CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 04-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
397-4 |
417-4 |
20-0 |
5.0% |
414-4 |
High |
417-0 |
421-0 |
4-0 |
1.0% |
414-4 |
Low |
397-4 |
406-2 |
8-6 |
2.2% |
386-4 |
Close |
413-0 |
407-2 |
-5-6 |
-1.4% |
388-2 |
Range |
19-4 |
14-6 |
-4-6 |
-24.4% |
28-0 |
ATR |
11-6 |
11-7 |
0-2 |
1.9% |
0-0 |
Volume |
6,022 |
8,014 |
1,992 |
33.1% |
40,412 |
|
Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
455-6 |
446-2 |
415-3 |
|
R3 |
441-0 |
431-4 |
411-2 |
|
R2 |
426-2 |
426-2 |
410-0 |
|
R1 |
416-6 |
416-6 |
408-5 |
414-1 |
PP |
411-4 |
411-4 |
411-4 |
410-2 |
S1 |
402-0 |
402-0 |
405-7 |
399-3 |
S2 |
396-6 |
396-6 |
404-4 |
|
S3 |
382-0 |
387-2 |
403-2 |
|
S4 |
367-2 |
372-4 |
399-1 |
|
|
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 |
421-0 |
386-4 |
34-4 |
8.5% |
12-1 |
3.0% |
60% |
True |
False |
8,054 |
10 |
432-0 |
386-4 |
45-4 |
11.2% |
11-1 |
2.7% |
46% |
False |
False |
7,439 |
20 |
432-0 |
380-4 |
51-4 |
12.6% |
9-2 |
2.3% |
52% |
False |
False |
6,559 |
40 |
432-0 |
332-0 |
100-0 |
24.6% |
8-6 |
2.1% |
75% |
False |
False |
5,561 |
60 |
432-0 |
328-4 |
103-4 |
25.4% |
7-1 |
1.7% |
76% |
False |
False |
4,646 |
80 |
432-0 |
328-4 |
103-4 |
25.4% |
6-4 |
1.6% |
76% |
False |
False |
4,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
483-6 |
2.618 |
459-5 |
1.618 |
444-7 |
1.000 |
435-6 |
0.618 |
430-1 |
HIGH |
421-0 |
0.618 |
415-3 |
0.500 |
413-5 |
0.382 |
411-7 |
LOW |
406-2 |
0.618 |
397-1 |
1.000 |
391-4 |
1.618 |
382-3 |
2.618 |
367-5 |
4.250 |
343-4 |
|
|
Fisher Pivots for day following 04-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
413-5 |
406-4 |
PP |
411-4 |
405-7 |
S1 |
409-3 |
405-1 |
|