CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
371-0 |
375-4 |
4-4 |
1.2% |
400-0 |
| High |
383-4 |
396-2 |
12-6 |
3.3% |
400-0 |
| Low |
366-6 |
375-4 |
8-6 |
2.4% |
364-0 |
| Close |
382-2 |
390-0 |
7-6 |
2.0% |
366-0 |
| Range |
16-6 |
20-6 |
4-0 |
23.9% |
36-0 |
| ATR |
13-3 |
13-7 |
0-4 |
4.0% |
0-0 |
| Volume |
135,037 |
164,534 |
29,497 |
21.8% |
713,976 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
449-4 |
440-4 |
401-3 |
|
| R3 |
428-6 |
419-6 |
395-6 |
|
| R2 |
408-0 |
408-0 |
393-6 |
|
| R1 |
399-0 |
399-0 |
391-7 |
403-4 |
| PP |
387-2 |
387-2 |
387-2 |
389-4 |
| S1 |
378-2 |
378-2 |
388-1 |
382-6 |
| S2 |
366-4 |
366-4 |
386-2 |
|
| S3 |
345-6 |
357-4 |
384-2 |
|
| S4 |
325-0 |
336-6 |
378-5 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
484-5 |
461-3 |
385-6 |
|
| R3 |
448-5 |
425-3 |
375-7 |
|
| R2 |
412-5 |
412-5 |
372-5 |
|
| R1 |
389-3 |
389-3 |
369-2 |
383-0 |
| PP |
376-5 |
376-5 |
376-5 |
373-4 |
| S1 |
353-3 |
353-3 |
362-6 |
347-0 |
| S2 |
340-5 |
340-5 |
359-3 |
|
| S3 |
304-5 |
317-3 |
356-1 |
|
| S4 |
268-5 |
281-3 |
346-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
396-2 |
364-0 |
32-2 |
8.3% |
12-6 |
3.3% |
81% |
True |
False |
138,417 |
| 10 |
413-0 |
364-0 |
49-0 |
12.6% |
14-0 |
3.6% |
53% |
False |
False |
142,715 |
| 20 |
413-0 |
354-2 |
58-6 |
15.1% |
12-0 |
3.1% |
61% |
False |
False |
138,475 |
| 40 |
413-0 |
306-0 |
107-0 |
27.4% |
11-5 |
3.0% |
79% |
False |
False |
123,783 |
| 60 |
413-0 |
305-2 |
107-6 |
27.6% |
10-4 |
2.7% |
79% |
False |
False |
119,427 |
| 80 |
413-0 |
305-2 |
107-6 |
27.6% |
10-3 |
2.7% |
79% |
False |
False |
117,986 |
| 100 |
438-0 |
305-2 |
132-6 |
34.0% |
10-1 |
2.6% |
64% |
False |
False |
115,665 |
| 120 |
473-0 |
305-2 |
167-6 |
43.0% |
10-0 |
2.6% |
51% |
False |
False |
104,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
484-4 |
|
2.618 |
450-5 |
|
1.618 |
429-7 |
|
1.000 |
417-0 |
|
0.618 |
409-1 |
|
HIGH |
396-2 |
|
0.618 |
388-3 |
|
0.500 |
385-7 |
|
0.382 |
383-3 |
|
LOW |
375-4 |
|
0.618 |
362-5 |
|
1.000 |
354-6 |
|
1.618 |
341-7 |
|
2.618 |
321-1 |
|
4.250 |
287-2 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
388-5 |
386-6 |
| PP |
387-2 |
383-3 |
| S1 |
385-7 |
380-1 |
|