CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 13-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
410-0 |
413-4 |
3-4 |
0.9% |
396-0 |
High |
422-0 |
418-4 |
-3-4 |
-0.8% |
427-4 |
Low |
410-0 |
411-4 |
1-4 |
0.4% |
393-4 |
Close |
415-4 |
415-6 |
0-2 |
0.1% |
415-6 |
Range |
12-0 |
7-0 |
-5-0 |
-41.7% |
34-0 |
ATR |
12-2 |
11-7 |
-0-3 |
-3.1% |
0-0 |
Volume |
16,616 |
12,631 |
-3,985 |
-24.0% |
77,301 |
|
Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
436-2 |
433-0 |
419-5 |
|
R3 |
429-2 |
426-0 |
417-5 |
|
R2 |
422-2 |
422-2 |
417-0 |
|
R1 |
419-0 |
419-0 |
416-3 |
420-5 |
PP |
415-2 |
415-2 |
415-2 |
416-0 |
S1 |
412-0 |
412-0 |
415-1 |
413-5 |
S2 |
408-2 |
408-2 |
414-4 |
|
S3 |
401-2 |
405-0 |
413-7 |
|
S4 |
394-2 |
398-0 |
411-7 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
514-2 |
499-0 |
434-4 |
|
R3 |
480-2 |
465-0 |
425-1 |
|
R2 |
446-2 |
446-2 |
422-0 |
|
R1 |
431-0 |
431-0 |
418-7 |
438-5 |
PP |
412-2 |
412-2 |
412-2 |
416-0 |
S1 |
397-0 |
397-0 |
412-5 |
404-5 |
S2 |
378-2 |
378-2 |
409-4 |
|
S3 |
344-2 |
363-0 |
406-3 |
|
S4 |
310-2 |
329-0 |
397-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
427-4 |
393-4 |
34-0 |
8.2% |
12-6 |
3.1% |
65% |
False |
False |
15,460 |
10 |
427-4 |
389-2 |
38-2 |
9.2% |
12-5 |
3.0% |
69% |
False |
False |
12,129 |
20 |
432-0 |
386-4 |
45-4 |
10.9% |
10-6 |
2.6% |
64% |
False |
False |
9,202 |
40 |
432-0 |
333-4 |
98-4 |
23.7% |
9-2 |
2.2% |
84% |
False |
False |
7,414 |
60 |
432-0 |
328-4 |
103-4 |
24.9% |
8-0 |
1.9% |
84% |
False |
False |
6,078 |
80 |
432-0 |
328-4 |
103-4 |
24.9% |
7-0 |
1.7% |
84% |
False |
False |
5,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
448-2 |
2.618 |
436-7 |
1.618 |
429-7 |
1.000 |
425-4 |
0.618 |
422-7 |
HIGH |
418-4 |
0.618 |
415-7 |
0.500 |
415-0 |
0.382 |
414-1 |
LOW |
411-4 |
0.618 |
407-1 |
1.000 |
404-4 |
1.618 |
400-1 |
2.618 |
393-1 |
4.250 |
381-6 |
|
|
Fisher Pivots for day following 13-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
415-4 |
418-6 |
PP |
415-2 |
417-6 |
S1 |
415-0 |
416-6 |
|