CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 13-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
399-4 |
404-0 |
4-4 |
1.1% |
386-4 |
High |
411-2 |
408-4 |
-2-6 |
-0.7% |
417-4 |
Low |
399-4 |
401-0 |
1-4 |
0.4% |
384-0 |
Close |
405-6 |
405-6 |
0-0 |
0.0% |
405-6 |
Range |
11-6 |
7-4 |
-4-2 |
-36.2% |
33-4 |
ATR |
13-3 |
13-0 |
-0-3 |
-3.1% |
0-0 |
Volume |
157,468 |
90,210 |
-67,258 |
-42.7% |
485,241 |
|
Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
427-5 |
424-1 |
409-7 |
|
R3 |
420-1 |
416-5 |
407-6 |
|
R2 |
412-5 |
412-5 |
407-1 |
|
R1 |
409-1 |
409-1 |
406-4 |
410-7 |
PP |
405-1 |
405-1 |
405-1 |
406-0 |
S1 |
401-5 |
401-5 |
405-0 |
403-3 |
S2 |
397-5 |
397-5 |
404-3 |
|
S3 |
390-1 |
394-1 |
403-6 |
|
S4 |
382-5 |
386-5 |
401-5 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
502-7 |
487-7 |
424-1 |
|
R3 |
469-3 |
454-3 |
415-0 |
|
R2 |
435-7 |
435-7 |
411-7 |
|
R1 |
420-7 |
420-7 |
408-7 |
428-3 |
PP |
402-3 |
402-3 |
402-3 |
406-2 |
S1 |
387-3 |
387-3 |
402-5 |
394-7 |
S2 |
368-7 |
368-7 |
399-5 |
|
S3 |
335-3 |
353-7 |
396-4 |
|
S4 |
301-7 |
320-3 |
387-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
417-4 |
384-0 |
33-4 |
8.3% |
13-0 |
3.2% |
65% |
False |
False |
97,048 |
10 |
417-4 |
379-2 |
38-2 |
9.4% |
13-3 |
3.3% |
69% |
False |
False |
72,465 |
20 |
423-4 |
377-4 |
46-0 |
11.3% |
12-3 |
3.0% |
61% |
False |
False |
53,676 |
40 |
423-4 |
324-2 |
99-2 |
24.5% |
11-2 |
2.8% |
82% |
False |
False |
39,102 |
60 |
423-4 |
319-4 |
104-0 |
25.6% |
10-3 |
2.6% |
83% |
False |
False |
32,099 |
80 |
423-4 |
319-4 |
104-0 |
25.6% |
10-0 |
2.5% |
83% |
False |
False |
27,223 |
100 |
423-4 |
319-4 |
104-0 |
25.6% |
9-3 |
2.3% |
83% |
False |
False |
24,074 |
120 |
483-4 |
319-4 |
164-0 |
40.4% |
9-0 |
2.2% |
53% |
False |
False |
21,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
440-3 |
2.618 |
428-1 |
1.618 |
420-5 |
1.000 |
416-0 |
0.618 |
413-1 |
HIGH |
408-4 |
0.618 |
405-5 |
0.500 |
404-6 |
0.382 |
403-7 |
LOW |
401-0 |
0.618 |
396-3 |
1.000 |
393-4 |
1.618 |
388-7 |
2.618 |
381-3 |
4.250 |
369-1 |
|
|
Fisher Pivots for day following 13-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
405-3 |
408-4 |
PP |
405-1 |
407-5 |
S1 |
404-6 |
406-5 |
|