CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 03-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
393-4 |
397-4 |
4-0 |
1.0% |
414-4 |
High |
405-0 |
417-0 |
12-0 |
3.0% |
414-4 |
Low |
389-2 |
397-4 |
8-2 |
2.1% |
386-4 |
Close |
404-6 |
413-0 |
8-2 |
2.0% |
388-2 |
Range |
15-6 |
19-4 |
3-6 |
23.8% |
28-0 |
ATR |
11-1 |
11-6 |
0-5 |
5.4% |
0-0 |
Volume |
6,906 |
6,022 |
-884 |
-12.8% |
40,412 |
|
Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
467-5 |
459-7 |
423-6 |
|
R3 |
448-1 |
440-3 |
418-3 |
|
R2 |
428-5 |
428-5 |
416-5 |
|
R1 |
420-7 |
420-7 |
414-6 |
424-6 |
PP |
409-1 |
409-1 |
409-1 |
411-1 |
S1 |
401-3 |
401-3 |
411-2 |
405-2 |
S2 |
389-5 |
389-5 |
409-3 |
|
S3 |
370-1 |
381-7 |
407-5 |
|
S4 |
350-5 |
362-3 |
402-2 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
480-3 |
462-3 |
403-5 |
|
R3 |
452-3 |
434-3 |
396-0 |
|
R2 |
424-3 |
424-3 |
393-3 |
|
R1 |
406-3 |
406-3 |
390-7 |
401-3 |
PP |
396-3 |
396-3 |
396-3 |
394-0 |
S1 |
378-3 |
378-3 |
385-5 |
373-3 |
S2 |
368-3 |
368-3 |
383-1 |
|
S3 |
340-3 |
350-3 |
380-4 |
|
S4 |
312-3 |
322-3 |
372-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
417-0 |
386-4 |
30-4 |
7.4% |
10-1 |
2.4% |
87% |
True |
False |
7,427 |
10 |
432-0 |
386-4 |
45-4 |
11.0% |
10-7 |
2.6% |
58% |
False |
False |
6,954 |
20 |
432-0 |
376-0 |
56-0 |
13.6% |
9-0 |
2.2% |
66% |
False |
False |
6,755 |
40 |
432-0 |
328-4 |
103-4 |
25.1% |
8-4 |
2.1% |
82% |
False |
False |
5,509 |
60 |
432-0 |
328-4 |
103-4 |
25.1% |
6-7 |
1.7% |
82% |
False |
False |
4,604 |
80 |
432-0 |
328-4 |
103-4 |
25.1% |
6-3 |
1.5% |
82% |
False |
False |
3,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
499-7 |
2.618 |
468-0 |
1.618 |
448-4 |
1.000 |
436-4 |
0.618 |
429-0 |
HIGH |
417-0 |
0.618 |
409-4 |
0.500 |
407-2 |
0.382 |
405-0 |
LOW |
397-4 |
0.618 |
385-4 |
1.000 |
378-0 |
1.618 |
366-0 |
2.618 |
346-4 |
4.250 |
314-5 |
|
|
Fisher Pivots for day following 03-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
411-1 |
409-2 |
PP |
409-1 |
405-4 |
S1 |
407-2 |
401-6 |
|