CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
372-4 |
372-4 |
0-0 |
0.0% |
371-0 |
| High |
372-4 |
388-0 |
15-4 |
4.2% |
398-6 |
| Low |
366-0 |
369-2 |
3-2 |
0.9% |
366-0 |
| Close |
367-0 |
386-0 |
19-0 |
5.2% |
367-0 |
| Range |
6-4 |
18-6 |
12-2 |
188.5% |
32-6 |
| ATR |
13-4 |
14-0 |
0-4 |
4.0% |
0-0 |
| Volume |
125,299 |
147,125 |
21,826 |
17.4% |
737,655 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
437-3 |
430-3 |
396-2 |
|
| R3 |
418-5 |
411-5 |
391-1 |
|
| R2 |
399-7 |
399-7 |
389-4 |
|
| R1 |
392-7 |
392-7 |
387-6 |
396-3 |
| PP |
381-1 |
381-1 |
381-1 |
382-6 |
| S1 |
374-1 |
374-1 |
384-2 |
377-5 |
| S2 |
362-3 |
362-3 |
382-4 |
|
| S3 |
343-5 |
355-3 |
380-7 |
|
| S4 |
324-7 |
336-5 |
375-6 |
|
|
| 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 |
8.5% |
14-2 |
3.7% |
61% |
False |
False |
149,948 |
| 10 |
398-6 |
364-0 |
34-6 |
9.0% |
12-2 |
3.2% |
63% |
False |
False |
143,643 |
| 20 |
413-0 |
364-0 |
49-0 |
12.7% |
12-3 |
3.2% |
45% |
False |
False |
137,498 |
| 40 |
413-0 |
310-4 |
102-4 |
26.6% |
12-1 |
3.2% |
74% |
False |
False |
129,150 |
| 60 |
413-0 |
305-2 |
107-6 |
27.9% |
10-6 |
2.8% |
75% |
False |
False |
119,502 |
| 80 |
413-0 |
305-2 |
107-6 |
27.9% |
10-5 |
2.7% |
75% |
False |
False |
119,615 |
| 100 |
427-6 |
305-2 |
122-4 |
31.7% |
10-2 |
2.7% |
66% |
False |
False |
118,426 |
| 120 |
473-0 |
305-2 |
167-6 |
43.5% |
10-0 |
2.6% |
48% |
False |
False |
108,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
467-6 |
|
2.618 |
437-1 |
|
1.618 |
418-3 |
|
1.000 |
406-6 |
|
0.618 |
399-5 |
|
HIGH |
388-0 |
|
0.618 |
380-7 |
|
0.500 |
378-5 |
|
0.382 |
376-3 |
|
LOW |
369-2 |
|
0.618 |
357-5 |
|
1.000 |
350-4 |
|
1.618 |
338-7 |
|
2.618 |
320-1 |
|
4.250 |
289-4 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
383-4 |
383-0 |
| PP |
381-1 |
380-0 |
| S1 |
378-5 |
377-0 |
|