CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 12-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
423-0 |
410-0 |
-13-0 |
-3.1% |
393-4 |
High |
427-4 |
422-0 |
-5-4 |
-1.3% |
421-0 |
Low |
418-0 |
410-0 |
-8-0 |
-1.9% |
389-2 |
Close |
419-2 |
415-4 |
-3-6 |
-0.9% |
391-0 |
Range |
9-4 |
12-0 |
2-4 |
26.3% |
31-6 |
ATR |
12-2 |
12-2 |
0-0 |
-0.1% |
0-0 |
Volume |
23,002 |
16,616 |
-6,386 |
-27.8% |
43,989 |
|
Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
451-7 |
445-5 |
422-1 |
|
R3 |
439-7 |
433-5 |
418-6 |
|
R2 |
427-7 |
427-7 |
417-6 |
|
R1 |
421-5 |
421-5 |
416-5 |
424-6 |
PP |
415-7 |
415-7 |
415-7 |
417-3 |
S1 |
409-5 |
409-5 |
414-3 |
412-6 |
S2 |
403-7 |
403-7 |
413-2 |
|
S3 |
391-7 |
397-5 |
412-2 |
|
S4 |
379-7 |
385-5 |
408-7 |
|
|
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 |
8.7% |
12-0 |
2.9% |
67% |
False |
False |
15,582 |
10 |
427-4 |
386-4 |
41-0 |
9.9% |
12-6 |
3.1% |
71% |
False |
False |
11,804 |
20 |
432-0 |
386-4 |
45-4 |
11.0% |
10-5 |
2.5% |
64% |
False |
False |
8,804 |
40 |
432-0 |
333-4 |
98-4 |
23.7% |
9-2 |
2.2% |
83% |
False |
False |
7,137 |
60 |
432-0 |
328-4 |
103-4 |
24.9% |
8-0 |
1.9% |
84% |
False |
False |
5,891 |
80 |
432-0 |
328-4 |
103-4 |
24.9% |
7-1 |
1.7% |
84% |
False |
False |
4,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
473-0 |
2.618 |
453-3 |
1.618 |
441-3 |
1.000 |
434-0 |
0.618 |
429-3 |
HIGH |
422-0 |
0.618 |
417-3 |
0.500 |
416-0 |
0.382 |
414-5 |
LOW |
410-0 |
0.618 |
402-5 |
1.000 |
398-0 |
1.618 |
390-5 |
2.618 |
378-5 |
4.250 |
359-0 |
|
|
Fisher Pivots for day following 12-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
416-0 |
415-7 |
PP |
415-7 |
415-6 |
S1 |
415-5 |
415-5 |
|