CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 06-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
404-4 |
395-0 |
-9-4 |
-2.3% |
393-4 |
High |
408-4 |
395-0 |
-13-4 |
-3.3% |
421-0 |
Low |
400-0 |
391-4 |
-8-4 |
-2.1% |
389-2 |
Close |
400-0 |
391-0 |
-9-0 |
-2.3% |
391-0 |
Range |
8-4 |
3-4 |
-5-0 |
-58.8% |
31-6 |
ATR |
11-5 |
11-4 |
-0-2 |
-1.9% |
0-0 |
Volume |
9,805 |
13,242 |
3,437 |
35.1% |
43,989 |
|
Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
403-0 |
400-4 |
392-7 |
|
R3 |
399-4 |
397-0 |
392-0 |
|
R2 |
396-0 |
396-0 |
391-5 |
|
R1 |
393-4 |
393-4 |
391-3 |
393-0 |
PP |
392-4 |
392-4 |
392-4 |
392-2 |
S1 |
390-0 |
390-0 |
390-5 |
389-4 |
S2 |
389-0 |
389-0 |
390-3 |
|
S3 |
385-4 |
386-4 |
390-0 |
|
S4 |
382-0 |
383-0 |
389-1 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
495-5 |
475-1 |
408-4 |
|
R3 |
463-7 |
443-3 |
399-6 |
|
R2 |
432-1 |
432-1 |
396-7 |
|
R1 |
411-5 |
411-5 |
393-7 |
406-0 |
PP |
400-3 |
400-3 |
400-3 |
397-5 |
S1 |
379-7 |
379-7 |
388-1 |
374-2 |
S2 |
368-5 |
368-5 |
385-1 |
|
S3 |
336-7 |
348-1 |
382-2 |
|
S4 |
305-1 |
316-3 |
373-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
421-0 |
389-2 |
31-6 |
8.1% |
12-3 |
3.2% |
6% |
False |
False |
8,797 |
10 |
421-0 |
386-4 |
34-4 |
8.8% |
10-0 |
2.6% |
13% |
False |
False |
8,440 |
20 |
432-0 |
386-4 |
45-4 |
11.6% |
9-2 |
2.4% |
10% |
False |
False |
6,986 |
40 |
432-0 |
333-4 |
98-4 |
25.2% |
8-5 |
2.2% |
58% |
False |
False |
5,942 |
60 |
432-0 |
328-4 |
103-4 |
26.5% |
7-2 |
1.9% |
60% |
False |
False |
4,959 |
80 |
432-0 |
328-4 |
103-4 |
26.5% |
6-4 |
1.7% |
60% |
False |
False |
4,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
409-7 |
2.618 |
404-1 |
1.618 |
400-5 |
1.000 |
398-4 |
0.618 |
397-1 |
HIGH |
395-0 |
0.618 |
393-5 |
0.500 |
393-2 |
0.382 |
392-7 |
LOW |
391-4 |
0.618 |
389-3 |
1.000 |
388-0 |
1.618 |
385-7 |
2.618 |
382-3 |
4.250 |
376-5 |
|
|
Fisher Pivots for day following 06-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
393-2 |
406-2 |
PP |
392-4 |
401-1 |
S1 |
391-6 |
396-1 |
|