CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 17-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
413-0 |
412-4 |
-0-4 |
-0.1% |
386-4 |
High |
418-0 |
419-4 |
1-4 |
0.4% |
417-4 |
Low |
411-6 |
412-0 |
0-2 |
0.1% |
384-0 |
Close |
417-4 |
417-4 |
0-0 |
0.0% |
405-6 |
Range |
6-2 |
7-4 |
1-2 |
20.0% |
33-4 |
ATR |
12-7 |
12-4 |
-0-3 |
-3.0% |
0-0 |
Volume |
38,259 |
56,472 |
18,213 |
47.6% |
485,241 |
|
Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
438-7 |
435-5 |
421-5 |
|
R3 |
431-3 |
428-1 |
419-4 |
|
R2 |
423-7 |
423-7 |
418-7 |
|
R1 |
420-5 |
420-5 |
418-2 |
422-2 |
PP |
416-3 |
416-3 |
416-3 |
417-1 |
S1 |
413-1 |
413-1 |
416-6 |
414-6 |
S2 |
408-7 |
408-7 |
416-1 |
|
S3 |
401-3 |
405-5 |
415-4 |
|
S4 |
393-7 |
398-1 |
413-3 |
|
|
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 |
419-4 |
399-4 |
20-0 |
4.8% |
8-6 |
2.1% |
90% |
True |
False |
86,880 |
10 |
419-4 |
380-0 |
39-4 |
9.5% |
10-7 |
2.6% |
95% |
True |
False |
70,911 |
20 |
423-4 |
377-4 |
46-0 |
11.0% |
12-1 |
2.9% |
87% |
False |
False |
56,196 |
40 |
423-4 |
332-6 |
90-6 |
21.7% |
11-1 |
2.7% |
93% |
False |
False |
40,823 |
60 |
423-4 |
319-4 |
104-0 |
24.9% |
10-3 |
2.5% |
94% |
False |
False |
33,316 |
80 |
423-4 |
319-4 |
104-0 |
24.9% |
9-7 |
2.4% |
94% |
False |
False |
28,032 |
100 |
423-4 |
319-4 |
104-0 |
24.9% |
9-3 |
2.2% |
94% |
False |
False |
24,880 |
120 |
483-4 |
319-4 |
164-0 |
39.3% |
9-0 |
2.2% |
60% |
False |
False |
21,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
451-3 |
2.618 |
439-1 |
1.618 |
431-5 |
1.000 |
427-0 |
0.618 |
424-1 |
HIGH |
419-4 |
0.618 |
416-5 |
0.500 |
415-6 |
0.382 |
414-7 |
LOW |
412-0 |
0.618 |
407-3 |
1.000 |
404-4 |
1.618 |
399-7 |
2.618 |
392-3 |
4.250 |
380-1 |
|
|
Fisher Pivots for day following 17-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
416-7 |
415-1 |
PP |
416-3 |
412-5 |
S1 |
415-6 |
410-2 |
|