CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
398-4 |
383-0 |
-15-4 |
-3.9% |
398-0 |
| High |
402-6 |
383-0 |
-19-6 |
-4.9% |
409-0 |
| Low |
385-2 |
375-0 |
-10-2 |
-2.7% |
389-0 |
| Close |
387-2 |
376-0 |
-11-2 |
-2.9% |
391-0 |
| Range |
17-4 |
8-0 |
-9-4 |
-54.3% |
20-0 |
| ATR |
12-4 |
12-4 |
0-0 |
-0.1% |
0-0 |
| Volume |
114,564 |
156,963 |
42,399 |
37.0% |
568,578 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
402-0 |
397-0 |
380-3 |
|
| R3 |
394-0 |
389-0 |
378-2 |
|
| R2 |
386-0 |
386-0 |
377-4 |
|
| R1 |
381-0 |
381-0 |
376-6 |
379-4 |
| PP |
378-0 |
378-0 |
378-0 |
377-2 |
| S1 |
373-0 |
373-0 |
375-2 |
371-4 |
| S2 |
370-0 |
370-0 |
374-4 |
|
| S3 |
362-0 |
365-0 |
373-6 |
|
| S4 |
354-0 |
357-0 |
371-5 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
456-3 |
443-5 |
402-0 |
|
| R3 |
436-3 |
423-5 |
396-4 |
|
| R2 |
416-3 |
416-3 |
394-5 |
|
| R1 |
403-5 |
403-5 |
392-7 |
400-0 |
| PP |
396-3 |
396-3 |
396-3 |
394-4 |
| S1 |
383-5 |
383-5 |
389-1 |
380-0 |
| S2 |
376-3 |
376-3 |
387-3 |
|
| S3 |
356-3 |
363-5 |
385-4 |
|
| S4 |
336-3 |
343-5 |
380-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
409-0 |
375-0 |
34-0 |
9.0% |
10-3 |
2.8% |
3% |
False |
True |
122,798 |
| 10 |
409-0 |
375-0 |
34-0 |
9.0% |
9-6 |
2.6% |
3% |
False |
True |
147,443 |
| 20 |
409-0 |
364-0 |
45-0 |
12.0% |
11-3 |
3.0% |
27% |
False |
False |
146,301 |
| 40 |
413-0 |
330-4 |
82-4 |
21.9% |
11-5 |
3.1% |
55% |
False |
False |
138,749 |
| 60 |
413-0 |
305-2 |
107-6 |
28.7% |
11-1 |
2.9% |
66% |
False |
False |
128,917 |
| 80 |
413-0 |
305-2 |
107-6 |
28.7% |
10-6 |
2.8% |
66% |
False |
False |
126,112 |
| 100 |
413-0 |
305-2 |
107-6 |
28.7% |
10-4 |
2.8% |
66% |
False |
False |
123,456 |
| 120 |
471-4 |
305-2 |
166-2 |
44.2% |
10-2 |
2.7% |
43% |
False |
False |
117,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
417-0 |
|
2.618 |
404-0 |
|
1.618 |
396-0 |
|
1.000 |
391-0 |
|
0.618 |
388-0 |
|
HIGH |
383-0 |
|
0.618 |
380-0 |
|
0.500 |
379-0 |
|
0.382 |
378-0 |
|
LOW |
375-0 |
|
0.618 |
370-0 |
|
1.000 |
367-0 |
|
1.618 |
362-0 |
|
2.618 |
354-0 |
|
4.250 |
341-0 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
379-0 |
388-7 |
| PP |
378-0 |
384-5 |
| S1 |
377-0 |
380-2 |
|