CME Pit-Traded Corn Future March 2010
| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
397-6 |
399-0 |
1-2 |
0.3% |
413-4 |
| High |
409-4 |
414-6 |
5-2 |
1.3% |
418-4 |
| Low |
397-2 |
399-0 |
1-6 |
0.4% |
390-6 |
| Close |
408-0 |
413-4 |
5-4 |
1.3% |
413-4 |
| Range |
12-2 |
15-6 |
3-4 |
28.6% |
27-6 |
| ATR |
12-5 |
12-6 |
0-2 |
1.8% |
0-0 |
| Volume |
119,679 |
128,771 |
9,092 |
7.6% |
401,229 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
456-3 |
450-5 |
422-1 |
|
| R3 |
440-5 |
434-7 |
417-7 |
|
| R2 |
424-7 |
424-7 |
416-3 |
|
| R1 |
419-1 |
419-1 |
415-0 |
422-0 |
| PP |
409-1 |
409-1 |
409-1 |
410-4 |
| S1 |
403-3 |
403-3 |
412-0 |
406-2 |
| S2 |
393-3 |
393-3 |
410-5 |
|
| S3 |
377-5 |
387-5 |
409-1 |
|
| S4 |
361-7 |
371-7 |
404-7 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
490-7 |
479-7 |
428-6 |
|
| R3 |
463-1 |
452-1 |
421-1 |
|
| R2 |
435-3 |
435-3 |
418-5 |
|
| R1 |
424-3 |
424-3 |
416-0 |
427-3 |
| PP |
407-5 |
407-5 |
407-5 |
409-0 |
| S1 |
396-5 |
396-5 |
411-0 |
399-5 |
| S2 |
379-7 |
379-7 |
408-3 |
|
| S3 |
352-1 |
368-7 |
405-7 |
|
| S4 |
324-3 |
341-1 |
398-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
418-4 |
390-6 |
27-6 |
6.7% |
11-5 |
2.8% |
82% |
False |
False |
90,819 |
| 10 |
424-4 |
390-6 |
33-6 |
8.2% |
10-1 |
2.4% |
67% |
False |
False |
77,526 |
| 20 |
424-4 |
377-4 |
47-0 |
11.4% |
11-6 |
2.9% |
77% |
False |
False |
72,453 |
| 40 |
424-4 |
343-4 |
81-0 |
19.6% |
11-3 |
2.7% |
86% |
False |
False |
51,957 |
| 60 |
424-4 |
319-4 |
105-0 |
25.4% |
10-6 |
2.6% |
90% |
False |
False |
41,169 |
| 80 |
424-4 |
319-4 |
105-0 |
25.4% |
10-1 |
2.4% |
90% |
False |
False |
34,587 |
| 100 |
424-4 |
319-4 |
105-0 |
25.4% |
9-6 |
2.4% |
90% |
False |
False |
29,783 |
| 120 |
480-0 |
319-4 |
160-4 |
38.8% |
9-2 |
2.2% |
59% |
False |
False |
26,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
481-6 |
|
2.618 |
456-0 |
|
1.618 |
440-2 |
|
1.000 |
430-4 |
|
0.618 |
424-4 |
|
HIGH |
414-6 |
|
0.618 |
408-6 |
|
0.500 |
406-7 |
|
0.382 |
405-0 |
|
LOW |
399-0 |
|
0.618 |
389-2 |
|
1.000 |
383-2 |
|
1.618 |
373-4 |
|
2.618 |
357-6 |
|
4.250 |
332-0 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
411-2 |
409-7 |
| PP |
409-1 |
406-3 |
| S1 |
406-7 |
402-6 |
|