CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 18-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
412-4 |
420-4 |
8-0 |
1.9% |
386-4 |
High |
419-4 |
424-4 |
5-0 |
1.2% |
417-4 |
Low |
412-0 |
413-0 |
1-0 |
0.2% |
384-0 |
Close |
417-4 |
413-6 |
-3-6 |
-0.9% |
405-6 |
Range |
7-4 |
11-4 |
4-0 |
53.3% |
33-4 |
ATR |
12-4 |
12-3 |
-0-1 |
-0.6% |
0-0 |
Volume |
56,472 |
57,818 |
1,346 |
2.4% |
485,241 |
|
Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
451-5 |
444-1 |
420-1 |
|
R3 |
440-1 |
432-5 |
416-7 |
|
R2 |
428-5 |
428-5 |
415-7 |
|
R1 |
421-1 |
421-1 |
414-6 |
419-1 |
PP |
417-1 |
417-1 |
417-1 |
416-0 |
S1 |
409-5 |
409-5 |
412-6 |
407-5 |
S2 |
405-5 |
405-5 |
411-5 |
|
S3 |
394-1 |
398-1 |
410-5 |
|
S4 |
382-5 |
386-5 |
407-3 |
|
|
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 |
424-4 |
399-4 |
25-0 |
6.0% |
8-7 |
2.2% |
57% |
True |
False |
80,045 |
10 |
424-4 |
380-0 |
44-4 |
10.8% |
10-4 |
2.5% |
76% |
True |
False |
72,282 |
20 |
424-4 |
377-4 |
47-0 |
11.4% |
11-7 |
2.9% |
77% |
True |
False |
57,723 |
40 |
424-4 |
335-4 |
89-0 |
21.5% |
11-1 |
2.7% |
88% |
True |
False |
41,901 |
60 |
424-4 |
319-4 |
105-0 |
25.4% |
10-3 |
2.5% |
90% |
True |
False |
34,035 |
80 |
424-4 |
319-4 |
105-0 |
25.4% |
10-0 |
2.4% |
90% |
True |
False |
28,690 |
100 |
424-4 |
319-4 |
105-0 |
25.4% |
9-3 |
2.3% |
90% |
True |
False |
25,404 |
120 |
483-4 |
319-4 |
164-0 |
39.6% |
9-1 |
2.2% |
57% |
False |
False |
22,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
473-3 |
2.618 |
454-5 |
1.618 |
443-1 |
1.000 |
436-0 |
0.618 |
431-5 |
HIGH |
424-4 |
0.618 |
420-1 |
0.500 |
418-6 |
0.382 |
417-3 |
LOW |
413-0 |
0.618 |
405-7 |
1.000 |
401-4 |
1.618 |
394-3 |
2.618 |
382-7 |
4.250 |
364-1 |
|
|
Fisher Pivots for day following 18-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
418-6 |
418-1 |
PP |
417-1 |
416-5 |
S1 |
415-3 |
415-2 |
|