CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
385-4 |
389-4 |
4-0 |
1.0% |
372-4 |
| High |
398-0 |
394-0 |
-4-0 |
-1.0% |
402-4 |
| Low |
385-0 |
385-6 |
0-6 |
0.2% |
369-2 |
| Close |
390-4 |
390-4 |
0-0 |
0.0% |
390-4 |
| Range |
13-0 |
8-2 |
-4-6 |
-36.5% |
33-2 |
| ATR |
13-7 |
13-4 |
-0-3 |
-2.9% |
0-0 |
| Volume |
246,000 |
186,124 |
-59,876 |
-24.3% |
955,763 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
414-7 |
410-7 |
395-0 |
|
| R3 |
406-5 |
402-5 |
392-6 |
|
| R2 |
398-3 |
398-3 |
392-0 |
|
| R1 |
394-3 |
394-3 |
391-2 |
396-3 |
| PP |
390-1 |
390-1 |
390-1 |
391-0 |
| S1 |
386-1 |
386-1 |
389-6 |
388-1 |
| S2 |
381-7 |
381-7 |
389-0 |
|
| S3 |
373-5 |
377-7 |
388-2 |
|
| S4 |
365-3 |
369-5 |
386-0 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
487-1 |
472-1 |
408-6 |
|
| R3 |
453-7 |
438-7 |
399-5 |
|
| R2 |
420-5 |
420-5 |
396-5 |
|
| R1 |
405-5 |
405-5 |
393-4 |
413-1 |
| PP |
387-3 |
387-3 |
387-3 |
391-2 |
| S1 |
372-3 |
372-3 |
387-4 |
379-7 |
| S2 |
354-1 |
354-1 |
384-3 |
|
| S3 |
320-7 |
339-1 |
381-3 |
|
| S4 |
287-5 |
305-7 |
372-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
402-4 |
369-2 |
33-2 |
8.5% |
13-3 |
3.4% |
64% |
False |
False |
191,152 |
| 10 |
402-4 |
366-0 |
36-4 |
9.3% |
13-5 |
3.5% |
67% |
False |
False |
169,341 |
| 20 |
413-0 |
364-0 |
49-0 |
12.5% |
12-7 |
3.3% |
54% |
False |
False |
150,438 |
| 40 |
413-0 |
310-4 |
102-4 |
26.2% |
11-7 |
3.0% |
78% |
False |
False |
134,679 |
| 60 |
413-0 |
305-2 |
107-6 |
27.6% |
11-0 |
2.8% |
79% |
False |
False |
126,201 |
| 80 |
413-0 |
305-2 |
107-6 |
27.6% |
10-6 |
2.8% |
79% |
False |
False |
124,753 |
| 100 |
413-0 |
305-2 |
107-6 |
27.6% |
10-3 |
2.7% |
79% |
False |
False |
122,883 |
| 120 |
473-0 |
305-2 |
167-6 |
43.0% |
10-1 |
2.6% |
51% |
False |
False |
113,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
429-0 |
|
2.618 |
415-5 |
|
1.618 |
407-3 |
|
1.000 |
402-2 |
|
0.618 |
399-1 |
|
HIGH |
394-0 |
|
0.618 |
390-7 |
|
0.500 |
389-7 |
|
0.382 |
388-7 |
|
LOW |
385-6 |
|
0.618 |
380-5 |
|
1.000 |
377-4 |
|
1.618 |
372-3 |
|
2.618 |
364-1 |
|
4.250 |
350-6 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
390-2 |
393-6 |
| PP |
390-1 |
392-5 |
| S1 |
389-7 |
391-5 |
|