CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
404-0 |
413-0 |
9-0 |
2.2% |
386-4 |
| High |
408-4 |
418-0 |
9-4 |
2.3% |
417-4 |
| Low |
401-0 |
411-6 |
10-6 |
2.7% |
384-0 |
| Close |
405-6 |
417-4 |
11-6 |
2.9% |
405-6 |
| Range |
7-4 |
6-2 |
-1-2 |
-16.7% |
33-4 |
| ATR |
13-0 |
12-7 |
0-0 |
-0.4% |
0-0 |
| Volume |
90,210 |
38,259 |
-51,951 |
-57.6% |
485,241 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
434-4 |
432-2 |
421-0 |
|
| R3 |
428-2 |
426-0 |
419-2 |
|
| R2 |
422-0 |
422-0 |
418-5 |
|
| R1 |
419-6 |
419-6 |
418-1 |
420-7 |
| PP |
415-6 |
415-6 |
415-6 |
416-2 |
| S1 |
413-4 |
413-4 |
416-7 |
414-5 |
| S2 |
409-4 |
409-4 |
416-3 |
|
| S3 |
403-2 |
407-2 |
415-6 |
|
| S4 |
397-0 |
401-0 |
414-0 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
502-7 |
487-7 |
424-1 |
|
| R3 |
469-3 |
454-3 |
415-0 |
|
| R2 |
435-7 |
435-7 |
411-7 |
|
| R1 |
420-7 |
420-7 |
408-7 |
428-3 |
| PP |
402-3 |
402-3 |
402-3 |
406-2 |
| S1 |
387-3 |
387-3 |
402-5 |
394-7 |
| S2 |
368-7 |
368-7 |
399-5 |
|
| S3 |
335-3 |
353-7 |
396-4 |
|
| S4 |
301-7 |
320-3 |
387-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
418-0 |
394-4 |
23-4 |
5.6% |
10-4 |
2.5% |
98% |
True |
False |
91,179 |
| 10 |
418-0 |
380-0 |
38-0 |
9.1% |
12-1 |
2.9% |
99% |
True |
False |
71,583 |
| 20 |
423-4 |
377-4 |
46-0 |
11.0% |
12-1 |
2.9% |
87% |
False |
False |
54,530 |
| 40 |
423-4 |
330-0 |
93-4 |
22.4% |
11-2 |
2.7% |
94% |
False |
False |
39,806 |
| 60 |
423-4 |
319-4 |
104-0 |
24.9% |
10-3 |
2.5% |
94% |
False |
False |
32,597 |
| 80 |
423-4 |
319-4 |
104-0 |
24.9% |
9-7 |
2.4% |
94% |
False |
False |
27,476 |
| 100 |
423-4 |
319-4 |
104-0 |
24.9% |
9-3 |
2.2% |
94% |
False |
False |
24,375 |
| 120 |
483-4 |
319-4 |
164-0 |
39.3% |
9-0 |
2.2% |
60% |
False |
False |
21,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
444-4 |
|
2.618 |
434-3 |
|
1.618 |
428-1 |
|
1.000 |
424-2 |
|
0.618 |
421-7 |
|
HIGH |
418-0 |
|
0.618 |
415-5 |
|
0.500 |
414-7 |
|
0.382 |
414-1 |
|
LOW |
411-6 |
|
0.618 |
407-7 |
|
1.000 |
405-4 |
|
1.618 |
401-5 |
|
2.618 |
395-3 |
|
4.250 |
385-2 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
416-5 |
414-5 |
| PP |
415-6 |
411-5 |
| S1 |
414-7 |
408-6 |
|