CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 11-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
427-4 |
439-4 |
12-0 |
2.8% |
409-4 |
High |
435-0 |
440-0 |
5-0 |
1.1% |
434-4 |
Low |
427-4 |
433-4 |
6-0 |
1.4% |
407-4 |
Close |
435-0 |
434-6 |
-0-2 |
-0.1% |
407-6 |
Range |
7-4 |
6-4 |
-1-0 |
-13.3% |
27-0 |
ATR |
|
|
|
|
|
Volume |
2,446 |
2,603 |
157 |
6.4% |
6,049 |
|
Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
455-5 |
451-5 |
438-3 |
|
R3 |
449-1 |
445-1 |
436-4 |
|
R2 |
442-5 |
442-5 |
436-0 |
|
R1 |
438-5 |
438-5 |
435-3 |
437-3 |
PP |
436-1 |
436-1 |
436-1 |
435-4 |
S1 |
432-1 |
432-1 |
434-1 |
430-7 |
S2 |
429-5 |
429-5 |
433-4 |
|
S3 |
423-1 |
425-5 |
433-0 |
|
S4 |
416-5 |
419-1 |
431-1 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
497-5 |
479-5 |
422-5 |
|
R3 |
470-5 |
452-5 |
415-1 |
|
R2 |
443-5 |
443-5 |
412-6 |
|
R1 |
425-5 |
425-5 |
410-2 |
421-1 |
PP |
416-5 |
416-5 |
416-5 |
414-2 |
S1 |
398-5 |
398-5 |
405-2 |
394-1 |
S2 |
389-5 |
389-5 |
402-6 |
|
S3 |
362-5 |
371-5 |
400-3 |
|
S4 |
335-5 |
344-5 |
392-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
467-5 |
2.618 |
457-0 |
1.618 |
450-4 |
1.000 |
446-4 |
0.618 |
444-0 |
HIGH |
440-0 |
0.618 |
437-4 |
0.500 |
436-6 |
0.382 |
436-0 |
LOW |
433-4 |
0.618 |
429-4 |
1.000 |
427-0 |
1.618 |
423-0 |
2.618 |
416-4 |
4.250 |
405-7 |
|
|
Fisher Pivots for day following 11-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
436-6 |
432-0 |
PP |
436-1 |
429-2 |
S1 |
435-3 |
426-4 |
|