CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
397-6 |
405-0 |
7-2 |
1.8% |
372-4 |
| High |
404-0 |
409-0 |
5-0 |
1.2% |
402-4 |
| Low |
397-0 |
397-6 |
0-6 |
0.2% |
369-2 |
| Close |
402-0 |
398-0 |
-4-0 |
-1.0% |
390-4 |
| Range |
7-0 |
11-2 |
4-2 |
60.7% |
33-2 |
| ATR |
12-7 |
12-6 |
-0-1 |
-0.9% |
0-0 |
| Volume |
125,197 |
111,075 |
-14,122 |
-11.3% |
955,763 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
435-3 |
427-7 |
404-2 |
|
| R3 |
424-1 |
416-5 |
401-1 |
|
| R2 |
412-7 |
412-7 |
400-0 |
|
| R1 |
405-3 |
405-3 |
399-0 |
403-4 |
| PP |
401-5 |
401-5 |
401-5 |
400-5 |
| S1 |
394-1 |
394-1 |
397-0 |
392-2 |
| S2 |
390-3 |
390-3 |
396-0 |
|
| S3 |
379-1 |
382-7 |
394-7 |
|
| S4 |
367-7 |
371-5 |
391-6 |
|
|
| 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 |
409-0 |
385-0 |
24-0 |
6.0% |
9-2 |
2.3% |
54% |
True |
False |
153,862 |
| 10 |
409-0 |
366-0 |
43-0 |
10.8% |
10-7 |
2.7% |
74% |
True |
False |
155,968 |
| 20 |
413-0 |
364-0 |
49-0 |
12.3% |
12-3 |
3.1% |
69% |
False |
False |
152,406 |
| 40 |
413-0 |
323-0 |
90-0 |
22.6% |
11-6 |
2.9% |
83% |
False |
False |
136,636 |
| 60 |
413-0 |
305-2 |
107-6 |
27.1% |
11-0 |
2.8% |
86% |
False |
False |
127,431 |
| 80 |
413-0 |
305-2 |
107-6 |
27.1% |
10-6 |
2.7% |
86% |
False |
False |
125,033 |
| 100 |
413-0 |
305-2 |
107-6 |
27.1% |
10-3 |
2.6% |
86% |
False |
False |
123,207 |
| 120 |
473-0 |
305-2 |
167-6 |
42.1% |
10-2 |
2.6% |
55% |
False |
False |
114,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
456-6 |
|
2.618 |
438-4 |
|
1.618 |
427-2 |
|
1.000 |
420-2 |
|
0.618 |
416-0 |
|
HIGH |
409-0 |
|
0.618 |
404-6 |
|
0.500 |
403-3 |
|
0.382 |
402-0 |
|
LOW |
397-6 |
|
0.618 |
390-6 |
|
1.000 |
386-4 |
|
1.618 |
379-4 |
|
2.618 |
368-2 |
|
4.250 |
350-0 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
403-3 |
402-5 |
| PP |
401-5 |
401-1 |
| S1 |
399-6 |
399-4 |
|