CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
395-0 |
396-0 |
1-0 |
0.3% |
393-4 |
| High |
395-0 |
412-0 |
17-0 |
4.3% |
421-0 |
| Low |
391-4 |
393-4 |
2-0 |
0.5% |
389-2 |
| Close |
391-0 |
410-2 |
19-2 |
4.9% |
391-0 |
| Range |
3-4 |
18-4 |
15-0 |
428.6% |
31-6 |
| ATR |
11-4 |
12-1 |
0-5 |
6.0% |
0-0 |
| Volume |
13,242 |
10,624 |
-2,618 |
-19.8% |
43,989 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
460-6 |
454-0 |
420-3 |
|
| R3 |
442-2 |
435-4 |
415-3 |
|
| R2 |
423-6 |
423-6 |
413-5 |
|
| R1 |
417-0 |
417-0 |
412-0 |
420-3 |
| PP |
405-2 |
405-2 |
405-2 |
407-0 |
| S1 |
398-4 |
398-4 |
408-4 |
401-7 |
| S2 |
386-6 |
386-6 |
406-7 |
|
| S3 |
368-2 |
380-0 |
405-1 |
|
| S4 |
349-6 |
361-4 |
400-1 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
495-5 |
475-1 |
408-4 |
|
| R3 |
463-7 |
443-3 |
399-6 |
|
| R2 |
432-1 |
432-1 |
396-7 |
|
| R1 |
411-5 |
411-5 |
393-7 |
406-0 |
| PP |
400-3 |
400-3 |
400-3 |
397-5 |
| S1 |
379-7 |
379-7 |
388-1 |
374-2 |
| S2 |
368-5 |
368-5 |
385-1 |
|
| S3 |
336-7 |
348-1 |
382-2 |
|
| S4 |
305-1 |
316-3 |
373-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
421-0 |
391-4 |
29-4 |
7.2% |
13-0 |
3.2% |
64% |
False |
False |
9,541 |
| 10 |
421-0 |
386-4 |
34-4 |
8.4% |
10-2 |
2.5% |
69% |
False |
False |
8,538 |
| 20 |
432-0 |
386-4 |
45-4 |
11.1% |
9-6 |
2.4% |
52% |
False |
False |
7,315 |
| 40 |
432-0 |
333-4 |
98-4 |
24.0% |
9-0 |
2.2% |
78% |
False |
False |
6,127 |
| 60 |
432-0 |
328-4 |
103-4 |
25.2% |
7-5 |
1.9% |
79% |
False |
False |
5,099 |
| 80 |
432-0 |
328-4 |
103-4 |
25.2% |
6-6 |
1.6% |
79% |
False |
False |
4,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
490-5 |
|
2.618 |
460-3 |
|
1.618 |
441-7 |
|
1.000 |
430-4 |
|
0.618 |
423-3 |
|
HIGH |
412-0 |
|
0.618 |
404-7 |
|
0.500 |
402-6 |
|
0.382 |
400-5 |
|
LOW |
393-4 |
|
0.618 |
382-1 |
|
1.000 |
375-0 |
|
1.618 |
363-5 |
|
2.618 |
345-1 |
|
4.250 |
314-7 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
407-6 |
407-3 |
| PP |
405-2 |
404-5 |
| S1 |
402-6 |
401-6 |
|