CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
405-0 |
390-4 |
-14-4 |
-3.6% |
372-4 |
| High |
409-0 |
400-0 |
-9-0 |
-2.2% |
402-4 |
| Low |
397-6 |
390-4 |
-7-2 |
-1.8% |
369-2 |
| Close |
398-0 |
395-0 |
-3-0 |
-0.8% |
390-4 |
| Range |
11-2 |
9-4 |
-1-6 |
-15.6% |
33-2 |
| ATR |
12-6 |
12-5 |
-0-2 |
-1.8% |
0-0 |
| Volume |
111,075 |
127,149 |
16,074 |
14.5% |
955,763 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
423-5 |
418-7 |
400-2 |
|
| R3 |
414-1 |
409-3 |
397-5 |
|
| R2 |
404-5 |
404-5 |
396-6 |
|
| R1 |
399-7 |
399-7 |
395-7 |
402-2 |
| PP |
395-1 |
395-1 |
395-1 |
396-3 |
| S1 |
390-3 |
390-3 |
394-1 |
392-6 |
| S2 |
385-5 |
385-5 |
393-2 |
|
| S3 |
376-1 |
380-7 |
392-3 |
|
| S4 |
366-5 |
371-3 |
389-6 |
|
|
| 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 |
385-6 |
23-2 |
5.9% |
8-4 |
2.2% |
40% |
False |
False |
130,091 |
| 10 |
409-0 |
366-0 |
43-0 |
10.9% |
10-6 |
2.7% |
67% |
False |
False |
154,539 |
| 20 |
413-0 |
364-0 |
49-0 |
12.4% |
12-3 |
3.1% |
63% |
False |
False |
149,683 |
| 40 |
413-0 |
328-6 |
84-2 |
21.3% |
11-4 |
2.9% |
79% |
False |
False |
137,200 |
| 60 |
413-0 |
305-2 |
107-6 |
27.3% |
11-0 |
2.8% |
83% |
False |
False |
127,669 |
| 80 |
413-0 |
305-2 |
107-6 |
27.3% |
10-6 |
2.7% |
83% |
False |
False |
125,095 |
| 100 |
413-0 |
305-2 |
107-6 |
27.3% |
10-3 |
2.6% |
83% |
False |
False |
123,467 |
| 120 |
471-4 |
305-2 |
166-2 |
42.1% |
10-2 |
2.6% |
54% |
False |
False |
115,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
440-3 |
|
2.618 |
424-7 |
|
1.618 |
415-3 |
|
1.000 |
409-4 |
|
0.618 |
405-7 |
|
HIGH |
400-0 |
|
0.618 |
396-3 |
|
0.500 |
395-2 |
|
0.382 |
394-1 |
|
LOW |
390-4 |
|
0.618 |
384-5 |
|
1.000 |
381-0 |
|
1.618 |
375-1 |
|
2.618 |
365-5 |
|
4.250 |
350-1 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
395-2 |
399-6 |
| PP |
395-1 |
398-1 |
| S1 |
395-1 |
396-5 |
|