CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
383-4 |
397-4 |
14-0 |
3.7% |
398-4 |
| High |
398-2 |
405-0 |
6-6 |
1.7% |
402-6 |
| Low |
383-0 |
392-2 |
9-2 |
2.4% |
375-0 |
| Close |
397-2 |
402-6 |
5-4 |
1.4% |
397-2 |
| Range |
15-2 |
12-6 |
-2-4 |
-16.4% |
27-6 |
| ATR |
13-0 |
13-0 |
0-0 |
-0.1% |
0-0 |
| Volume |
129,798 |
137,816 |
8,018 |
6.2% |
562,225 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
438-2 |
433-2 |
409-6 |
|
| R3 |
425-4 |
420-4 |
406-2 |
|
| R2 |
412-6 |
412-6 |
405-1 |
|
| R1 |
407-6 |
407-6 |
403-7 |
410-2 |
| PP |
400-0 |
400-0 |
400-0 |
401-2 |
| S1 |
395-0 |
395-0 |
401-5 |
397-4 |
| S2 |
387-2 |
387-2 |
400-3 |
|
| S3 |
374-4 |
382-2 |
399-2 |
|
| S4 |
361-6 |
369-4 |
395-6 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
474-7 |
463-7 |
412-4 |
|
| R3 |
447-1 |
436-1 |
404-7 |
|
| R2 |
419-3 |
419-3 |
402-3 |
|
| R1 |
408-3 |
408-3 |
399-6 |
400-0 |
| PP |
391-5 |
391-5 |
391-5 |
387-4 |
| S1 |
380-5 |
380-5 |
394-6 |
372-2 |
| S2 |
363-7 |
363-7 |
392-1 |
|
| S3 |
336-1 |
352-7 |
389-5 |
|
| S4 |
308-3 |
325-1 |
382-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
405-0 |
375-0 |
30-0 |
7.4% |
13-1 |
3.3% |
93% |
True |
False |
140,008 |
| 10 |
409-0 |
375-0 |
34-0 |
8.4% |
10-5 |
2.6% |
82% |
False |
False |
126,861 |
| 20 |
409-0 |
366-0 |
43-0 |
10.7% |
12-1 |
3.0% |
85% |
False |
False |
148,101 |
| 40 |
413-0 |
330-4 |
82-4 |
20.5% |
12-0 |
3.0% |
88% |
False |
False |
141,857 |
| 60 |
413-0 |
305-2 |
107-6 |
26.8% |
11-3 |
2.8% |
90% |
False |
False |
130,145 |
| 80 |
413-0 |
305-2 |
107-6 |
26.8% |
10-6 |
2.7% |
90% |
False |
False |
126,339 |
| 100 |
413-0 |
305-2 |
107-6 |
26.8% |
10-5 |
2.6% |
90% |
False |
False |
123,091 |
| 120 |
469-2 |
305-2 |
164-0 |
40.7% |
10-2 |
2.6% |
59% |
False |
False |
119,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
459-2 |
|
2.618 |
438-3 |
|
1.618 |
425-5 |
|
1.000 |
417-6 |
|
0.618 |
412-7 |
|
HIGH |
405-0 |
|
0.618 |
400-1 |
|
0.500 |
398-5 |
|
0.382 |
397-1 |
|
LOW |
392-2 |
|
0.618 |
384-3 |
|
1.000 |
379-4 |
|
1.618 |
371-5 |
|
2.618 |
358-7 |
|
4.250 |
338-0 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
401-3 |
399-5 |
| PP |
400-0 |
396-3 |
| S1 |
398-5 |
393-2 |
|