CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 05-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
417-4 |
404-4 |
-13-0 |
-3.1% |
414-4 |
High |
421-0 |
408-4 |
-12-4 |
-3.0% |
414-4 |
Low |
406-2 |
400-0 |
-6-2 |
-1.5% |
386-4 |
Close |
407-2 |
400-0 |
-7-2 |
-1.8% |
388-2 |
Range |
14-6 |
8-4 |
-6-2 |
-42.4% |
28-0 |
ATR |
11-7 |
11-5 |
-0-2 |
-2.0% |
0-0 |
Volume |
8,014 |
9,805 |
1,791 |
22.3% |
40,412 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428-3 |
422-5 |
404-5 |
|
R3 |
419-7 |
414-1 |
402-3 |
|
R2 |
411-3 |
411-3 |
401-4 |
|
R1 |
405-5 |
405-5 |
400-6 |
404-2 |
PP |
402-7 |
402-7 |
402-7 |
402-1 |
S1 |
397-1 |
397-1 |
399-2 |
395-6 |
S2 |
394-3 |
394-3 |
398-4 |
|
S3 |
385-7 |
388-5 |
397-5 |
|
S4 |
377-3 |
380-1 |
395-3 |
|
|
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 |
8.6% |
13-4 |
3.4% |
39% |
False |
False |
8,026 |
10 |
432-0 |
386-4 |
45-4 |
11.4% |
11-1 |
2.8% |
30% |
False |
False |
7,751 |
20 |
432-0 |
380-4 |
51-4 |
12.9% |
9-3 |
2.4% |
38% |
False |
False |
6,780 |
40 |
432-0 |
333-0 |
99-0 |
24.8% |
8-6 |
2.2% |
68% |
False |
False |
5,740 |
60 |
432-0 |
328-4 |
103-4 |
25.9% |
7-2 |
1.8% |
69% |
False |
False |
4,785 |
80 |
432-0 |
328-4 |
103-4 |
25.9% |
6-4 |
1.6% |
69% |
False |
False |
4,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
444-5 |
2.618 |
430-6 |
1.618 |
422-2 |
1.000 |
417-0 |
0.618 |
413-6 |
HIGH |
408-4 |
0.618 |
405-2 |
0.500 |
404-2 |
0.382 |
403-2 |
LOW |
400-0 |
0.618 |
394-6 |
1.000 |
391-4 |
1.618 |
386-2 |
2.618 |
377-6 |
4.250 |
363-7 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
404-2 |
409-2 |
PP |
402-7 |
406-1 |
S1 |
401-3 |
403-1 |
|