CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 24-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
423-6 |
408-0 |
-15-6 |
-3.7% |
423-0 |
High |
424-0 |
408-0 |
-16-0 |
-3.8% |
433-6 |
Low |
412-0 |
401-4 |
-10-4 |
-2.5% |
416-0 |
Close |
413-2 |
402-0 |
-11-2 |
-2.7% |
417-0 |
Range |
12-0 |
6-4 |
-5-4 |
-45.8% |
17-6 |
ATR |
10-6 |
10-7 |
0-1 |
0.7% |
0-0 |
Volume |
6,619 |
8,589 |
1,970 |
29.8% |
39,810 |
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
423-3 |
419-1 |
405-5 |
|
R3 |
416-7 |
412-5 |
403-6 |
|
R2 |
410-3 |
410-3 |
403-2 |
|
R1 |
406-1 |
406-1 |
402-5 |
405-0 |
PP |
403-7 |
403-7 |
403-7 |
403-2 |
S1 |
399-5 |
399-5 |
401-3 |
398-4 |
S2 |
397-3 |
397-3 |
400-6 |
|
S3 |
390-7 |
393-1 |
400-2 |
|
S4 |
384-3 |
386-5 |
398-3 |
|
|
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 |
401-4 |
32-2 |
8.0% |
7-6 |
1.9% |
2% |
False |
True |
8,313 |
10 |
433-6 |
401-4 |
32-2 |
8.0% |
8-0 |
2.0% |
2% |
False |
True |
10,726 |
20 |
433-6 |
386-4 |
47-2 |
11.8% |
9-5 |
2.4% |
33% |
False |
False |
10,025 |
40 |
433-6 |
352-4 |
81-2 |
20.2% |
9-2 |
2.3% |
61% |
False |
False |
7,988 |
60 |
433-6 |
328-4 |
105-2 |
26.2% |
8-2 |
2.1% |
70% |
False |
False |
6,726 |
80 |
433-6 |
328-4 |
105-2 |
26.2% |
7-3 |
1.8% |
70% |
False |
False |
5,623 |
100 |
433-6 |
328-4 |
105-2 |
26.2% |
6-6 |
1.7% |
70% |
False |
False |
4,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
435-5 |
2.618 |
425-0 |
1.618 |
418-4 |
1.000 |
414-4 |
0.618 |
412-0 |
HIGH |
408-0 |
0.618 |
405-4 |
0.500 |
404-6 |
0.382 |
404-0 |
LOW |
401-4 |
0.618 |
397-4 |
1.000 |
395-0 |
1.618 |
391-0 |
2.618 |
384-4 |
4.250 |
373-7 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
404-6 |
412-6 |
PP |
403-7 |
409-1 |
S1 |
402-7 |
405-5 |
|