CME Pit-Traded Corn Future May 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 |
413-4 |
423-0 |
9-4 |
2.3% |
396-0 |
| High |
418-4 |
427-4 |
9-0 |
2.2% |
427-4 |
| Low |
411-4 |
421-4 |
10-0 |
2.4% |
393-4 |
| Close |
415-6 |
427-4 |
11-6 |
2.8% |
415-6 |
| Range |
7-0 |
6-0 |
-1-0 |
-14.3% |
34-0 |
| ATR |
11-7 |
11-7 |
0-0 |
-0.1% |
0-0 |
| Volume |
12,631 |
7,765 |
-4,866 |
-38.5% |
77,301 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
443-4 |
441-4 |
430-6 |
|
| R3 |
437-4 |
435-4 |
429-1 |
|
| R2 |
431-4 |
431-4 |
428-5 |
|
| R1 |
429-4 |
429-4 |
428-0 |
430-4 |
| PP |
425-4 |
425-4 |
425-4 |
426-0 |
| S1 |
423-4 |
423-4 |
427-0 |
424-4 |
| S2 |
419-4 |
419-4 |
426-3 |
|
| S3 |
413-4 |
417-4 |
425-7 |
|
| S4 |
407-4 |
411-4 |
424-2 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
514-2 |
499-0 |
434-4 |
|
| R3 |
480-2 |
465-0 |
425-1 |
|
| R2 |
446-2 |
446-2 |
422-0 |
|
| R1 |
431-0 |
431-0 |
418-7 |
438-5 |
| PP |
412-2 |
412-2 |
412-2 |
416-0 |
| S1 |
397-0 |
397-0 |
412-5 |
404-5 |
| S2 |
378-2 |
378-2 |
409-4 |
|
| S3 |
344-2 |
363-0 |
406-3 |
|
| S4 |
310-2 |
329-0 |
397-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
427-4 |
404-2 |
23-2 |
5.4% |
10-2 |
2.4% |
100% |
True |
False |
14,888 |
| 10 |
427-4 |
391-4 |
36-0 |
8.4% |
11-5 |
2.7% |
100% |
True |
False |
12,214 |
| 20 |
432-0 |
386-4 |
45-4 |
10.6% |
10-4 |
2.5% |
90% |
False |
False |
9,463 |
| 40 |
432-0 |
340-0 |
92-0 |
21.5% |
9-2 |
2.2% |
95% |
False |
False |
7,518 |
| 60 |
432-0 |
328-4 |
103-4 |
24.2% |
8-0 |
1.9% |
96% |
False |
False |
6,185 |
| 80 |
432-0 |
328-4 |
103-4 |
24.2% |
7-1 |
1.7% |
96% |
False |
False |
5,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
453-0 |
|
2.618 |
443-2 |
|
1.618 |
437-2 |
|
1.000 |
433-4 |
|
0.618 |
431-2 |
|
HIGH |
427-4 |
|
0.618 |
425-2 |
|
0.500 |
424-4 |
|
0.382 |
423-6 |
|
LOW |
421-4 |
|
0.618 |
417-6 |
|
1.000 |
415-4 |
|
1.618 |
411-6 |
|
2.618 |
405-6 |
|
4.250 |
396-0 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
426-4 |
424-5 |
| PP |
425-4 |
421-5 |
| S1 |
424-4 |
418-6 |
|