CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
375-4 |
394-6 |
19-2 |
5.1% |
400-0 |
| High |
396-2 |
398-6 |
2-4 |
0.6% |
400-0 |
| Low |
375-4 |
383-4 |
8-0 |
2.1% |
364-0 |
| Close |
390-0 |
384-0 |
-6-0 |
-1.5% |
366-0 |
| Range |
20-6 |
15-2 |
-5-4 |
-26.5% |
36-0 |
| ATR |
13-7 |
14-0 |
0-1 |
0.7% |
0-0 |
| Volume |
164,534 |
171,348 |
6,814 |
4.1% |
713,976 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
434-4 |
424-4 |
392-3 |
|
| R3 |
419-2 |
409-2 |
388-2 |
|
| R2 |
404-0 |
404-0 |
386-6 |
|
| R1 |
394-0 |
394-0 |
385-3 |
391-3 |
| PP |
388-6 |
388-6 |
388-6 |
387-4 |
| S1 |
378-6 |
378-6 |
382-5 |
376-1 |
| S2 |
373-4 |
373-4 |
381-2 |
|
| S3 |
358-2 |
363-4 |
379-6 |
|
| S4 |
343-0 |
348-2 |
375-5 |
|
|
| 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 |
398-6 |
364-0 |
34-6 |
9.0% |
14-3 |
3.8% |
58% |
True |
False |
143,828 |
| 10 |
413-0 |
364-0 |
49-0 |
12.8% |
13-7 |
3.6% |
41% |
False |
False |
148,845 |
| 20 |
413-0 |
359-0 |
54-0 |
14.1% |
12-3 |
3.2% |
46% |
False |
False |
136,353 |
| 40 |
413-0 |
309-0 |
104-0 |
27.1% |
11-7 |
3.1% |
72% |
False |
False |
125,823 |
| 60 |
413-0 |
305-2 |
107-6 |
28.1% |
10-6 |
2.8% |
73% |
False |
False |
119,842 |
| 80 |
413-0 |
305-2 |
107-6 |
28.1% |
10-4 |
2.7% |
73% |
False |
False |
118,715 |
| 100 |
432-4 |
305-2 |
127-2 |
33.1% |
10-1 |
2.6% |
62% |
False |
False |
116,587 |
| 120 |
473-0 |
305-2 |
167-6 |
43.7% |
10-0 |
2.6% |
47% |
False |
False |
105,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
463-4 |
|
2.618 |
438-5 |
|
1.618 |
423-3 |
|
1.000 |
414-0 |
|
0.618 |
408-1 |
|
HIGH |
398-6 |
|
0.618 |
392-7 |
|
0.500 |
391-1 |
|
0.382 |
389-3 |
|
LOW |
383-4 |
|
0.618 |
374-1 |
|
1.000 |
368-2 |
|
1.618 |
358-7 |
|
2.618 |
343-5 |
|
4.250 |
318-6 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
391-1 |
383-5 |
| PP |
388-6 |
383-1 |
| S1 |
386-3 |
382-6 |
|