CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 19-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
420-4 |
406-0 |
-14-4 |
-3.4% |
386-4 |
High |
424-4 |
416-0 |
-8-4 |
-2.0% |
417-4 |
Low |
413-0 |
406-0 |
-7-0 |
-1.7% |
384-0 |
Close |
413-6 |
410-6 |
-3-0 |
-0.7% |
405-6 |
Range |
11-4 |
10-0 |
-1-4 |
-13.0% |
33-4 |
ATR |
12-3 |
12-2 |
-0-1 |
-1.4% |
0-0 |
Volume |
57,818 |
78,408 |
20,590 |
35.6% |
485,241 |
|
Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
440-7 |
435-7 |
416-2 |
|
R3 |
430-7 |
425-7 |
413-4 |
|
R2 |
420-7 |
420-7 |
412-5 |
|
R1 |
415-7 |
415-7 |
411-5 |
418-3 |
PP |
410-7 |
410-7 |
410-7 |
412-2 |
S1 |
405-7 |
405-7 |
409-7 |
408-3 |
S2 |
400-7 |
400-7 |
408-7 |
|
S3 |
390-7 |
395-7 |
408-0 |
|
S4 |
380-7 |
385-7 |
405-2 |
|
|
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 |
401-0 |
23-4 |
5.7% |
8-4 |
2.1% |
41% |
False |
False |
64,233 |
10 |
424-4 |
380-0 |
44-4 |
10.8% |
10-5 |
2.6% |
69% |
False |
False |
76,676 |
20 |
424-4 |
377-4 |
47-0 |
11.4% |
12-0 |
2.9% |
71% |
False |
False |
59,053 |
40 |
424-4 |
342-2 |
82-2 |
20.0% |
11-0 |
2.7% |
83% |
False |
False |
43,399 |
60 |
424-4 |
319-4 |
105-0 |
25.6% |
10-4 |
2.5% |
87% |
False |
False |
35,146 |
80 |
424-4 |
319-4 |
105-0 |
25.6% |
10-0 |
2.4% |
87% |
False |
False |
29,463 |
100 |
424-4 |
319-4 |
105-0 |
25.6% |
9-4 |
2.3% |
87% |
False |
False |
26,125 |
120 |
481-4 |
319-4 |
162-0 |
39.4% |
9-1 |
2.2% |
56% |
False |
False |
22,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
458-4 |
2.618 |
442-1 |
1.618 |
432-1 |
1.000 |
426-0 |
0.618 |
422-1 |
HIGH |
416-0 |
0.618 |
412-1 |
0.500 |
411-0 |
0.382 |
409-7 |
LOW |
406-0 |
0.618 |
399-7 |
1.000 |
396-0 |
1.618 |
389-7 |
2.618 |
379-7 |
4.250 |
363-4 |
|
|
Fisher Pivots for day following 19-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
411-0 |
415-2 |
PP |
410-7 |
413-6 |
S1 |
410-7 |
412-2 |
|