CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
383-0 |
372-4 |
-10-4 |
-2.7% |
371-0 |
| High |
386-0 |
372-4 |
-13-4 |
-3.5% |
398-6 |
| Low |
376-2 |
366-0 |
-10-2 |
-2.7% |
366-0 |
| Close |
376-4 |
367-0 |
-9-4 |
-2.5% |
367-0 |
| Range |
9-6 |
6-4 |
-3-2 |
-33.3% |
32-6 |
| ATR |
13-5 |
13-4 |
-0-2 |
-1.7% |
0-0 |
| Volume |
141,437 |
125,299 |
-16,138 |
-11.4% |
737,655 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
388-0 |
384-0 |
370-5 |
|
| R3 |
381-4 |
377-4 |
368-6 |
|
| R2 |
375-0 |
375-0 |
368-2 |
|
| R1 |
371-0 |
371-0 |
367-5 |
369-6 |
| PP |
368-4 |
368-4 |
368-4 |
367-7 |
| S1 |
364-4 |
364-4 |
366-3 |
363-2 |
| S2 |
362-0 |
362-0 |
365-6 |
|
| S3 |
355-4 |
358-0 |
365-2 |
|
| S4 |
349-0 |
351-4 |
363-3 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
475-4 |
454-0 |
385-0 |
|
| R3 |
442-6 |
421-2 |
376-0 |
|
| R2 |
410-0 |
410-0 |
373-0 |
|
| R1 |
388-4 |
388-4 |
370-0 |
382-7 |
| PP |
377-2 |
377-2 |
377-2 |
374-4 |
| S1 |
355-6 |
355-6 |
364-0 |
350-1 |
| S2 |
344-4 |
344-4 |
361-0 |
|
| S3 |
311-6 |
323-0 |
358-0 |
|
| S4 |
279-0 |
290-2 |
349-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
398-6 |
366-0 |
32-6 |
8.9% |
13-6 |
3.8% |
3% |
False |
True |
147,531 |
| 10 |
400-0 |
364-0 |
36-0 |
9.8% |
12-6 |
3.5% |
8% |
False |
False |
145,163 |
| 20 |
413-0 |
364-0 |
49-0 |
13.4% |
12-0 |
3.3% |
6% |
False |
False |
136,797 |
| 40 |
413-0 |
310-4 |
102-4 |
27.9% |
11-6 |
3.2% |
55% |
False |
False |
128,179 |
| 60 |
413-0 |
305-2 |
107-6 |
29.4% |
10-4 |
2.9% |
57% |
False |
False |
119,489 |
| 80 |
413-0 |
305-2 |
107-6 |
29.4% |
10-4 |
2.8% |
57% |
False |
False |
119,255 |
| 100 |
428-0 |
305-2 |
122-6 |
33.4% |
10-1 |
2.8% |
50% |
False |
False |
117,659 |
| 120 |
473-0 |
305-2 |
167-6 |
45.7% |
10-0 |
2.7% |
37% |
False |
False |
107,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
400-1 |
|
2.618 |
389-4 |
|
1.618 |
383-0 |
|
1.000 |
379-0 |
|
0.618 |
376-4 |
|
HIGH |
372-4 |
|
0.618 |
370-0 |
|
0.500 |
369-2 |
|
0.382 |
368-4 |
|
LOW |
366-0 |
|
0.618 |
362-0 |
|
1.000 |
359-4 |
|
1.618 |
355-4 |
|
2.618 |
349-0 |
|
4.250 |
338-3 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
369-2 |
382-3 |
| PP |
368-4 |
377-2 |
| S1 |
367-6 |
372-1 |
|