CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 10-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
396-0 |
406-0 |
10-0 |
2.5% |
393-4 |
High |
412-0 |
421-0 |
9-0 |
2.2% |
421-0 |
Low |
393-4 |
404-2 |
10-6 |
2.7% |
389-2 |
Close |
410-2 |
419-0 |
8-6 |
2.1% |
391-0 |
Range |
18-4 |
16-6 |
-1-6 |
-9.5% |
31-6 |
ATR |
12-1 |
12-4 |
0-3 |
2.7% |
0-0 |
Volume |
10,624 |
14,428 |
3,804 |
35.8% |
43,989 |
|
Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
465-0 |
458-6 |
428-2 |
|
R3 |
448-2 |
442-0 |
423-5 |
|
R2 |
431-4 |
431-4 |
422-1 |
|
R1 |
425-2 |
425-2 |
420-4 |
428-3 |
PP |
414-6 |
414-6 |
414-6 |
416-2 |
S1 |
408-4 |
408-4 |
417-4 |
411-5 |
S2 |
398-0 |
398-0 |
415-7 |
|
S3 |
381-2 |
391-6 |
414-3 |
|
S4 |
364-4 |
375-0 |
409-6 |
|
|
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 |
391-4 |
29-4 |
7.0% |
12-3 |
3.0% |
93% |
True |
False |
11,222 |
10 |
421-0 |
386-4 |
34-4 |
8.2% |
11-2 |
2.7% |
94% |
True |
False |
9,324 |
20 |
432-0 |
386-4 |
45-4 |
10.9% |
10-1 |
2.4% |
71% |
False |
False |
7,687 |
40 |
432-0 |
333-4 |
98-4 |
23.5% |
9-3 |
2.2% |
87% |
False |
False |
6,435 |
60 |
432-0 |
328-4 |
103-4 |
24.7% |
7-6 |
1.9% |
87% |
False |
False |
5,300 |
80 |
432-0 |
328-4 |
103-4 |
24.7% |
6-7 |
1.6% |
87% |
False |
False |
4,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
492-2 |
2.618 |
464-7 |
1.618 |
448-1 |
1.000 |
437-6 |
0.618 |
431-3 |
HIGH |
421-0 |
0.618 |
414-5 |
0.500 |
412-5 |
0.382 |
410-5 |
LOW |
404-2 |
0.618 |
393-7 |
1.000 |
387-4 |
1.618 |
377-1 |
2.618 |
360-3 |
4.250 |
333-0 |
|
|
Fisher Pivots for day following 10-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
416-7 |
414-6 |
PP |
414-6 |
410-4 |
S1 |
412-5 |
406-2 |
|