CME Pit-Traded Corn Future December 2009
| 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 |
382-0 |
398-0 |
16-0 |
4.2% |
371-0 |
| High |
397-0 |
402-4 |
5-4 |
1.4% |
398-6 |
| Low |
380-4 |
392-0 |
11-4 |
3.0% |
366-0 |
| Close |
394-4 |
394-0 |
-0-4 |
-0.1% |
367-0 |
| Range |
16-4 |
10-4 |
-6-0 |
-36.4% |
32-6 |
| ATR |
14-1 |
13-7 |
-0-2 |
-1.8% |
0-0 |
| Volume |
174,312 |
202,202 |
27,890 |
16.0% |
737,655 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
427-5 |
421-3 |
399-6 |
|
| R3 |
417-1 |
410-7 |
396-7 |
|
| R2 |
406-5 |
406-5 |
395-7 |
|
| R1 |
400-3 |
400-3 |
395-0 |
398-2 |
| PP |
396-1 |
396-1 |
396-1 |
395-1 |
| S1 |
389-7 |
389-7 |
393-0 |
387-6 |
| S2 |
385-5 |
385-5 |
392-1 |
|
| S3 |
375-1 |
379-3 |
391-1 |
|
| S4 |
364-5 |
368-7 |
388-2 |
|
|
| 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 |
402-4 |
366-0 |
36-4 |
9.3% |
12-3 |
3.1% |
77% |
True |
False |
158,075 |
| 10 |
402-4 |
364-0 |
38-4 |
9.8% |
13-3 |
3.4% |
78% |
True |
False |
150,951 |
| 20 |
413-0 |
364-0 |
49-0 |
12.4% |
12-5 |
3.2% |
61% |
False |
False |
142,196 |
| 40 |
413-0 |
310-4 |
102-4 |
26.0% |
11-6 |
3.0% |
81% |
False |
False |
130,605 |
| 60 |
413-0 |
305-2 |
107-6 |
27.3% |
11-0 |
2.8% |
82% |
False |
False |
122,179 |
| 80 |
413-0 |
305-2 |
107-6 |
27.3% |
10-6 |
2.7% |
82% |
False |
False |
122,099 |
| 100 |
413-0 |
305-2 |
107-6 |
27.3% |
10-3 |
2.6% |
82% |
False |
False |
120,705 |
| 120 |
473-0 |
305-2 |
167-6 |
42.6% |
10-1 |
2.6% |
53% |
False |
False |
110,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
447-1 |
|
2.618 |
430-0 |
|
1.618 |
419-4 |
|
1.000 |
413-0 |
|
0.618 |
409-0 |
|
HIGH |
402-4 |
|
0.618 |
398-4 |
|
0.500 |
397-2 |
|
0.382 |
396-0 |
|
LOW |
392-0 |
|
0.618 |
385-4 |
|
1.000 |
381-4 |
|
1.618 |
375-0 |
|
2.618 |
364-4 |
|
4.250 |
347-3 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
397-2 |
391-2 |
| PP |
396-1 |
388-5 |
| S1 |
395-1 |
385-7 |
|