CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 11-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
406-0 |
423-0 |
17-0 |
4.2% |
393-4 |
High |
421-0 |
427-4 |
6-4 |
1.5% |
421-0 |
Low |
404-2 |
418-0 |
13-6 |
3.4% |
389-2 |
Close |
419-0 |
419-2 |
0-2 |
0.1% |
391-0 |
Range |
16-6 |
9-4 |
-7-2 |
-43.3% |
31-6 |
ATR |
12-4 |
12-2 |
-0-2 |
-1.7% |
0-0 |
Volume |
14,428 |
23,002 |
8,574 |
59.4% |
43,989 |
|
Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
450-1 |
444-1 |
424-4 |
|
R3 |
440-5 |
434-5 |
421-7 |
|
R2 |
431-1 |
431-1 |
421-0 |
|
R1 |
425-1 |
425-1 |
420-1 |
423-3 |
PP |
421-5 |
421-5 |
421-5 |
420-6 |
S1 |
415-5 |
415-5 |
418-3 |
413-7 |
S2 |
412-1 |
412-1 |
417-4 |
|
S3 |
402-5 |
406-1 |
416-5 |
|
S4 |
393-1 |
396-5 |
414-0 |
|
|
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 |
427-4 |
391-4 |
36-0 |
8.6% |
11-3 |
2.7% |
77% |
True |
False |
14,220 |
10 |
427-4 |
386-4 |
41-0 |
9.8% |
11-6 |
2.8% |
80% |
True |
False |
11,137 |
20 |
432-0 |
386-4 |
45-4 |
10.9% |
10-2 |
2.5% |
72% |
False |
False |
8,261 |
40 |
432-0 |
333-4 |
98-4 |
23.5% |
9-1 |
2.2% |
87% |
False |
False |
6,798 |
60 |
432-0 |
328-4 |
103-4 |
24.7% |
7-7 |
1.9% |
88% |
False |
False |
5,643 |
80 |
432-0 |
328-4 |
103-4 |
24.7% |
7-0 |
1.7% |
88% |
False |
False |
4,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
467-7 |
2.618 |
452-3 |
1.618 |
442-7 |
1.000 |
437-0 |
0.618 |
433-3 |
HIGH |
427-4 |
0.618 |
423-7 |
0.500 |
422-6 |
0.382 |
421-5 |
LOW |
418-0 |
0.618 |
412-1 |
1.000 |
408-4 |
1.618 |
402-5 |
2.618 |
393-1 |
4.250 |
377-5 |
|
|
Fisher Pivots for day following 11-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
422-6 |
416-3 |
PP |
421-5 |
413-3 |
S1 |
420-3 |
410-4 |
|