CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 23-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
417-6 |
423-6 |
6-0 |
1.4% |
423-0 |
High |
418-0 |
424-0 |
6-0 |
1.4% |
433-6 |
Low |
416-4 |
412-0 |
-4-4 |
-1.1% |
416-0 |
Close |
417-0 |
413-2 |
-3-6 |
-0.9% |
417-0 |
Range |
1-4 |
12-0 |
10-4 |
700.0% |
17-6 |
ATR |
10-5 |
10-6 |
0-1 |
0.9% |
0-0 |
Volume |
6,714 |
6,619 |
-95 |
-1.4% |
39,810 |
|
Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
452-3 |
444-7 |
419-7 |
|
R3 |
440-3 |
432-7 |
416-4 |
|
R2 |
428-3 |
428-3 |
415-4 |
|
R1 |
420-7 |
420-7 |
414-3 |
418-5 |
PP |
416-3 |
416-3 |
416-3 |
415-2 |
S1 |
408-7 |
408-7 |
412-1 |
406-5 |
S2 |
404-3 |
404-3 |
411-0 |
|
S3 |
392-3 |
396-7 |
410-0 |
|
S4 |
380-3 |
384-7 |
406-5 |
|
|
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 |
412-0 |
21-6 |
5.3% |
7-6 |
1.9% |
6% |
False |
True |
7,732 |
10 |
433-6 |
404-2 |
29-4 |
7.1% |
9-0 |
2.2% |
31% |
False |
False |
11,310 |
20 |
433-6 |
386-4 |
47-2 |
11.4% |
9-5 |
2.3% |
57% |
False |
False |
9,924 |
40 |
433-6 |
352-4 |
81-2 |
19.7% |
9-2 |
2.2% |
75% |
False |
False |
7,902 |
60 |
433-6 |
328-4 |
105-2 |
25.5% |
8-1 |
2.0% |
81% |
False |
False |
6,630 |
80 |
433-6 |
328-4 |
105-2 |
25.5% |
7-3 |
1.8% |
81% |
False |
False |
5,530 |
100 |
433-6 |
328-4 |
105-2 |
25.5% |
6-6 |
1.6% |
81% |
False |
False |
4,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
475-0 |
2.618 |
455-3 |
1.618 |
443-3 |
1.000 |
436-0 |
0.618 |
431-3 |
HIGH |
424-0 |
0.618 |
419-3 |
0.500 |
418-0 |
0.382 |
416-5 |
LOW |
412-0 |
0.618 |
404-5 |
1.000 |
400-0 |
1.618 |
392-5 |
2.618 |
380-5 |
4.250 |
361-0 |
|
|
Fisher Pivots for day following 23-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
418-0 |
418-0 |
PP |
416-3 |
416-3 |
S1 |
414-7 |
414-7 |
|