CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 24-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
413-4 |
398-0 |
-15-4 |
-3.7% |
413-0 |
High |
418-4 |
398-6 |
-19-6 |
-4.7% |
424-4 |
Low |
401-4 |
390-6 |
-10-6 |
-2.7% |
405-0 |
Close |
403-2 |
392-0 |
-11-2 |
-2.8% |
407-0 |
Range |
17-0 |
8-0 |
-9-0 |
-52.9% |
19-4 |
ATR |
12-1 |
12-2 |
0-0 |
0.2% |
0-0 |
Volume |
59,061 |
93,718 |
34,657 |
58.7% |
283,826 |
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
417-7 |
412-7 |
396-3 |
|
R3 |
409-7 |
404-7 |
394-2 |
|
R2 |
401-7 |
401-7 |
393-4 |
|
R1 |
396-7 |
396-7 |
392-6 |
395-3 |
PP |
393-7 |
393-7 |
393-7 |
393-0 |
S1 |
388-7 |
388-7 |
391-2 |
387-3 |
S2 |
385-7 |
385-7 |
390-4 |
|
S3 |
377-7 |
380-7 |
389-6 |
|
S4 |
369-7 |
372-7 |
387-5 |
|
|
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 |
390-6 |
33-6 |
8.6% |
10-3 |
2.6% |
4% |
False |
True |
68,374 |
10 |
424-4 |
390-6 |
33-6 |
8.6% |
9-4 |
2.4% |
4% |
False |
True |
77,627 |
20 |
424-4 |
377-4 |
47-0 |
12.0% |
11-1 |
2.8% |
31% |
False |
False |
63,813 |
40 |
424-4 |
343-4 |
81-0 |
20.7% |
11-1 |
2.8% |
60% |
False |
False |
46,691 |
60 |
424-4 |
319-4 |
105-0 |
26.8% |
10-4 |
2.7% |
69% |
False |
False |
37,945 |
80 |
424-4 |
319-4 |
105-0 |
26.8% |
10-0 |
2.6% |
69% |
False |
False |
31,771 |
100 |
424-4 |
319-4 |
105-0 |
26.8% |
9-5 |
2.5% |
69% |
False |
False |
27,654 |
120 |
480-0 |
319-4 |
160-4 |
40.9% |
9-1 |
2.3% |
45% |
False |
False |
24,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
432-6 |
2.618 |
419-6 |
1.618 |
411-6 |
1.000 |
406-6 |
0.618 |
403-6 |
HIGH |
398-6 |
0.618 |
395-6 |
0.500 |
394-6 |
0.382 |
393-6 |
LOW |
390-6 |
0.618 |
385-6 |
1.000 |
382-6 |
1.618 |
377-6 |
2.618 |
369-6 |
4.250 |
356-6 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
394-6 |
404-5 |
PP |
393-7 |
400-3 |
S1 |
392-7 |
396-2 |
|