CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 23-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
407-4 |
413-4 |
6-0 |
1.5% |
413-0 |
High |
410-2 |
418-4 |
8-2 |
2.0% |
424-4 |
Low |
405-0 |
401-4 |
-3-4 |
-0.9% |
405-0 |
Close |
407-0 |
403-2 |
-3-6 |
-0.9% |
407-0 |
Range |
5-2 |
17-0 |
11-6 |
223.8% |
19-4 |
ATR |
11-6 |
12-1 |
0-3 |
3.2% |
0-0 |
Volume |
52,869 |
59,061 |
6,192 |
11.7% |
283,826 |
|
Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
458-6 |
448-0 |
412-5 |
|
R3 |
441-6 |
431-0 |
407-7 |
|
R2 |
424-6 |
424-6 |
406-3 |
|
R1 |
414-0 |
414-0 |
404-6 |
410-7 |
PP |
407-6 |
407-6 |
407-6 |
406-2 |
S1 |
397-0 |
397-0 |
401-6 |
393-7 |
S2 |
390-6 |
390-6 |
400-1 |
|
S3 |
373-6 |
380-0 |
398-5 |
|
S4 |
356-6 |
363-0 |
393-7 |
|
|
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 |
401-4 |
23-0 |
5.7% |
10-2 |
2.5% |
8% |
False |
True |
60,925 |
10 |
424-4 |
394-4 |
30-0 |
7.4% |
10-3 |
2.6% |
29% |
False |
False |
76,052 |
20 |
424-4 |
377-4 |
47-0 |
11.7% |
11-1 |
2.8% |
55% |
False |
False |
61,011 |
40 |
424-4 |
343-4 |
81-0 |
20.1% |
11-1 |
2.7% |
74% |
False |
False |
44,804 |
60 |
424-4 |
319-4 |
105-0 |
26.0% |
10-4 |
2.6% |
80% |
False |
False |
36,563 |
80 |
424-4 |
319-4 |
105-0 |
26.0% |
10-1 |
2.5% |
80% |
False |
False |
30,680 |
100 |
424-4 |
319-4 |
105-0 |
26.0% |
9-5 |
2.4% |
80% |
False |
False |
26,861 |
120 |
480-0 |
319-4 |
160-4 |
39.8% |
9-1 |
2.3% |
52% |
False |
False |
23,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
490-6 |
2.618 |
463-0 |
1.618 |
446-0 |
1.000 |
435-4 |
0.618 |
429-0 |
HIGH |
418-4 |
0.618 |
412-0 |
0.500 |
410-0 |
0.382 |
408-0 |
LOW |
401-4 |
0.618 |
391-0 |
1.000 |
384-4 |
1.618 |
374-0 |
2.618 |
357-0 |
4.250 |
329-2 |
|
|
Fisher Pivots for day following 23-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
410-0 |
410-0 |
PP |
407-6 |
407-6 |
S1 |
405-4 |
405-4 |
|