CME Pit-Traded Corn Future July 2010
| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
416-4 |
418-4 |
2-0 |
0.5% |
432-4 |
| High |
427-4 |
433-2 |
5-6 |
1.3% |
436-0 |
| Low |
416-4 |
418-4 |
2-0 |
0.5% |
411-0 |
| Close |
427-2 |
432-6 |
5-4 |
1.3% |
432-6 |
| Range |
11-0 |
14-6 |
3-6 |
34.1% |
25-0 |
| ATR |
11-1 |
11-3 |
0-2 |
2.3% |
0-0 |
| Volume |
22,285 |
15,634 |
-6,651 |
-29.8% |
64,635 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
472-3 |
467-3 |
440-7 |
|
| R3 |
457-5 |
452-5 |
436-6 |
|
| R2 |
442-7 |
442-7 |
435-4 |
|
| R1 |
437-7 |
437-7 |
434-1 |
440-3 |
| PP |
428-1 |
428-1 |
428-1 |
429-4 |
| S1 |
423-1 |
423-1 |
431-3 |
425-5 |
| S2 |
413-3 |
413-3 |
430-0 |
|
| S3 |
398-5 |
408-3 |
428-6 |
|
| S4 |
383-7 |
393-5 |
424-5 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
501-5 |
492-1 |
446-4 |
|
| R3 |
476-5 |
467-1 |
439-5 |
|
| R2 |
451-5 |
451-5 |
437-3 |
|
| R1 |
442-1 |
442-1 |
435-0 |
446-7 |
| PP |
426-5 |
426-5 |
426-5 |
429-0 |
| S1 |
417-1 |
417-1 |
430-4 |
421-7 |
| S2 |
401-5 |
401-5 |
428-1 |
|
| S3 |
376-5 |
392-1 |
425-7 |
|
| S4 |
351-5 |
367-1 |
419-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
496-0 |
|
2.618 |
471-7 |
|
1.618 |
457-1 |
|
1.000 |
448-0 |
|
0.618 |
442-3 |
|
HIGH |
433-2 |
|
0.618 |
427-5 |
|
0.500 |
425-7 |
|
0.382 |
424-1 |
|
LOW |
418-4 |
|
0.618 |
409-3 |
|
1.000 |
403-6 |
|
1.618 |
394-5 |
|
2.618 |
379-7 |
|
4.250 |
355-6 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
430-4 |
429-2 |
| PP |
428-1 |
425-5 |
| S1 |
425-7 |
422-1 |
|