CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 25-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
398-0 |
397-6 |
-0-2 |
-0.1% |
413-0 |
High |
398-6 |
409-4 |
10-6 |
2.7% |
424-4 |
Low |
390-6 |
397-2 |
6-4 |
1.7% |
405-0 |
Close |
392-0 |
408-0 |
16-0 |
4.1% |
407-0 |
Range |
8-0 |
12-2 |
4-2 |
53.1% |
19-4 |
ATR |
12-2 |
12-5 |
0-3 |
3.1% |
0-0 |
Volume |
93,718 |
119,679 |
25,961 |
27.7% |
283,826 |
|
Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
441-5 |
437-1 |
414-6 |
|
R3 |
429-3 |
424-7 |
411-3 |
|
R2 |
417-1 |
417-1 |
410-2 |
|
R1 |
412-5 |
412-5 |
409-1 |
414-7 |
PP |
404-7 |
404-7 |
404-7 |
406-0 |
S1 |
400-3 |
400-3 |
406-7 |
402-5 |
S2 |
392-5 |
392-5 |
405-6 |
|
S3 |
380-3 |
388-1 |
404-5 |
|
S4 |
368-1 |
375-7 |
401-2 |
|
|
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 |
418-4 |
390-6 |
27-6 |
6.8% |
10-4 |
2.6% |
62% |
False |
False |
80,747 |
10 |
424-4 |
390-6 |
33-6 |
8.3% |
9-6 |
2.4% |
51% |
False |
False |
80,396 |
20 |
424-4 |
377-4 |
47-0 |
11.5% |
11-3 |
2.8% |
65% |
False |
False |
67,915 |
40 |
424-4 |
343-4 |
81-0 |
19.9% |
11-1 |
2.7% |
80% |
False |
False |
49,182 |
60 |
424-4 |
319-4 |
105-0 |
25.7% |
10-5 |
2.6% |
84% |
False |
False |
39,320 |
80 |
424-4 |
319-4 |
105-0 |
25.7% |
10-1 |
2.5% |
84% |
False |
False |
33,109 |
100 |
424-4 |
319-4 |
105-0 |
25.7% |
9-5 |
2.4% |
84% |
False |
False |
28,662 |
120 |
480-0 |
319-4 |
160-4 |
39.3% |
9-1 |
2.2% |
55% |
False |
False |
25,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
461-4 |
2.618 |
441-5 |
1.618 |
429-3 |
1.000 |
421-6 |
0.618 |
417-1 |
HIGH |
409-4 |
0.618 |
404-7 |
0.500 |
403-3 |
0.382 |
401-7 |
LOW |
397-2 |
0.618 |
389-5 |
1.000 |
385-0 |
1.618 |
377-3 |
2.618 |
365-1 |
4.250 |
345-2 |
|
|
Fisher Pivots for day following 25-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
406-4 |
406-7 |
PP |
404-7 |
405-6 |
S1 |
403-3 |
404-5 |
|