CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 02-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
394-0 |
393-4 |
-0-4 |
-0.1% |
414-4 |
High |
395-4 |
405-0 |
9-4 |
2.4% |
414-4 |
Low |
386-4 |
389-2 |
2-6 |
0.7% |
386-4 |
Close |
388-2 |
404-6 |
16-4 |
4.2% |
388-2 |
Range |
9-0 |
15-6 |
6-6 |
75.0% |
28-0 |
ATR |
10-5 |
11-1 |
0-3 |
4.1% |
0-0 |
Volume |
9,385 |
6,906 |
-2,479 |
-26.4% |
40,412 |
|
Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
446-7 |
441-5 |
413-3 |
|
R3 |
431-1 |
425-7 |
409-1 |
|
R2 |
415-3 |
415-3 |
407-5 |
|
R1 |
410-1 |
410-1 |
406-2 |
412-6 |
PP |
399-5 |
399-5 |
399-5 |
401-0 |
S1 |
394-3 |
394-3 |
403-2 |
397-0 |
S2 |
383-7 |
383-7 |
401-7 |
|
S3 |
368-1 |
378-5 |
400-3 |
|
S4 |
352-3 |
362-7 |
396-1 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
480-3 |
462-3 |
403-5 |
|
R3 |
452-3 |
434-3 |
396-0 |
|
R2 |
424-3 |
424-3 |
393-3 |
|
R1 |
406-3 |
406-3 |
390-7 |
401-3 |
PP |
396-3 |
396-3 |
396-3 |
394-0 |
S1 |
378-3 |
378-3 |
385-5 |
373-3 |
S2 |
368-3 |
368-3 |
383-1 |
|
S3 |
340-3 |
350-3 |
380-4 |
|
S4 |
312-3 |
322-3 |
372-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
405-0 |
386-4 |
18-4 |
4.6% |
7-4 |
1.9% |
99% |
True |
False |
7,536 |
10 |
432-0 |
386-4 |
45-4 |
11.2% |
9-4 |
2.3% |
40% |
False |
False |
6,712 |
20 |
432-0 |
376-0 |
56-0 |
13.8% |
8-6 |
2.2% |
51% |
False |
False |
6,810 |
40 |
432-0 |
328-4 |
103-4 |
25.6% |
8-0 |
2.0% |
74% |
False |
False |
5,457 |
60 |
432-0 |
328-4 |
103-4 |
25.6% |
6-5 |
1.6% |
74% |
False |
False |
4,539 |
80 |
432-0 |
328-4 |
103-4 |
25.6% |
6-1 |
1.5% |
74% |
False |
False |
3,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
472-0 |
2.618 |
446-2 |
1.618 |
430-4 |
1.000 |
420-6 |
0.618 |
414-6 |
HIGH |
405-0 |
0.618 |
399-0 |
0.500 |
397-1 |
0.382 |
395-2 |
LOW |
389-2 |
0.618 |
379-4 |
1.000 |
373-4 |
1.618 |
363-6 |
2.618 |
348-0 |
4.250 |
322-2 |
|
|
Fisher Pivots for day following 02-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
402-2 |
401-6 |
PP |
399-5 |
398-6 |
S1 |
397-1 |
395-6 |
|