CME Pit-Traded Corn Future March 2010
Trading Metrics calculated at close of trading on 30-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
399-0 |
412-0 |
13-0 |
3.3% |
413-4 |
High |
414-6 |
420-2 |
5-4 |
1.3% |
418-4 |
Low |
399-0 |
407-2 |
8-2 |
2.1% |
390-6 |
Close |
413-4 |
417-4 |
4-0 |
1.0% |
413-4 |
Range |
15-6 |
13-0 |
-2-6 |
-17.5% |
27-6 |
ATR |
12-6 |
12-7 |
0-0 |
0.1% |
0-0 |
Volume |
128,771 |
150,839 |
22,068 |
17.1% |
401,229 |
|
Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
454-0 |
448-6 |
424-5 |
|
R3 |
441-0 |
435-6 |
421-1 |
|
R2 |
428-0 |
428-0 |
419-7 |
|
R1 |
422-6 |
422-6 |
418-6 |
425-3 |
PP |
415-0 |
415-0 |
415-0 |
416-2 |
S1 |
409-6 |
409-6 |
416-2 |
412-3 |
S2 |
402-0 |
402-0 |
415-1 |
|
S3 |
389-0 |
396-6 |
413-7 |
|
S4 |
376-0 |
383-6 |
410-3 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
490-7 |
479-7 |
428-6 |
|
R3 |
463-1 |
452-1 |
421-1 |
|
R2 |
435-3 |
435-3 |
418-5 |
|
R1 |
424-3 |
424-3 |
416-0 |
427-3 |
PP |
407-5 |
407-5 |
407-5 |
409-0 |
S1 |
396-5 |
396-5 |
411-0 |
399-5 |
S2 |
379-7 |
379-7 |
408-3 |
|
S3 |
352-1 |
368-7 |
405-7 |
|
S4 |
324-3 |
341-1 |
398-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
420-2 |
390-6 |
29-4 |
7.1% |
13-2 |
3.2% |
91% |
True |
False |
110,413 |
10 |
424-4 |
390-6 |
33-6 |
8.1% |
10-5 |
2.6% |
79% |
False |
False |
83,589 |
20 |
424-4 |
379-2 |
45-2 |
10.8% |
12-0 |
2.9% |
85% |
False |
False |
78,027 |
40 |
424-4 |
343-4 |
81-0 |
19.4% |
11-4 |
2.8% |
91% |
False |
False |
55,457 |
60 |
424-4 |
319-4 |
105-0 |
25.1% |
10-7 |
2.6% |
93% |
False |
False |
43,249 |
80 |
424-4 |
319-4 |
105-0 |
25.1% |
10-1 |
2.4% |
93% |
False |
False |
36,343 |
100 |
424-4 |
319-4 |
105-0 |
25.1% |
9-7 |
2.4% |
93% |
False |
False |
31,176 |
120 |
480-0 |
319-4 |
160-4 |
38.4% |
9-2 |
2.2% |
61% |
False |
False |
27,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
475-4 |
2.618 |
454-2 |
1.618 |
441-2 |
1.000 |
433-2 |
0.618 |
428-2 |
HIGH |
420-2 |
0.618 |
415-2 |
0.500 |
413-6 |
0.382 |
412-2 |
LOW |
407-2 |
0.618 |
399-2 |
1.000 |
394-2 |
1.618 |
386-2 |
2.618 |
373-2 |
4.250 |
352-0 |
|
|
Fisher Pivots for day following 30-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
416-2 |
414-5 |
PP |
415-0 |
411-5 |
S1 |
413-6 |
408-6 |
|