CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 20-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
416-0 |
417-6 |
1-6 |
0.4% |
423-0 |
High |
424-0 |
418-0 |
-6-0 |
-1.4% |
433-6 |
Low |
416-0 |
416-4 |
0-4 |
0.1% |
416-0 |
Close |
420-4 |
417-0 |
-3-4 |
-0.8% |
417-0 |
Range |
8-0 |
1-4 |
-6-4 |
-81.3% |
17-6 |
ATR |
11-1 |
10-5 |
-0-4 |
-4.6% |
0-0 |
Volume |
10,754 |
6,714 |
-4,040 |
-37.6% |
39,810 |
|
Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
421-5 |
420-7 |
417-7 |
|
R3 |
420-1 |
419-3 |
417-3 |
|
R2 |
418-5 |
418-5 |
417-2 |
|
R1 |
417-7 |
417-7 |
417-1 |
417-4 |
PP |
417-1 |
417-1 |
417-1 |
417-0 |
S1 |
416-3 |
416-3 |
416-7 |
416-0 |
S2 |
415-5 |
415-5 |
416-6 |
|
S3 |
414-1 |
414-7 |
416-5 |
|
S4 |
412-5 |
413-3 |
416-1 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
475-4 |
464-0 |
426-6 |
|
R3 |
457-6 |
446-2 |
421-7 |
|
R2 |
440-0 |
440-0 |
420-2 |
|
R1 |
428-4 |
428-4 |
418-5 |
425-3 |
PP |
422-2 |
422-2 |
422-2 |
420-6 |
S1 |
410-6 |
410-6 |
415-3 |
407-5 |
S2 |
404-4 |
404-4 |
413-6 |
|
S3 |
386-6 |
393-0 |
412-1 |
|
S4 |
369-0 |
375-2 |
407-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
433-6 |
416-0 |
17-6 |
4.3% |
6-4 |
1.6% |
6% |
False |
False |
7,962 |
10 |
433-6 |
393-4 |
40-2 |
9.7% |
9-5 |
2.3% |
58% |
False |
False |
11,711 |
20 |
433-6 |
386-4 |
47-2 |
11.3% |
9-7 |
2.4% |
65% |
False |
False |
10,075 |
40 |
433-6 |
352-4 |
81-2 |
19.5% |
9-0 |
2.2% |
79% |
False |
False |
7,951 |
60 |
433-6 |
328-4 |
105-2 |
25.2% |
8-0 |
1.9% |
84% |
False |
False |
6,550 |
80 |
433-6 |
328-4 |
105-2 |
25.2% |
7-2 |
1.8% |
84% |
False |
False |
5,464 |
100 |
433-6 |
328-4 |
105-2 |
25.2% |
6-5 |
1.6% |
84% |
False |
False |
4,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
424-3 |
2.618 |
421-7 |
1.618 |
420-3 |
1.000 |
419-4 |
0.618 |
418-7 |
HIGH |
418-0 |
0.618 |
417-3 |
0.500 |
417-2 |
0.382 |
417-1 |
LOW |
416-4 |
0.618 |
415-5 |
1.000 |
415-0 |
1.618 |
414-1 |
2.618 |
412-5 |
4.250 |
410-1 |
|
|
Fisher Pivots for day following 20-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
417-2 |
424-7 |
PP |
417-1 |
422-2 |
S1 |
417-1 |
419-5 |
|