CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 18-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
422-4 |
429-4 |
7-0 |
1.7% |
396-0 |
High |
429-0 |
433-6 |
4-6 |
1.1% |
427-4 |
Low |
422-4 |
423-0 |
0-4 |
0.1% |
393-4 |
Close |
427-2 |
423-4 |
-3-6 |
-0.9% |
415-6 |
Range |
6-4 |
10-6 |
4-2 |
65.4% |
34-0 |
ATR |
11-4 |
11-3 |
0-0 |
-0.4% |
0-0 |
Volume |
5,685 |
8,892 |
3,207 |
56.4% |
77,301 |
|
Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
459-0 |
452-0 |
429-3 |
|
R3 |
448-2 |
441-2 |
426-4 |
|
R2 |
437-4 |
437-4 |
425-4 |
|
R1 |
430-4 |
430-4 |
424-4 |
428-5 |
PP |
426-6 |
426-6 |
426-6 |
425-6 |
S1 |
419-6 |
419-6 |
422-4 |
417-7 |
S2 |
416-0 |
416-0 |
421-4 |
|
S3 |
405-2 |
409-0 |
420-4 |
|
S4 |
394-4 |
398-2 |
417-5 |
|
|
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 |
433-6 |
410-0 |
23-6 |
5.6% |
8-4 |
2.0% |
57% |
True |
False |
10,317 |
10 |
433-6 |
391-4 |
42-2 |
10.0% |
9-7 |
2.3% |
76% |
True |
False |
12,269 |
20 |
433-6 |
386-4 |
47-2 |
11.2% |
10-4 |
2.5% |
78% |
True |
False |
9,854 |
40 |
433-6 |
345-4 |
88-2 |
20.8% |
9-1 |
2.2% |
88% |
True |
False |
7,701 |
60 |
433-6 |
328-4 |
105-2 |
24.9% |
8-0 |
1.9% |
90% |
True |
False |
6,336 |
80 |
433-6 |
328-4 |
105-2 |
24.9% |
7-2 |
1.7% |
90% |
True |
False |
5,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
479-4 |
2.618 |
461-7 |
1.618 |
451-1 |
1.000 |
444-4 |
0.618 |
440-3 |
HIGH |
433-6 |
0.618 |
429-5 |
0.500 |
428-3 |
0.382 |
427-1 |
LOW |
423-0 |
0.618 |
416-3 |
1.000 |
412-2 |
1.618 |
405-5 |
2.618 |
394-7 |
4.250 |
377-2 |
|
|
Fisher Pivots for day following 18-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
428-3 |
427-5 |
PP |
426-6 |
426-2 |
S1 |
425-1 |
424-7 |
|