CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 30-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
409-2 |
422-4 |
13-2 |
3.2% |
423-6 |
High |
424-4 |
427-6 |
3-2 |
0.8% |
424-4 |
Low |
409-2 |
419-0 |
9-6 |
2.4% |
401-4 |
Close |
424-0 |
427-2 |
3-2 |
0.8% |
424-0 |
Range |
15-2 |
8-6 |
-6-4 |
-42.6% |
23-0 |
ATR |
11-5 |
11-3 |
-0-2 |
-1.7% |
0-0 |
Volume |
18,943 |
16,582 |
-2,361 |
-12.5% |
58,262 |
|
Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
450-7 |
447-7 |
432-0 |
|
R3 |
442-1 |
439-1 |
429-5 |
|
R2 |
433-3 |
433-3 |
428-7 |
|
R1 |
430-3 |
430-3 |
428-0 |
431-7 |
PP |
424-5 |
424-5 |
424-5 |
425-4 |
S1 |
421-5 |
421-5 |
426-4 |
423-1 |
S2 |
415-7 |
415-7 |
425-5 |
|
S3 |
407-1 |
412-7 |
424-7 |
|
S4 |
398-3 |
404-1 |
422-4 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
485-5 |
477-7 |
436-5 |
|
R3 |
462-5 |
454-7 |
430-3 |
|
R2 |
439-5 |
439-5 |
428-2 |
|
R1 |
431-7 |
431-7 |
426-1 |
435-6 |
PP |
416-5 |
416-5 |
416-5 |
418-5 |
S1 |
408-7 |
408-7 |
421-7 |
412-6 |
S2 |
393-5 |
393-5 |
419-6 |
|
S3 |
370-5 |
385-7 |
417-5 |
|
S4 |
347-5 |
362-7 |
411-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
427-6 |
401-4 |
26-2 |
6.1% |
10-6 |
2.5% |
98% |
True |
False |
14,968 |
10 |
433-6 |
401-4 |
32-2 |
7.5% |
8-5 |
2.0% |
80% |
False |
False |
11,465 |
20 |
433-6 |
389-2 |
44-4 |
10.4% |
10-5 |
2.5% |
85% |
False |
False |
11,797 |
40 |
433-6 |
352-4 |
81-2 |
19.0% |
9-5 |
2.3% |
92% |
False |
False |
9,176 |
60 |
433-6 |
328-4 |
105-2 |
24.6% |
8-5 |
2.0% |
94% |
False |
False |
7,496 |
80 |
433-6 |
328-4 |
105-2 |
24.6% |
7-4 |
1.7% |
94% |
False |
False |
6,291 |
100 |
433-6 |
328-4 |
105-2 |
24.6% |
7-0 |
1.6% |
94% |
False |
False |
5,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
465-0 |
2.618 |
450-5 |
1.618 |
441-7 |
1.000 |
436-4 |
0.618 |
433-1 |
HIGH |
427-6 |
0.618 |
424-3 |
0.500 |
423-3 |
0.382 |
422-3 |
LOW |
419-0 |
0.618 |
413-5 |
1.000 |
410-2 |
1.618 |
404-7 |
2.618 |
396-1 |
4.250 |
381-6 |
|
|
Fisher Pivots for day following 30-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
426-0 |
424-1 |
PP |
424-5 |
421-0 |
S1 |
423-3 |
417-7 |
|