CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 20-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
406-0 |
407-4 |
1-4 |
0.4% |
413-0 |
High |
416-0 |
410-2 |
-5-6 |
-1.4% |
424-4 |
Low |
406-0 |
405-0 |
-1-0 |
-0.2% |
405-0 |
Close |
410-6 |
407-0 |
-3-6 |
-0.9% |
407-0 |
Range |
10-0 |
5-2 |
-4-6 |
-47.5% |
19-4 |
ATR |
12-2 |
11-6 |
-0-4 |
-3.8% |
0-0 |
Volume |
78,408 |
52,869 |
-25,539 |
-32.6% |
283,826 |
|
Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
423-1 |
420-3 |
409-7 |
|
R3 |
417-7 |
415-1 |
408-4 |
|
R2 |
412-5 |
412-5 |
408-0 |
|
R1 |
409-7 |
409-7 |
407-4 |
408-5 |
PP |
407-3 |
407-3 |
407-3 |
406-6 |
S1 |
404-5 |
404-5 |
406-4 |
403-3 |
S2 |
402-1 |
402-1 |
406-0 |
|
S3 |
396-7 |
399-3 |
405-4 |
|
S4 |
391-5 |
394-1 |
404-1 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
470-5 |
458-3 |
417-6 |
|
R3 |
451-1 |
438-7 |
412-3 |
|
R2 |
431-5 |
431-5 |
410-5 |
|
R1 |
419-3 |
419-3 |
408-6 |
415-6 |
PP |
412-1 |
412-1 |
412-1 |
410-3 |
S1 |
399-7 |
399-7 |
405-2 |
396-2 |
S2 |
392-5 |
392-5 |
403-3 |
|
S3 |
373-1 |
380-3 |
401-5 |
|
S4 |
353-5 |
360-7 |
396-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
424-4 |
405-0 |
19-4 |
4.8% |
8-1 |
2.0% |
10% |
False |
True |
56,765 |
10 |
424-4 |
384-0 |
40-4 |
10.0% |
10-4 |
2.6% |
57% |
False |
False |
76,906 |
20 |
424-4 |
377-4 |
47-0 |
11.5% |
11-3 |
2.8% |
63% |
False |
False |
59,968 |
40 |
424-4 |
343-4 |
81-0 |
19.9% |
10-6 |
2.7% |
78% |
False |
False |
44,289 |
60 |
424-4 |
319-4 |
105-0 |
25.8% |
10-3 |
2.6% |
83% |
False |
False |
35,760 |
80 |
424-4 |
319-4 |
105-0 |
25.8% |
10-0 |
2.5% |
83% |
False |
False |
30,043 |
100 |
424-4 |
319-4 |
105-0 |
25.8% |
9-4 |
2.3% |
83% |
False |
False |
26,480 |
120 |
481-4 |
319-4 |
162-0 |
39.8% |
9-0 |
2.2% |
54% |
False |
False |
23,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
432-4 |
2.618 |
424-0 |
1.618 |
418-6 |
1.000 |
415-4 |
0.618 |
413-4 |
HIGH |
410-2 |
0.618 |
408-2 |
0.500 |
407-5 |
0.382 |
407-0 |
LOW |
405-0 |
0.618 |
401-6 |
1.000 |
399-6 |
1.618 |
396-4 |
2.618 |
391-2 |
4.250 |
382-6 |
|
|
Fisher Pivots for day following 20-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
407-5 |
414-6 |
PP |
407-3 |
412-1 |
S1 |
407-2 |
409-5 |
|