |
405-3 |
0.382 |
404-0 |
LOW |
399-4 |
0.618 |
392-2 |
1.000 |
387-6 |
1.618 |
380-4 |
2.618 |
368-6 |
4.250 |
349-4 |
|
|
Fisher Pivots for day following 12-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
405-5 |
406-0 |
PP |
405-4 |
405-7 |
S1 |
405-3 |
405-7 |
|